A regularized projection method for complementarity problems with non-Lipschitzian functions

We consider complementarity problems involving functions which are not Lipschitz continuous at the origin. Such problems arise from the numerical solution for differential equations with non-Lipschitzian continuity, e.g. reaction and diffusion problems. We propose a regularized projection method to find an approximate solution with an estimation of the error for the non-Lipschitzian complementarity problems. We prove that the projection method globally and linearly converges to a solution of a regularized problem with any regularization parameter. Moreover, we give error bounds for a computed solution of the non-Lipschitzian problem. Numerical examples are presented to demonstrate the efficiency of the method and error bounds.

     

A-posteriori error analysis and adaptive finite element methods for singularly perturbed convection-diffusion equations

For singularly perturbed one-dimensional convection-diffusion equations, finite element approximations are constructed based on a so-called approximate symmetrization of the given unsymmetric problem. Local a-posteriori error estimates are established with respect to an appropriate energy norm where the bounds are proved to be realistic. The local bounds, called error indicators, provide a basis for a self-adaptive mesh refinement. For a model problem numerical results are presented showing that the adaptive method detects and resolves the boundary layer.     

Numerical solution for a sub-diffusion equation with a smooth kernel

In this paper we study the numerical solution of an initial value problem of a sub-diffusion type. For the time discretization we apply the discontinuous Galerkin method and we use continuous piecewise finite elements for the space discretization. Optimal order convergence rates of our numerical solution have been shown. We compare our theoretical error bounds with the results of numerical computations. We also present some numerical results showing the super-convergence rates of the proposed method.     

The Equality Constrained Indefinite Least Squares Problem: Theory and Algorithms

We present theory and algorithms for the equality constrained indefinite least squares problem, which requires minimization of an indefinite quadratic form subject to a linear equality constraint. A generalized hyperbolic QR factorization is introduced and used in the derivation of perturbation bounds and to construct a numerical method. An alternative method is obtained by employing a generalized QR factorization in combination with a Cholesky factorization. Rounding error analysis is given to show that both methods have satisfactory numerical stability properties and numerical experiments are given for illustration. This work builds on recent work on the unconstrained indefinite least squares problem by Chandrasekaran, Gu, and Sayed and by the present authors.     

Residual a posteriori error estimates for a 3D mortar finite-element method: the Stokes system

We consider a non-conforming domain decomposition techniquefor the discretization of the three-dimensional Stokes equationsby the mortar finite-element method. Relying on the velocity–pressureformulation of the system, we perform the numerical analysisof residual error indicators for this problem and we prove thatthe error estimators provide upper and lower bounds for theenergy norm of the mortar finite-element solution.     

Finite element approximation of a semilinear elliptic problem with a singular nonlinearity

Given , we consider the following problem: find , such that where or 3, and in . We prove and error bounds for the standard continuous piecewise linear Galerkin finite element approximation with a (weakly) acute triangulation. Our bounds are nearly optimal. In addition, for d = 1 and 2 and we analyze a more practical scheme involving numerical integration on the nonlinear term. We obtain nearly optimal and error bounds for d = 1. For this case we also present some numerical results. Received July 4, 1996 / Revised version received December 18, 1997     

A posteriori error estimations of residual type for Signorini's problem

This paper presents an a posteriori error analysis for the linear finite element approximation of the Signorini problem in two space dimensions. A posteriori estimations of residual type are defined and upper and lower bounds of the discretization error are obtained. We perform several numerical experiments in order to compare the convergence of the terms in the error estimator with the discretization error.     

Nitsche’s Method for a Transport Problem in Two-phase Incompressible Flows

We consider a parabolic interface problem which models the transport of a dissolved species in two-phase incompressible flow problems. Due to the so-called Henry interface condition the solution is discontinuous across the interface. We use an extended finite element space combined with a method due to Nitsche for the spatial discretization of this problem and derive optimal discretization error bounds for this method. For the time discretization a standard θ-scheme is applied. Results of numerical experiments are given that illustrate the convergence properties of this discretization.     

Stabilized finite element method for Navier-Stokes equations with physical boundary conditions

This paper deals with the numerical approximation of the 2D and 3D Navier-Stokes equations, satisfying nonstandard boundary conditions. This lays on the finite element discretisation of the corresponding Stokes problem, which is achieved through a three-fields stabilized mixed formulation. A priori and a posteriori error bounds are established for the nonlinear problem, ascertaining the convergence of the method. Finally, numerical tests are presented, including mesh refinement via error indicators.

     

Error bounds and estimates for eigenvalues of integral equations

Summary Approximate solutions of the linear integral equation eigenvalue problem can be obtained by the replacement of the integral by a numerical quadrature formula and then collocation to obtain a linear algebraic eigenvalue problem. This method is often called the Nyström method and its convergence was discussed in [7]. In this paper computable error bounds and dominant error terms are derived for the approximation of simple eigenvalues of nonsymmetric kernels.     

Numerical approximation of elliptic control problems with finitely many pointwise constraints

We study the numerical approximation of elliptic control problems with finitely many pointwise state constraints and control bounds. Results for the continuous problem are collected and a complete study of the discrete problems is carried out, including, existence of solutions, optimality conditions, convergence to solutions of the continuous problem and error estimates. A numerical example is provided.     

Cahn—Hilliard方程的Legendre谱逼近

1.引 言本文我们将考虑非线性Cahn—Hilliard方程的初边值问题     

Computable bounds for eigenvalues and eigenfunctions of elliptic differential operators

Summary We are concerned with bounds for the error between given approximations and the exact eigenvalues and eigenfunctions of self-adjoint operators in Hilbert spaces. The case is included where the approximations of the eigenfunctions don't belong to the domain of definition of the operator. For the eigenvalue problem with symmetric elliptic differential operators these bounds cover the case where the trial functions don't satisfy the boundary conditions of the problem. The error bounds suggest a certain defectminization method for solving the eigenvalue problems. The method is applied to the membrane problem.     

Parameter-uniform numerical method for singularly perturbed convection-diffusion problem on a circular domain

A linear singularly perturbed elliptic problem, of convection-diffusion type, posed on a circular domain is examined. Regularity constraints are imposed on the data in the vicinity of the two characteristic points. The solution is decomposed into a regular and a singular component. A priori parameter-explicit pointwise bounds on the partial derivatives of these components are established. By transforming to polar co-ordinates, a monotone finite difference method is constructed on a piecewise-uniform layer-adapted mesh of Shishkin type. Numerical analysis is presented for this monotone numerical method. The numerical method is shown to be parameter-uniform. Numerical results are presented to illustrate the theoretical error bounds established.     

Guaranteed a posteriori error estimates for nonconforming finite element approximations to a singularly perturbed reaction–diffusion problem

We derive guaranteed a posteriori error estimates for nonconforming finite element approximations to a singularly perturbed reaction–diffusion problem. First, an abstract a posteriori error bound is derived under a special equilibration condition. Based on conservative flux reconstruction, two error estimators are proposed and provide actual upper error bounds in the usual energy norm without unknown constants, one of which can be directly constructed without solving local Neumann problems and provide practical computable error bounds. The error estimators also provide local lower bounds but with the multiplicative constants dependent on the diffusion coefficient and mesh size, where the constants can be bounded for enough small mesh size comparable with the square root of the diffusion coefficient. By adding edge jumps with weights to the energy norm, two modified error estimators with additional edge tangential jumps are shown to be robust with respect to the diffusion coefficient and provide guaranteed upper bounds on the error in the modified norm. Finally, the performance of the estimators are illustrated by the numerical results.     

Finite element analysis of parabolic integro-differential equations of Kirchhoff type

The aim of this paper is to study parabolic integro-differential equations of Kirchhoff type. We prove the existence and uniqueness of the solution for this problem via Galerkin method. Semidiscrete formulation for this problem is presented using conforming finite element method. As a consequence of the Ritz–Volterra projection, we derive error estimates for both semidiscrete solution and its time derivative. To find the numerical solution of this class of equations, we develop two different types of numerical schemes, which are based on backward Euler–Galerkin method and Crank–Nicolson–Galerkin method. A priori bounds and convergence estimates in spatial as well as temporal direction of the proposed schemes are established. Finally, we conclude this work by implementing some numerical experiments to confirm our theoretical results.     

Finite Difference Methods for the Heat Equation with a Nonlocal Boundary Condition

We consider the numerical solution by finite difference methods of the heat equation in one space dimension, with a nonlocal integral boundary condition, resulting from the truncation to a finite interval of the problem on a semi-infinite interval. We first analyze the forward Euler method, and then the $θ$-method for $0 < θ ≤ 1$, in both cases in maximum-norm, showing $O(h^2 + k)$ error bounds, where $h$ is the mesh-width and $k$ the time step. We then give an alternative analysis for the case $θ = 1/2$, the Crank-Nicolson method, using energy arguments, yielding a $O(h^2$ + $k^{3/2}$) error bound. Special attention is given the approximation of the boundary integral operator. Our results are illustrated by numerical examples.     

Solving Continuous-Time Linear Programming Problems Based on the Piecewise Continuous Functions

The numerical method is proposed in this article to solve a general class of continuous-time linear programming problems in which the functions appeared in the coefficients of this problem are assumed to be piecewise continuous. In order to make sure that all the subintervals of time interval will not contain the discontinuities, a different methodology for not equally partitioning the time interval is proposed. The main issue of this article is to obtain an analytic formula of error upper bound. In this article, we shall propose two kinds of computational procedure to evaluate the error upper bounds. One needs to solve the dual problem of the discretized linear programming problem, and another one does not need to solve the dual problem. Finally, we present a numerical example to demonstrate the usefulness of the numerical method.     

The finite element approximation of a coupled reaction-diffusion problem with non-Lipschitz nonlinearities

Summary. A coupled semilinear elliptic problem modelling an irreversible, isothermal chemical reaction is introduced, and discretised using the usual piecewise linear Galerkin finite element approximation. An interesting feature of the problem is that a reaction order of less than one gives rise to a "dead core" region. Initially, one reactant is assumed to be acting as a catalyst and is kept constant. It is shown that error bounds previously obtained for a scheme involving numerical integration can be improved upon by considering a quadratic regularisation of the nonlinear term. This technique is then applied to the full coupled problem, and optimal and error bounds are proved in the absence of quadrature. For a scheme involving numerical integration, bounds similar to those obtained for the catalyst problem are shown to hold. Received May 25, 1993 / Revised version received July 5, 1994     

Numerical verification of solutions for nonlinear hyperbolic equations

We consider a numerical method to verify the solutions for nonlinear hyperbolic problems with guaranteed error bounds in the one-space dimensional case. We present verification procedures and show some numerical examples.