New a priori analysis of first‐order system least‐squares finite element methods for parabolic problems

We provide new insights into the a priori theory for a time‐stepping scheme based on least‐squares finite element methods for parabolic first‐order systems. The elliptic part of the problem is of general reaction‐convection‐diffusion type. The new ingredient in the analysis is an elliptic projection operator defined via a nonsymmetric bilinear form, although the main bilinear form corresponding to the least‐squares functional is symmetric. This new operator allows to prove optimal error estimates in the natural norm associated to the problem and, under additional regularity assumptions, in the L² norm. Numerical experiments are presented which confirm our theoretical findings.     

Harnack inequalities, maximum and comparison principles, and regularity of positive solutions of m-laplace equations

We consider the Dirichlet problem for positive solutions of the equation −Δ_m (u) = f(u) in a bounded smooth domain Ω, with f positive and locally Lipschitz continuous. We prove a Harnack type inequality for the solutions of the linearized operator, a Harnack type comparison inequality for the solutions, and exploit them to prove a Strong Comparison Principle for solutions of the equation, as well as a Strong Maximum Principle for the solutions of the linearized operator. We then apply these results, together with monotonicity results recently obtained by the authors, to get regularity results for the solutions. In particular we prove that in convex and symmetric domains, the only point where the gradient of a solution u vanishes is the center of symmetry (i.e. Z≡{x∈ Ω ∨ D(u)(x) = 0 = {0} assuming that 0 is the center of symmetry). This is crucial in the study of m-Laplace equations, since Z is exactly the set of points where the m-Laplace operator is degenerate elliptic. As a corollary u ∈ C²(Ω∖{0}). Supported by MURST, Project “Metodi Variazionali ed Equazioni Differenziali Non Lineari.” Mathematics Subject Classification (1991) 35B05, 35B65, 35J70     

Properties and numerical testing of a parallel global optimization algorithm

In the present paper, we have considered three methods with which to control the error in the homotopy analysis of elliptic differential equations and related boundary value problems, namely, control of residual errors, minimization of error functionals, and optimal homotopy selection through appropriate choice of auxiliary function H(x). After outlining the methods in general, we consider three applications. First, we apply the method of minimized residual error in order to determine optimal values of the convergence control parameter to obtain solutions exhibiting central symmetry for the Yamabe equation in three or more spatial dimensions. Secondly, we apply the method of minimizing error functionals in order to obtain optimal values of the convergnce control parameter for the homotopy analysis solutions to the Brinkman?CForchheimer equation. Finally, we carefully selected the auxiliary function H(x) in order to obtain an optimal homotopy solution for Liouville??s equation.     

Singular integral operators on Riemann surfaces and elliptic differential systems

The derivatives of the Cauchy kernels on compact Riemann surfaces generate singular integral operators analogous to the Calderón-Zigmund operators with the kernel (t - z)² on the complex plane. These operators play an important role in studying elliptic differential equations, boundary value problems, etc. We consider here the most important case of the multi-valued Cauchy kernel with real normalization of periods. In the opposite plane case, such an operator is not unitary. Nevertheless, its norm in L₂ is equal to one. This result is used to study multi-valued solutions of elliptic differential systems.     

Symmetry of solutions for quasimonotone second-order elliptic systems in ordered Banach spaces

We consider symmetry properties of solutions to nonlinear elliptic boundary value problems defined on bounded symmetric domains of \mathbb Rⁿ{\mathbb R^n} . The solutions take values in ordered Banach spaces E, e.g. E=\mathbb R^N{E=\mathbb R^N} ordered by a suitable cone. The nonlinearity is supposed to be quasimonotone increasing. By considering cones that are different from the standard cone of componentwise nonnegative elements we can prove symmetry of solutions to nonlinear elliptic systems which are not covered by previous results. We use the method of moving planes suitably adapted to cover the case of solutions of nonlinear elliptic problems with values in ordered Banach spaces.     

Quasi-least-squares finite element method for steady flow and heat transfer with system rotation

Two quasi-least-squares finite element schemes based on L ² inner product are proposed to solve a steady Navier–Stokes equations, coupled to the energy equation by the Boussinesq approximation and augmented by a Coriolis forcing term to account for system rotation. The resulting nonlinear systems are linearized around a characteristic state, resulting in linearized least-squares models that yield algebraic systems with symmetric positive definite coefficient matrices. Existence of solutions are investigated and a priori error estimates are obtained. The performance of the formulation is illustrated by using a direct iteration procedure to treat the nonlinearities and shown theoretical convergent rate for general initial guess.     

An Approach to The Numerical Verification of Solutions for Nonlinear Elliptic Problems With Local Uniqueness

We propose a numerical method to verify the existence and local uniqueness of solutions to nonlinear elliptic equations. We numerically construct a set containing solutions which satisfies the hypothesis of Banach's fixed point theorem in a certain Sobolev space. By using the finite element approximation and constructive error estimates, we calculate the eigenvalue bound with smallest absolute value to evaluate the norm of the inverse of the linearized operator. Utilizing this bound we derive a verification condition of the Newton-Kaiitorovich type. Numerical examples are presented.     

A degree theoretic approach for multiple solutions of constant sign for nonlinear elliptic equations

We consider nonlinear elliptic equations driven by the p-Laplacian differential operator. Using degree theoretic arguments based on the degree map for operators of type (S)₊ , we prove theorems on the existence of multiple nontrivial solutions of constant sign.     

A symmetry-breaking problem in the annulus

We study questions of degeneracy and bifurcation for radial solutions of the semilinear elliptic equation ?u(x) + f(u(x)) = 0, x isin; [math001], [math001]an annulus in Rⁿ, with homogeneous Dirichlet boundary conditions. For certain nonlinearities f(u), we prove existence of degenerate radial solutions u (for which the kernel of the linearized operator Lz = ?z + [math001](u)z, z isin; C²We study questions of degeneracy and bifurcation for radial solutions of the semilinear elliptic equation ?u(x) + f(u(x)) = 0, x isin; [math001], [math001]an annulus in Rⁿ, with homogeneous Dirichlet boundary conditions. For certain nonlinearities f(u), we prove existence of degenerate radial solutions u (for which the kernel of the linearized operator Lz = ?z + [math001](u)z, z isin; C²$⁰([math001]), is non-trivial) and existence of nonradial solutions for the semi-linear equation. These nonradial (asymmetric) solutions are obtained via a bifurcation procedure from the radial (symmetric) ones. This phenomena is called symmetry-breaking. The bifurcation results are proved by a Conley index argument     

Optimal L ∞(L 2)-Error Estimates for the DG Method Applied to Nonlinear Convection–Diffusion Problems with Nonlinear Diffusion

This article is concerned with the analysis of the discontinuous Galerkin finite element method (DGFEM) applied to the space semidiscretization of a nonstationary convection–diffusion problem with nonlinear convection and nonlinear diffusion. Optimal estimates in the L ^∞(L ²)-norm are derived for the symmetric interior penalty (SIPG) scheme in two dimensions. The error analysis is carried out for nonconforming triangular meshes under the assumption that the exact solution of the problem and the solution of a linearized elliptic dual problem are sufficiently regular.     

Interactions of fast and slow waves in hyperbolic systems with two time scales

We consider certain symmetric hyperbolic systems of nonlinear partial differential equations whose solutions vary on two time scales. The large part of the spatial operator is assumed to have constant coefficients, but a nonlinear term multiplying the time derivatives is allowed. We show that if the initial data are not prepared correctly for the suppression of the fast scale motion, but contain errors of amplitude O(?), then the perturbation in the solution will also be of amplitude O(?). Further, if the large part of the spatial operator is nonsingular, we show that the error introduced in the slow scale motion will be of amplitude O(?²), even though fast scale waves of amplitude O(?) will be present in the solution.     

Convergence analysis of a projection semi-implicit coupling scheme for fluid–structure interaction problems

In this paper, we provide a convergence analysis of a projection semi-implicit scheme for the simulation of fluid–structure systems involving an incompressible viscous fluid. The error analysis is performed on a fully discretized linear coupled problem: a finite element approximation and a semi-implicit time-stepping strategy are respectively used for space and time discretization. The fluid is described by the Stokes equations, the structure by the classical linear elastodynamics equations (linearized elasticity, plate or shell models) and all changes of geometry are neglected. We derive an error estimate in finite time and we prove that the time discretization error for the coupling scheme is at least ${\sqrt{\delta t}}In this paper, we provide a convergence analysis of a projection semi-implicit scheme for the simulation of fluid–structure systems involving an incompressible viscous fluid. The error analysis is performed on a fully discretized linear coupled problem: a finite element approximation and a semi-implicit time-stepping strategy are respectively used for space and time discretization. The fluid is described by the Stokes equations, the structure by the classical linear elastodynamics equations (linearized elasticity, plate or shell models) and all changes of geometry are neglected. We derive an error estimate in finite time and we prove that the time discretization error for the coupling scheme is at least ?{dt}{\sqrt{\delta t}}. Finally, some numerical experiments that confirm the theoretical analysis are presented.     

Asymptotic behavior of smooth solutions for partially dissipative hyperbolic systems with a convex entropy

We study the asymptotic time behavior of global smooth solutions to general entropy, dissipative, hyperbolic systems of balance laws in m space dimensions, under the Shizuta‐Kawashima condition. We show that these solutions approach a constant equilibrium state in the L^p‐norm at a rate O(t^{? (m/2)(1 ? 1/p)}) as t → ∞ for p ∈ [min{m, 2}, ∞]. Moreover, we can show that we can approximate, with a faster order of convergence, the conservative part of the solution in terms of the linearized hyperbolic operator for m ≥ 2, and by a parabolic equation, in the spirit of Chapman‐Enskog expansion in every space dimension. The main tool is given by a detailed analysis of the Green function for the linearized problem. © 2007 Wiley Periodicals, Inc.     

Newton's method for nonlinear ordinary and partial differential equations

A unified approach is presented for proving the local, uniform and quadratic convergence of the approximate solutions and a-posteriori error bounds obtained by Newton's method for systems of nonlinear ordinary or partial differential equations satisfying an inverse-positive property. An important step is to show that, at each iteration, the linearized problem is inverse-positive. Many classes of problems are shown to satisfy this property. The convergence proofs depend crucially on an error bound derived previously by Rosen and the author for quasilinear elliptic, parabolic and hyperbolic problems.     

BMO and Lipschitz Norm Estimates for Composite Operators

In this paper, we obtain Lipschitz and BMO norm inequalities for the composition G ∘ T of the homotopy operator T and Green’s operator G applied to differential forms. We also investigate the relationship among Lipschitz norm, BMO norm and L ^s norm.     

On Uniqueness of Boundary Blow-Up Solutions of a Class of Nonlinear Elliptic Equations

We study boundary blow-up solutions of semilinear elliptic equations Lu = u ₊ ^p with p > 1, or Lu = e ^au with a > 0, where L is a second order elliptic operator with measurable coefficients. Several uniqueness theorems and an existence theorem are obtained.     

Solutions for systems of nonlinear elliptic equations with nonlinear boundary conditions

We look for solutions of systems of nonlinear elliptic equations with nonlinear boundary conditions and values in some compact convex set M. If the nonlinear terms satisfy a sign condition on the boundary of M and the inhomogeneous terms assume their values in this set existence of solutions is proved. The proof is based on the homotopy invariance of the Leray-Schauder degree and Weinberger's strong maximum principle.     

A variational approach in weighted Sobolev spaces to the operator −Δ+∂/∂x 1 in exterior domains of ℝ3

Consider the Dirichlet problem −vΔu+k∂ ₁ u = f withv, k>0 in ℝ³ or in an exterior domain of ℝ³ where the skew-symmetric differential operator −₁=∂/∂x₁ is a singular perturbation of the Laplacian. Because of the inhomogeneity of the fundamental solution we study existence, uniqueness and regularity in Sobolev spaces with anisotropic weights. In these spaces the operator ∂₁ yields an additional positive definite term giving better results than in Sobolev spaces with radial weights. The elliptic equation −vΔu +k∂₁ u=f can be taken as a model problem for the Oseen equations, a linearized form of the Navier-Stokes equations. Supported by the Sonderforschungsbereich 256 of the Deutsche Forschungsgemeinschaft at the University of Bonn     

On spline Galerkin methods for singular integral equations with piecewise continuous coefficients

Summary This article analizes the convergence of the Galerkin method with polynomial splines on arbitrary meshes for systems of singular integral equations with piecewise continuous coefficients inL ² on closed or open Ljapunov curves. It is proved that this method converges if and, for scalar equations and equidistant partitions, only if the integral operator is strongly elliptic (in some generalized sense). Using the complete asymptotics of the solution, we provide error estimates for equidistant and for special nonuni-form partitions.     

Existence of non-radially symmetric viscosity solutions to semilinear degenerate elliptic equations with radially symmetric coefficients in the plane, Part I

We prove the existence of non-radially symmetric solutions for semilinear degenerate elliptic equations with radially symmetric coefficients in the plane. We adapt the viscosity solution for the weak solution. The key arguments consist of the analysis of the structure of 2π-periodic solutions for the associated Laplace-Beltrami operator and construction of super- and sub-solutions which have the prescribed asymptotic structures.