Wavelet Galerkin schemes for higher order time dependent partial differential equations

Fourth‐order derivatives appearing in different linear and nonlinear transient higher order multidimensional equations modeling several physical problems have always posed computational challenges to widely prevailing numerical approaches such as FDM, FEM, and so forth. In this study, we address the issue effectively using the special features of Daubechies wavelets such as orthogonality, compact support, arbitrary regularity, high‐order vanishing moments, and good localization. An efficient compression strategy is proposed to reduce the computational cost significantly. Implicitly stable backward Euler scheme is used for time marching the evolving solution. A priori error estimates have been derived to prove the convergence of the numerical scheme. The proposed approach is successfully tested on few linear and nonlinear multidimensional PDEs.     

Long-time behavior of some Galerkin and Petrov–Galerkin methods for thermoelastic consolidation

Numerical analysis of some finite element methods for the quasi-static thermoelastic consolidation problem of fluid-filled porous materials is presented for the case of smooth exact solutions. Taking advantage of the exponential decay of the error in the initial data with time, error estimates describing the long-time behavior of the semidiscrete approximation are presented and postprocessing techniques are proposed to improve the accuracy of the pore pressure, heat flux, and effective stress approximations. © 1995 John Wiley & Sons, Inc.     

Time integration error estimation for continuous Galerkin schemes

The purpose of this contribution is the time integration error estimation for continuous Galerkin schemes applied to the linear semi-discrete equation of motion. A special focus is on the effort for the error estimation for large finite element models. Error estimators for the global time integration error as well as for the local error in the last time interval are presented. The Galerkin formulation in time allows the application of the well-known duality based error estimation techniques for the estimation of the time integration error. The main effort of these error estimators is the computation of the dual solution. In order to diminish the computational effort for solving the dual problem the error estimation is carried out in a reduced modal basis. The relevant modes which have to remain in the basis can be determined via the initial conditions of the dual problem. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Large time behaviour for functional differential equations with dominant eigenvalues of arbitrary order

The spectral theory for linear autonomous neutral functional differential equations (FDE) yields explicit formulas for the large time behaviour of solutions. Our results are based on resolvent computations and Dunford calculus, applied to establish explicit formulas for the large time behaviour of solutions of FDE. We investigate in detail a class of two-dimensional systems of FDE.     

Locally one-dimensional schemes for the diffusion equation with a fractional time derivative in an arbitrary domain

Locally one-dimensional difference schemes are considered as applied to a fractional diffusion equation with variable coefficients in a domain of complex geometry. They are proved to be stable and uniformly convergent for the problem under study.     

A posteriori error estimation for arbitrary order FEM applied to singularly perturbed one-dimensional reaction-diffusion problems

FEM discretizations of arbitrary order r are considered for a singularly perturbed one-dimensional reaction-diffusion problem whose solution exhibits strong layers. A posteriori error bounds of interpolation type are derived in the maximum norm. An adaptive algorithm is devised to resolve the boundary layers. Numerical experiments complement our theoretical results.     

Conservative arbitrary order finite difference schemes for shallow-water flows

The classical nonlinear shallow-water model (SWM) of an ideal fluid is considered. For the model, a new method for the construction of mass and total energy conserving finite difference schemes is suggested. In fact, it produces an infinite family of finite difference schemes, which are either linear or nonlinear depending on the choice of certain parameters. The developed schemes can be applied in a variety of domains on the plane and on the sphere. The method essentially involves splitting of the model operator by geometric coordinates and by physical processes, which provides substantial benefits in the computational cost of solution. Besides, in case of the whole sphere it allows applying the same algorithms as in a doubly periodic domain on the plane and constructing finite difference schemes of arbitrary approximation order in space. Results of numerical experiments illustrate the skillfulness of the schemes in describing the shallow-water dynamics.     

Exponentially fitted discontinuous Galerkin schemes for singularly perturbed problems

New discontinuous Galerkin schemes in mixed form are introduced for symmetric elliptic problems of second order. They exhibit reduced connectivity with respect to the standard ones. The modifications in the choice of the approximation spaces and in the stabilization term do not spoil the error estimates. These methods are then used for designing new exponentially fitted schemes for advection dominated equations. The presented numerical tests show the good performances of the proposed schemes. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

On some sampling schemes for estimating the parameters of a continuous time series

Summary In estimating the mean of certain stationary processes it is shown that it is better to sample at fixed equi-spaced time intervals than to sample randomly according to a renewal process. On the other hand it is shown that the estimation of autocorrelation is sometimes better accomplished by random sampling.     

Convergence analysis of some first order and second order time accurate gradient schemes for semilinear second order hyperbolic equations

This work is devoted to the convergence analysis of finite volume schemes for a model of semilinear second order hyperbolic equations. The model includes for instance the so‐called Sine‐Gordon equation which appears for instance in Solid Physics (cf. Fang and Li, Adv Math (China) 42 (2013), 441–457; Liu et al., Numer Methods Partial Differ Equ 31 (2015), 670–690). We are motivated by two works. The first one is Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043) where a recent class of nonconforming finite volume meshes is introduced. The second one is Eymard et al. (Numer Math 82 (1999), 91–116) where a convergence of a finite volume scheme for semilinear elliptic equations is provided. The mesh considered in Eymard et al. (Numer Math 82 (1999), 91–116) is admissible in the sense of Eymard et al. (Elsevier, Amsterdam, 2000, 723–1020) and a convergence of a family of approximate solutions toward an exact solution when the mesh size tends to zero is proved. This article is also a continuation of our previous two works (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321; Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39) which dealt with the convergence analysis of implicit finite volume schemes for the wave equation. We use as discretization in space the generic spatial mesh introduced in Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043), whereas the discretization in time is performed using a uniform mesh. Two finite volume schemes are derived using the discrete gradient of Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043). The unknowns of these two schemes are the values at the center of the control volumes, at some internal interfaces, and at the mesh points of the time discretization. The first scheme is inspired from the previous work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39), whereas the second one (in which the discretization in time is performed using a Newmark method) is inspired from the work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321). Under the assumption that the mesh size of the time discretization is small, we prove the existence and uniqueness of the discrete solutions. If we assume in addition to this that the exact solution is smooth, we derive and prove three error estimates for each scheme. The first error estimate is concerning an estimate for the error between a discrete gradient of the approximate solution and the gradient of the exact solution whereas the second and the third ones are concerning the estimate for the error between the exact solution and the discrete solution in the discrete seminorm of and in the norm of . The convergence rate is proved to be for the first scheme and for the second scheme, where (resp. k) is the mesh size of the spatial (resp. time) discretization. The existence, uniqueness, and convergence results stated above do not require any relation between k and . The analysis presented in this work is also applicable in the gradient schemes framework. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 5–33, 2017     

Locally one-dimensional difference schemes for the fractional order diffusion equation

Locally-one-dimensional difference schemes for the fractional diffusion equation in multidimensional domains are considered. Stability and convergence of locally one-dimensional schemes for this equation are proved.     

Lax-Wendroff-type schemes of arbitrary order in several space dimensions

^{The second-order accurate Lax–Wendroff scheme is basedon the first three terms of a Taylor expansion in time in whichthe time derivatives are replaced by space derivatives usingthe governing evolution equations. The space derivatives arethen approximated by central differencing. In this paper, weextend this idea and truncate the Taylor expansion at an arbitraryorder. One main building block is the so-called Cauchy–Kovalevskayaprocedure to replace all the time derivatives by space derivativeswhich can be formulated for a general system of linear equationswith arbitrary order and in two- or three-space dimensions.The linear case is the main focus of this paper because theproposed high-order schemes are good candidates for the approximationof linear wave motion over long distances and times with importantapplications in aeroacoustics and electromagnetics. The stabilityand the efficiency of Lax–Wendroff-type schemes are examined.The numerical results are compared with a standard scheme foraeroacoustical applications with respect to their quality andthe computational effort. The extensions of the schemes to generalgrids, nonconstant and nonlinear cases are alsoaddressed.}     

The Graves condition for variational problems of arbitrary order

The quasiconvexity condition and one of its consequences, theGraves condition, are necessary conditions for strong localminimizers in variational problems that involve multiple integrals.Here, these conditions are generalized to integrands that involvederivatives of arbitrarily high order. The interpretation ofthese conditions as material stability conditions in elasticityand related theories is discussed.     

Symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions

Based on a linear finite element space,two symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions are constructed and analyzed.Some relationships between the finite element method and the finite difference method are addressed,too.     

Non-local boundary value problems of arbitrary order

We give a new unified method of establishing the existence ofmultiple positive solutions for a large number of non-lineardifferential equations of arbitrary order with any allowed numberof non-local boundary conditions (BCs). In particular, we areable to determine the Green's function for these problems withvery little explicit calculation, which shows that studyinga more general version of a problem with appropriate notationcan lead to a simplification in approach. We obtain existenceand non-existence results, some of which are sharp, and givenew results for both non-local and local BCs. We illustratethe theory with a detailed account of a fourth-order problemthat models an elastic beam and also determine optimal valuesof constants that appear in the theory.     

Modification of basis functions in high order discontinuous Galerkin schemes for advection equation

High order discontinuous Galerkin (DG) discretization schemes are considered for an advection boundary-value problem on 2-D unstructured grids with arbitrary geometry of grid cells. A number of test cases are developed to study the sensitivity of a high order DG scheme to local grid distortion. It will be demonstrated how to modify the formulation of a DG discretization for the advection equation. Our approach allows one to maintain the required accuracy on distorted grids while using a fewer number of basis functions for the solution approximation in order to save computational resources.     

Higher order Galerkin methods in time for free surface flows

In many engineering applications, free surface or two-phase flows are discretized in time with an explicit decoupling of geometry and fluid flow. Such a strategy leads to a capillary CFL condition of the form [3]. For the case of surface tension dominated flows (i.e. high Weber number We) this can dictate infeasibly small time steps. As an alternative we suggest a Galerkin method in time based on the discontinuous Galerkin method of first order (dG(1)). For this choice, an energy estimate can be proved [7], so unconditional stability of the method is given. While for ODEs or parabolic PDEs the method is of third order at the discrete points in time t_n [4], in the case of free surface flows second order convergence can still be achieved. Numerical examples using the Arbitrary Lagrangian Eulerian (ALE) method for both capillary one-phase and two-phase flow demonstrate this convergence order. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)