C1natural neighbor interpolant for partial differential equations

Natural neighbor coordinates [20] are optimum weighted‐average measures for an irregular arrangement of nodes in ℝⁿ. [26] used the notion of Bézier simplices in natural neighbor coordinates Φ to propose a C¹ interpolant. The C¹ interpolant has quadratic precision in Ω ⊂ ℝ², and reduces to a cubic polynomial between adjacent nodes on the boundary ∂Ω. We present the C¹ formulation and propose a computational methodology for its numerical implementation (Natural Element Method) for the solution of partial differential equations (PDEs). The approach involves the transformation of the original Bernstein basis functions B(Φ) to new shape functions Ψ (Φ), such that the shape functions ψ_3I−2(Φ), ψ_3I−1(Φ), and ψ_3I(Φ) for node I are directly associated with the three nodal degrees of freedom w_I, , respectively. The C¹ shape functions interpolate to nodal function and nodal gradient values, which renders the interpolant amenable to application in a Galerkin scheme for the solution of fourth‐order elliptic PDEs. Results for the biharmonic equation with Dirichlet boundary conditions are presented. The generalized eigenproblem is studied to establish the ellipticity of the discrete biharmonic operator, and consequently the stability of the numerical method. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 417–447, 1999     

On the Convergence of Finite Element Method for Second Order Elliptic Interface Problems

The purpose of this paper is to study the convergence of finite element approximation to the exact solution of general self-adjoint elliptic equations with discontinuous coefficients. Due to low global regularity of the solution, it is difficult to achieve optimal order of convergence with classical finite element methods [Numer. Math. 1998; 79:175–202]. In this paper, an isoparametric type of discretization is used to prove optimal order error estimates in L ² and H ¹ norms when the global regularity of the solution is low. The interface is assumed to be of arbitrary shape and is smooth for our purpose. Further, for the purpose of numerical computations, we discuss the effect of numerical quadrature on finite element solution, and the related optimal order estimates are also established.     

Numerical differentiation inspired by a formula of R.P. Boas

First, we briefly discuss three classes of numerical differentiation formulae, namely finite difference methods, the method of contour integration, and sampling methods. Then we turn to an interpolation formula of R.P. Boas for the first derivative of an entire function of exponential type bounded on the real line. This formula may be classified as a sampling method. We improve it in two ways by incorporating a Gaussian multiplier for speeding up convergence and by extending it to higher derivatives. For derivatives of order s, we arrive at a differentiation formula with N^′ nodes that applies to all entire functions of exponential type without any additional restriction on their growth on the real line. It has an error bound that converges to zero like e^-αN/N^m as N→∞, where α>0 and N^′=2N, m=3/2 for odd s while N^′=2N+1, m=5/2 for even s. Comparable known formulae have stronger hypotheses and, for the same α, they have m=1/2 only. We also deduce a direct (error-free) generalization of Boas’ formula (Corollary 5). Furthermore, we give a modification of the main result for functions analytic in a domain and consider an extension to non-analytic functions as well. Finally, we illustrate the power of the method by examples.     

Capturing Ridge Functions in High Dimensions from Point Queries

Constructing a good approximation to a function of many variables suffers from the “curse of dimensionality”. Namely, functions on ℝ ^N with smoothness of order s can in general be captured with accuracy at most O(n ^−s/N ) using linear spaces or nonlinear manifolds of dimension n. If N is large and s is not, then n has to be chosen inordinately large for good accuracy. The large value of N often precludes reasonable numerical procedures. On the other hand, there is the common belief that real world problems in high dimensions have as their solution, functions which are more amenable to numerical recovery. This has led to the introduction of models for these functions that do not depend on smoothness alone but also involve some form of variable reduction. In these models it is assumed that, although the function depends on N variables, only a small number of them are significant. Another variant of this principle is that the function lives on a low dimensional manifold. Since the dominant variables (respectively the manifold) are unknown, this leads to new problems of how to organize point queries to capture such functions. The present paper studies where to query the values of a ridge function f(x)=g(a⋅x) when both a∈ℝ ^N and g∈C[0,1] are unknown. We establish estimates on how well f can be approximated using these point queries under the assumptions that g∈C ^s [0,1]. We also study the role of sparsity or compressibility of a in such query problems.     

Numerical methods for 2D weakly singular Volterra integral equations of the second kind

The paper is dedicated to the numerical solution of 2D weakly singular Volterra integral equations with two different kernels. In order to weaken a singularity influence on the numerical computations we transform these equations in both cases into equivalent equations. The piecewise polynomial approximation of the exact solution is then applied. For numerical computing of weakly singular integrals we construct the special Gauss-type cubature formula based on a nonuniform grid. Also we suggest the practical mesh which is less nonuniform than standard graded mesh tk = (k/N)^{r /(1–α)} T, and at the same time it gives an equivalent approximation error for the functions from C^r,α (0, T ]. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Adaptive finite element solution of the porous medium equation in pressure formulation

The pressure formulation of the porous medium equation has been commonly used in theoretical studies due to its much better regularities than the original formulation. The goal here is to study its use in the adaptive moving mesh finite element solution. The free boundary is traced explicitly through Darcy's law. The method is shown numerically second‐order in space and first‐order in time in the pressure variable. Moreover, the convergence order of the error in the location of the free boundary is almost second‐order in the maximum norm. However, numerical results also show that the convergence order in the original variable stays between first‐order and second‐order in L¹ norm or between 0.5th‐order and first‐order in L² norm. Nevertheless, the current method can offer some advantages over numerical methods based on the original formulation for situations with large exponents or when a more accurate location of the free boundary is desired.     

Weak Galerkin finite element methods for a fourth order parabolic equation

This paper is devoted to a newly developed weak Galerkin finite element method with the stabilization term for a linear fourth order parabolic equation, where weakly defined Laplacian operator over discontinuous functions is introduced. Priori estimates are developed and analyzed in L² and an H² type norm for both semi‐discrete and fully discrete schemes. And finally, numerical examples are provided to confirm the theoretical results.     

Aggregated estimators and empirical complexity for least square regression

Numerous empirical results have shown that combining regression procedures can be a very efficient method. This work provides PAC bounds for the L² generalization error of such methods. The interest of these bounds are twofold.First, it gives for any aggregating procedure a bound for the expected risk depending on the empirical risk and the empirical complexity measured by the Kullback–Leibler divergence between the aggregating distribution and a prior distribution π and by the empirical mean of the variance of the regression functions under the probability .Secondly, by structural risk minimization, we derive an aggregating procedure which takes advantage of the unknown properties of the best mixture : when the best convex combination of d regression functions belongs to the d initial functions (i.e. when combining does not make the bias decrease), the convergence rate is of order (logd)/N. In the worst case, our combining procedure achieves a convergence rate of order which is known to be optimal in a uniform sense when (see [A. Nemirovski, in: Probability Summer School, Saint Flour, 1998; Y. Yang, Aggregating regression procedures for a better performance, 2001]).As in AdaBoost, our aggregating distribution tends to favor functions which disagree with the mixture on mispredicted points. Our algorithm is tested on artificial classification data (which have been also used for testing other boosting methods, such as AdaBoost).     

Exponential convergence and H‐c multiquadric collocation method for partial differential equations

The radial basis function (RBF) collocation method uses global shape functions to interpolate and collocate the approximate solution of PDEs. It is a truly meshless method as compared to some of the so‐called meshless or element‐free finite element methods. For the multiquadric and Gaussian RBFs, there are two ways to make the solution converge—either by refining the mesh size h, or by increasing the shape parameter c. While the h‐scheme requires the increase of computational cost, the c‐scheme is performed without extra effort. In this paper we establish by numerical experiment the exponential error estimate ? ～ O(λ^√c?h) where 0 < λ < 1. We also propose the use of residual error as an error indicator to optimize the selection of c. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 571–594, 2003     

Quantum Optimal Control Problems with a Sparsity Cost Functional

In this article, the investigation of a class of quantum optimal control problems with L¹ sparsity cost functionals is presented. The focus is on quantum systems modeled by Schrödinger-type equations with a bilinear control structure as it appears in many applications in nuclear magnetic resonance spectroscopy, quantum imaging, quantum computing, and in chemical and photochemical processes. In these problems, the choice of L¹ control spaces promotes sparse optimal control functions that are conveniently produced by laboratory pulse shapers. The characterization of L¹ quantum optimal controls and an efficient numerical semi-smooth Newton solution procedure are discussed.     

An improvised collocation algorithm with specific end conditions for solving modified Burgers equation

In this work, numerical solution of nonlinear modified Burgers equation is obtained using an improvised collocation technique with cubic B‐spline as basis functions. In this technique, cubic B‐splines are forced to satisfy the interpolatory condition along with some specific end conditions. Crank–Nicolson scheme is used for temporal domain and improvised cubic B‐spline collocation method is used for spatial domain discretization. Quasilinearization process is followed to tackle the nonlinear term in the equation. Convergence of the technique is established to be of order O(h⁴ + Δt²) . Stability of the technique is examined using von‐Neumann analysis. L₂ and L_∞ error norms are calculated and are compared with those available in existing works. Results are found to be better and the technique is computationally efficient, which is shown by calculating CPU time.     

A new alternating‐direction finite element method for hyperbolic equation

A modified backward difference time discretization is presented for Galerkin approximations for nonlinear hyperbolic equation in two space variables. This procedure uses a local approximation of the coefficients based on patches of finite elements with these procedures, a multidimensional problem can be solved as a series of one‐dimensional problems. Optimal order H₀¹ and L² error estimates are derived. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A C0 interior penalty discontinuous Galerkin method for fourth‐order total variation flow. I: Derivation of the method and numerical results

We consider the numerical solution of a fourth‐order total variation flow problem representing surface relaxation below the roughening temperature. Based on a regularization and scaling of the nonlinear fourth‐order parabolic equation, we perform an implicit discretization in time and a C⁰ Interior Penalty Discontinuous Galerkin (C⁰IPDG) discretization in space. The C⁰IPDG approximation can be derived from a mixed formulation involving numerical flux functions where an appropriate choice of the flux functions allows to eliminate the discrete dual variable. The fully discrete problem can be interpreted as a parameter dependent nonlinear system with the discrete time as a parameter. It is solved by a predictor corrector continuation strategy featuring an adaptive choice of the time step sizes. A documentation of numerical results is provided illustrating the performance of the C⁰IPDG method and the predictor corrector continuation strategy. The existence and uniqueness of a solution of the C⁰IPDG method will be shown in the second part of this paper.     

Compatible wavelet-Galerkin method to solve stokes interior problem with circular boundary

This article addresses Neumann boundary value interior problem of Stokes equations with circular boundary. By using natural boundary element method, the Stokes interior problem is reduced into an equivalent natural integral equation with a hyper-singular kernel, which is viewed as Hadamard finite part. Based on trigonometric wavelet functions, the compatible wavelet space is constructed so that it can serve as Galerkin trial function space. In proposed compatible wavelet-Galerkin method, the simple and accurate computational formulae of the entries in stiffness matrix are obtained by singularity removal technique. It is also proved that the stiffness matrix is almost a block diagonal matrix, and its diagonal sub-blocks all are both symmetric and circulant submatrices. These good properties indicate that a 2 ^J+3 × 2 ^J+3 stiffness matrix can be determined only by its 2 ^J + 3J + 1 entries. It greatly decreases the computational complexity. Some error estimates for the compatible wavelet-Galerkin projection solutions are established. Finally, several numerical examples are given to demonstrate the validity of the proposed approach.     

A priori error estimates for interior penalty versions of the local discontinuous Galerkin method applied to transport equations

The local discontinuous Galerkin method has been developed recently by Cockburn and Shu for convection‐dominated convection‐diffusion equations. In this article, we consider versions of this method with interior penalties for the numerical solution of transport equations, and derive a priori error estimates. We consider two interior penalty methods, one that penalizes jumps in the solution across interelement boundaries, and another that also penalizes jumps in the diffusive flux across such boundaries. For the first penalty method, we demonstrate convergence of order k in the L^∞(L²) norm when polynomials of minimal degree k are used, and for the second penalty method, we demonstrate convergence of order k+1/2. Through a parabolic lift argument, we show improved convergence of order k+1/2 (k+1) in the L²(L²) norm for the first penalty method with a penalty parameter of order one (h^?1). © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 545–564, 2001     

Error estimates for the numerical approximation of Neumann control problems

We continue the discussion of error estimates for the numerical analysis of Neumann boundary control problems we started in Casas et al. (Comput. Optim. Appl. 31:193–219, 2005). In that paper piecewise constant functions were used to approximate the control and a convergence of order O(h) was obtained. Here, we use continuous piecewise linear functions to discretize the control and obtain the rates of convergence in L ²(Γ). Error estimates in the uniform norm are also obtained. We also discuss the approach suggested by Hinze (Comput. Optim. Appl. 30:45–61, 2005) as well as the improvement of the error estimates by making an extra assumption over the set of points corresponding to the active control constraints. Finally, numerical evidence of our estimates is provided. The authors were supported by Ministerio de Ciencia y Tecnología (Spain).     

Numerical solution of nonlinear partial quadratic integro‐differential equations of fractional order via hybrid of block‐pulse and parabolic functions

In this paper, an effective numerical approach based on a new two‐dimensional hybrid of parabolic and block‐pulse functions (2D‐PBPFs) is presented for solving nonlinear partial quadratic integro‐differential equations of fractional order. Our approach is based on 2D‐PBPFs operational matrix method together with the fractional integral operator, described in the Riemann–Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations, which greatly simplifies the problem. By using Newton's iterative method, this system is solved, and the solution of fractional nonlinear partial quadratic integro‐differential equations is achieved. Convergence analysis and an error estimate associated with the proposed method is obtained, and it is proved that the numerical convergence order of the suggested numerical method is O(h³) . The validity and applicability of the method are demonstrated by solving three numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the exact solutions much easier.     

Biquadratic finite volume element method based on optimal stress points for second order hyperbolic equations

Based on optimal stress points, we develop a full discrete finite volume element scheme for second order hyperbolic equations using the biquadratic elements. The optimal order error estimates in L^∞(H¹), L^∞(L²) norms are derived, in addition, the superconvergence of numerical gradients at optimal stress points is also discussed. Numerical results confirm the theoretical order of convergence. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Alternating direction finite volume element methods for 2D parabolic partial differential equations

On the basis of rectangular partition and bilinear interpolation, this article presents alternating direction finite volume element methods for two dimensional parabolic partial differential equations and gives three computational schemes, one is analogous to Douglas finite difference scheme with second order splitting error, the second has third order splitting error, and the third is an extended locally one dimensional scheme. Optimal L² norm or H¹ semi‐norm error estimates are obtained for these schemes. Finally, two numerical examples illustrate the effectiveness of the schemes. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Space‐time spectral method for two‐dimensional semilinear parabolic equations

In this paper, a high‐order accurate numerical method for two‐dimensional semilinear parabolic equations is presented. We apply a Galerkin–Legendre spectral method for discretizing spatial derivatives and a spectral collocation method for the time integration of the resulting nonlinear system of ordinary differential equations. Our formulation can be made arbitrarily high‐order accurate in both space and time. Optimal a priori error bound is derived in the L²‐norm for the semidiscrete formulation. Extensive numerical results are presented to demonstrate the convergence property of the method, show our formulation have spectrally accurate in both space and time. John Wiley & Sons, Ltd.