First‐order system least squares for the Oseen equations

Following earlier work for Stokes equations, a least squares functional is developed for two‐ and three‐dimensional Oseen equations. By introducing a velocity flux variable and associated curl and trace equations, ellipticity is established in an appropriate product norm. The form of Oseen equations examined here is obtained by linearizing the incompressible Navier–Stokes equations. An algorithm is presented for approximately solving steady‐state, incompressible Navier–Stokes equations with a nested iteration‐Newton‐FOSLS‐AMG iterative scheme, which involves solving a sequence of Oseen equations. Some numerical results for Kovasznay flow are provided. Copyright © 2006 John Wiley & Sons, Ltd.     

Existence of global weak solutions for Navier‐Stokes‐Poisson equations with quantum effect and convergence to incompressible Navier‐Stokes equations

In this paper, we consider a three dimensional quantum Navier‐Stokes‐Poisson equations. Existence of global weak solutions is obtained, and convergence toward the classical solution of the incompressible Navier‐Stokes equation is rigorously proven for well prepared initial data. Furthermore, the associated convergence rates are also obtained. Copyright © 2014 John Wiley & Sons, Ltd.     

Preconditioning for boundary control problems in incompressible fluid dynamics

PDE‐constrained optimization problems arise in many physical applications, prominently in incompressible fluid dynamics. In recent research, efficient solvers for optimization problems governed by the Stokes and Navier–Stokes equations have been developed, which are mostly designed for distributed control. Our work closes a gap by showing the effectiveness of an appropriately modified preconditioner to the case of Stokes boundary control. We also discuss the applicability of an analogous preconditioner for Navier–Stokes boundary control and provide some numerical results.     

Nguetseng’s two-scale convergence method for filtration and seismic acoustic problems in elastic porous media

A linear system is considered of the differential equations describing a joint motion of an elastic porous body and a fluid occupying a porous space. The problem is linear but very hard to tackle since its main differential equations involve some (big and small) nonsmooth oscillatory coefficients. Rigorous justification under various conditions on the physical parameters is fulfilled for the homogenization procedures as the dimensionless size of pores vanishes, while the porous body is geometrically periodic. In result, we derive Biot’s equations of poroelasticity, the system consisting of the anisotropic Lamé equations for the solid component and the acoustic equations for the fluid component, the equations of viscoelasticity, or the decoupled system consisting of Darcy’s system of filtration or the acoustic equations for the fluid component (first approximation) and the anisotropic Lamé equations for the solid component (second approximation) depending on the ratios between the physical parameters. The proofs are based on Nguetseng’s two-scale convergence method of homogenization in periodic structures.     

Derivation of equations of seismic and acoustic wave propagation and equations of filtration via homogenization of periodic structures

A linear system of differential equations describing a joint motion of elastic porous body and fluid occupying porous space is considered. Although the problem is linear, it is very hard to tackle due to the fact that its main differential equations involve nonsmooth oscillatory coefficients, both big and small, under the differentiation operators. The rigorous justification, under various conditions imposed on physical parameters, is fulfilled for homogenization procedures as the dimensionless size of the pores tends to zero, while the porous body is geometrically periodic. As the results for different ratios between physical parameters, we derive Biot’s equations of poroelasticity, a system consisting of nonisotropic Lamé’s equations for the solid component and acoustic equations for the liquid component, nonisotropic Lamé’s equations or equations of viscoelasticity for one-velocity continuum, decoupled system consisting of Darcy’s system of filtration or acoustic equations for the liquid component (first approximation) and nonisotropic Lamé’s equations for the solid component (second approximation), a system consisting of nonisotropic Stokes equations for the liquid component and acoustic equations for the solid component, nonisotropic Stokes equations for one-velocity continuum, or, finally a different type of acoustic equations for one- or two-velocity continuum. The proofs are based on Nguetseng’s two-scale convergence method of homogenization in periodic structures.     

A relaxation procedure for domain decomposition methods using finite elements

Summary We present the convergence analysis of a new domain decomposition technique for finite element approximations. This technique was introduced in [11] and is based on an iterative procedure among subdomains in which transmission conditions at interfaces are taken into account partly in one subdomain and partly in its adjacent. No global preconditioner is needed in the practice, but simply single-domain finite element solvers are required. An optimal strategy for an automatic selection of a relaxation parameter to be used at interface subdomains is indicated. Applications are given to both elliptic equations and incompressible Stokes equations.     

Painlevé transcendents and the Hankel determinants generated by a discontinuous Gaussian weight

This paper studies the Hankel determinants generated by a discontinuous Gaussian weight with one and two jumps. It is an extension in a previous study, in which they studied the discontinuous Gaussian weight with a single jump. By using the ladder operator approach, we obtain a series of difference and differential equations to describe the Hankel determinant for the single jump case. These equations include the Chazy II equation, continuous and discrete Painlevé IV. In addition, we consider the large n behavior of the corresponding orthogonal polynomials and prove that they satisfy the biconfluent Heun equation. We also consider the jump at the edge under a double scaling, from which a Painlevé XXXIV appeared. Furthermore, we study the Gaussian weight with two jumps and show that a quantity related to the Hankel determinant satisfies a two variables' generalization of the Jimbo‐Miwa‐Okamoto σ‐form of the Painlevé IV.     

On the singular Neumann problem in linear elasticity

The Neumann problem of linear elasticity is singular with a kernel formed by the rigid motions of the body. There are several tricks that are commonly used to obtain a nonsingular linear system. However, they often cause reduced accuracy or lead to poor convergence of the iterative solvers. In this paper, different well‐posed formulations of the problem are studied through discretization by the finite element method, and preconditioning strategies based on operator preconditioning are discussed. For each formulation, we derive preconditioners that are independent of the discretization parameter. Preconditioners that are robust with respect to the first Lamé constant are constructed for the pure displacement formulations, whereas a preconditioner that is robust in both Lamé constants is constructed for the mixed formulation. It is shown that, for convergence in the first Sobolev norm, it is crucial to respect the orthogonality constraint derived from the continuous problem. On the basis of this observation, a modification to the conjugate gradient method is proposed, which achieves optimal error convergence of the computed solution.     

Iterative schemes for mixed finite element methods with applications to elasticity and compressible flow problems

Summary Iterative schemes for mixed finite element methods are proposed and analyzed in two abstract formulations. The first one has applications to elliptic equations and incompressible fluid flow problems, while the second has applications to linear elasticity and compressible Stokes problems. These schemes are constructed through iteratively penalizing the mixed finite element scheme, of which iterated penalty method and augmented Lagrangian method are special cases. Convergence theorems are demonstrated in abstract formulations in Hilbert spaces, and applications to individual physical problems are considered as examples. Theoretical analysis and computational experiments both show that the proposed schemes have very fast convergence; a few iterations are normally enough to reduce the iterative error to a prescribed precision. Numerical examples with continuous and discontinuous coefficients are presented.     

Smoothing with positivity‐preserving Padé schemes for parabolic problems with nonsmooth data

We introduce a new class of higher order numerical schemes for parabolic partial differential equations that are more robust than the well‐known Rannacher schemes. The new family of algorithms utilizes diagonal Padé schemes combined with positivity‐preserving Padé schemes instead of first subdiagonal Padé schemes. We utilize a partial fraction decomposition to address problems with accuracy and computational efficiency in solving the higher order methods and to implement the algorithms in parallel. Optimal order convergence for nonsmooth data is proved for the case of a self‐adjoint operator in Hilbert space as well as in Banach space for the general case. Numerical experiments support the theorems, including examples in pricing options with nonsmooth payoff in financial mathematics. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Non-isothermal filtration and seismic acoustic in porous soils: thermo-viscoelastic and Lamé equations

The paper considers the linear system of differential equations describing the simultaneous motion of an incompressible elastic porous body and an incompressible fluid filling in the pores. The model considered is very complicated, since the basic differential equations contain nondifferentiable rapidly oscillating small and large coefficients under the derivative signs. On the basis of the Nguetseng two-scaled convergence, the author suggests a correct deduction of averaged equations which are either the thermo-viscoelasticity system of equations (connected pore space) or the anisotropic Lamé systemof thermoelasticity. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 57, Suzdal Conference–2006, Part 3, 2008.     

Non‐classical boundary value problems of elastostatics and hydrostatics on Lipschitz domains

The main goal of this paper is to undertake a systematic study of the Stokes and Lamé systems with non‐classical boundary conditions in arbitrary Lipschitz subdomains of R ³. These include prescribing 〈 n , u 〉 in concert with n ×curl u on the boundary of the domain in question. Copyright © 2001 John Wiley & Sons, Ltd.     

Approximation properties for solutions to non‐Lipschitz stochastic differential equations with Lévy noise

In this paper, we consider the non‐Lipschitz stochastic differential equations and stochastic functional differential equations with delays driven by Lévy noise, and the approximation theorems for the solutions to these two kinds of equations will be proposed respectively. Non‐Lipschitz condition is much weaker condition than the Lipschitz one. The simplified equations will be defined to make its solutions converge to that of the corresponding original equations both in the sense of mean square and probability, which constitute the approximation theorems. Copyright © 2014 John Wiley & Sons, Ltd.     

Global large solutions to incompressible Navier‐Stokes equations with gravity

In this per, we consider a special class of initial data for the three‐dimensional incompressible Navier–Stokes equations with gravity. We show that, under such conditions, the incompressible Navier‐Stokes equations with gravity are globally well posed, and the velocity minus gravity term has finite energy. The important features of the initial data is that the velocity fields minus gravity term are almost parallel to the corresponding vorticity fields in a very large space domain. Copyright © 2014 John Wiley & Sons, Ltd.     

From compressible to incompressible materials via an asymptotic expansion

Summary. In linear elasticity problems, the pressure is usually introduced for computing the incompressible state. In this paper is presented a technique which is based on a power series expansion of the displacement with respect to the inverse of Lamé's coefficient . It does not require to introduce the pressure as an auxiliary unknown. Moreover, low degree finite elements can be used. The same technique can be applied to Stokes or Navier-Stokes equations, and can be extended to more general parameterized partial differential equations. Discretization error and convergence are analyzed and illustrated by some numerical results. Received April 21, 2000 / Revised version received February 28, 2001 / Published online October 17, 2001     

Block triangular preconditioners for linearization schemes of the Rayleigh–Bénard convection problem

In this paper, we compare two block triangular preconditioners for different linearizations of the Rayleigh–Bénard convection problem discretized with finite element methods. The two preconditioners differ in the nested or nonnested use of a certain approximation of the Schur complement associated to the Navier–Stokes block. First, bounds on the generalized eigenvalues are obtained for the preconditioned systems linearized with both Picard and Newton methods. Then, the performance of the proposed preconditioners is studied in terms of computational time. This investigation reveals some inconsistencies in the literature that are hereby discussed. We observe that the nonnested preconditioner works best both for the Picard and for the Newton cases. Therefore, we further investigate its performance by extending its application to a mixed Picard–Newton scheme. Numerical results of two‐ and three‐dimensional cases show that the convergence is robust with respect to the mesh size. We also give a characterization of the performance of the various preconditioned linearization schemes in terms of the Rayleigh number.     

An optimal domain decomposition preconditioner for low-frequency time-harmonic Maxwell equations

The time-harmonic Maxwell equations are considered in the low-frequency case. A finite element domain decomposition approach is proposed for the numerical approximation of the exact solution. This leads to an iteration-by-subdomain procedure, which is proven to converge. The rate of convergence turns out to be independent of the mesh size, showing that the preconditioner implicitly defined by the iterative procedure is optimal. For obtaining this convergence result it has been necessary to prove a regularity theorem for Dirichlet and Neumann harmonic fields.

     

Two‐level Newton iterative method for the 2D/3D steady Navier‐Stokes equations

A combination method of the Newton iteration and two‐level finite element algorithm is applied for solving numerically the steady Navier‐Stokes equations under the strong uniqueness condition. This algorithm is motivated by applying the m Newton iterations for solving the Navier‐Stokes problem on a coarse grid and computing the Stokes problem on a fine grid. Then, the uniform stability and convergence with respect to ν of the two‐level Newton iterative solution are analyzed for the large m and small H and h << H. Finally, some numerical tests are made to demonstrate the effectiveness of the method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2012     

Diagonal and Toeplitz splitting iteration methods for diagonal‐plus‐Toeplitz linear systems from spatial fractional diffusion equations

The finite difference discretization of the spatial fractional diffusion equations gives discretized linear systems whose coefficient matrices have a diagonal‐plus‐Toeplitz structure. For solving these diagonal‐plus‐Toeplitz linear systems, we construct a class of diagonal and Toeplitz splitting iteration methods and establish its unconditional convergence theory. In particular, we derive a sharp upper bound about its asymptotic convergence rate and deduct the optimal value of its iteration parameter. The diagonal and Toeplitz splitting iteration method naturally leads to a diagonal and circulant splitting preconditioner. Analysis shows that the eigenvalues of the corresponding preconditioned matrix are clustered around 1, especially when the discretization step‐size h is small. Numerical results exhibit that the diagonal and circulant splitting preconditioner can significantly improve the convergence properties of GMRES and BiCGSTAB, and these preconditioned Krylov subspace iteration methods outperform the conjugate gradient method preconditioned by the approximate inverse circulant‐plus‐diagonal preconditioner proposed recently by Ng and Pan (M.K. Ng and J.‐Y. Pan, SIAM J. Sci. Comput. 2010;32:1442‐1464). Moreover, unlike this preconditioned conjugate gradient method, the preconditioned GMRES and BiCGSTAB methods show h‐independent convergence behavior even for the spatial fractional diffusion equations of discontinuous or big‐jump coefficients.     

Technical note: A fourth‐order finite difference scheme for a system of a 2D nonlinear elliptic partial differential equations

In this article we present a fourth‐order finite difference scheme, for a system of two‐dimensional, second‐order, nonlinear elliptic partial differential equations with mixed spatial derivative terms, using 13‐point stencils with a uniform mesh size h on a square region R subject to Dirichlet boundary conditions. The scheme of order h⁴ is derived using the local solution of the system on a single stencil. The resulting system of algebraic equations can be solved by iterative methods. The difference scheme can be easily modified to obtain formulae for grid points near the boundary. Computational results are given to demonstrate the performance of the scheme on some problems including Navier‐Stokes equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 43–53, 2001