Convergence of the Swartztrauber-Sweet Method for Parabolic Problems on a Disk with Singularities

In this article, we study the convergence analysis for the initial and boundary value problem of parabolic equations on a disk with singular solutions. It is assumed that the exact solution performs singular properties that its derivatives go to infinity at the boundary of the disk. We propose a fully implicit time-stepping numerical scheme. A stretching polynomial-like function with a parameter is used to construct a local grid refinement. Over the nonuniform partition, we combine the Swartztrauber-Sweet scheme and the backward Euler method in spatial and temporal discretization, respectively. We carry out convergence analysis and analyze the effects of the parameter. It is shown that our numerical scheme is of first order accuracy for temporal discretization and of almost second order accuracy for spatial discretization. Numerical experiments are performed to illustrate our analysis results and show that there exists an optimal value for the parameter to obtain a best approximate solution.     

Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear part is stronger than the linear part, usually called stochastic dominated transport equations. Most standard numerical schemes lose their good stability properties on such equations, including the current linear implicit Euler method. We discretize the SPDE in space by the finite element method and propose a novel scheme called stochastic Rosenbrock-type scheme for temporal discretization. Our scheme is based on the local linearization of the semi-discrete problem obtained after space discretization and is more appropriate for such equations. We provide a strong convergence of the new fully discrete scheme toward the exact solution for multiplicative and additive noise and obtain optimal rates of convergence. Numerical experiments to sustain our theoretical results are provided.     

Stability analysis for a fully discrete spectral scheme for Boussinesq systems

In this paper we perform a stability analysis of a fully discrete numerical method for the solution of a family of Boussinesq systems, consisting of a Fourier collocation spectral method for the spatial discretization and a explicit fourth order Runge–Kutta (RK4) scheme for time integration. Our goal is to determine the influence of the parameters, associated to this family of systems, on the efficiency and accuracy of the numerical method. This analysis allows us to identify which regions in the parameter space are most appropriate for obtaining an efficient and accurate numerical solution. We show several numerical examples in order to validate the accuracy, stability and applicability of our MATLAB implementation of the numerical method.     

Study of a Numerical Approach for a Transient Flow Problem in Porous Media

In this work, we deal with the numerical study of the new approximation method proposed in [7] for a transient flow problem in porous media. The stationary problem, obtained from a time discretization of this transient problem, is considered as an optimal shape design formulation. We prove the existence of the solution of the discrete optimal shape problem obtained from finite element discretization. We study the convergence and give numerical results showing the efficiency of the proposed approach.     

Numerical results for the Klein‐Gordon equation in de Sitter spacetime

We consider the initial value problem for the Klein‐Gordon equation in de Sitter spacetime. We use the central difference scheme on the temporal discretization. We also discretize the spatial variable using the finite element method with implicit and the Crank‐Nicolson schemes for the numerical solution of the initial value problem. In order to show the accuracy for the results of the solutions, we also examine the finite difference methods. We observe that the numerical results obtained by using these methods are compatible.     

Some iterative methods for the solution of a symmetric indefinite KKT system

This paper is concerned with the numerical solution of a Karush–Kuhn–Tucker system. Such symmetric indefinite system arises when we solve a nonlinear programming problem by an Interior-Point (IP) approach. In this framework, we discuss the effectiveness of two inner iterative solvers: the method of multipliers and the preconditioned conjugate gradient method. We discuss the implementation details of these algorithms in an IP scheme and we report the results of a numerical comparison on a set of large scale test-problems arising from the discretization of elliptic control problems. This research was supported by the Italian Ministry for Education, University and Research (MIUR), FIRB Project RBAU01JYPN.     

Error estimate of a fully discrete defect correction finite element method for unsteady incompressible Magnetohydrodynamics equations

In this study, a fully discrete defect correction finite element method for the unsteady incompressible Magnetohydrodynamics (MHD) equations, which is leaded by combining the Back Euler time discretization with the two-step defect correction in space, is presented. It is a continuous work of our formal paper [Math Method Appl Sci. 2017. DOI:10.1002/mma.4296]. The defect correction method is an iterative improvement technique for increasing the accuracy of a numerical solution without applying a grid refinement. Firstly, the nonlinear MHD equation is solved with an artificial viscosity term. Then, the numerical solutions are improved on the same grid by a linearized defect-correction technique. Then, we introduce the numerical analysis including stability analysis and error analysis. The numerical analysis proves that our method is stable and has an optimal convergence rate. Some numerical results [see Math Method Appl Sci. 2017. DOI:10.1002/mma.4296] show that this method is highly efficient for the unsteady incompressible MHD problems.     

Well-balanced unstaggered central schemes for one and two-dimensional shallow water equation systems

We propose a new well-balanced unstaggered central finite volume scheme for hyperbolic balance laws with geometrical source terms. In particular we construct a new one and two-dimensional finite volume method for the numerical solution of shallow water equations on flat/variable bottom topographies. The proposed scheme evolves a non-oscillatory numerical solution on a single grid, avoids the time consuming process of solving Riemann problems arising at the cell interfaces, and is second-order accurate both in space and time. Furthermore, the numerical scheme follows a well-balanced discretization that first discretizes the geometrical source term according to the discretization of the flux terms, and then mimics the surface gradient method and discretizes the water height according to the discretization of the water level. The resulting scheme exactly satisfies the C-property at the discrete level. The proposed scheme is then applied and classical one and two-dimensional shallow water equation problems with flat or variable bottom topographies are successfully solved. The obtained numerical results are in good agreement with corresponding ones appearing in the recent literature, thus confirming the potential and efficiency of the proposed method.     

The Lagrange method for the regularization of discrete ill-posed problems

In many science and engineering applications, the discretization of linear ill-posed problems gives rise to large ill-conditioned linear systems with the right-hand side degraded by noise. The solution of such linear systems requires the solution of minimization problems with one quadratic constraint, depending on an estimate of the variance of the noise. This strategy is known as regularization. In this work, we propose a modification of the Lagrange method for the solution of the noise constrained regularization problem. We present the numerical results of test problems, image restoration and medical imaging denoising. Our results indicate that the proposed Lagrange method is effective and efficient in computing good regularized solutions of ill-conditioned linear systems and in computing the corresponding Lagrange multipliers. Moreover, our numerical experiments show that the Lagrange method is computationally convenient. Therefore, the Lagrange method is a promising approach for dealing with ill-posed problems. This work was supported by the Italian FIRB Project “Parallel algorithms and Nonlinear Numerical Optimization” RBAU01JYPN.     

Two-Grid Algorithm of $H^{1}$-Galerkin Mixed Finite Element Methods for Semilinear Parabolic Integro-Differential Equations

In this paper, we present a two-grid discretization scheme for semilinear parabolic integro-differential equations by $H^{1}$-Galerkin mixed finite element methods. We use the lowest order Raviart-Thomas mixed finite elements and continuous linear finite element for spatial discretization, and backward Euler scheme for temporal discretization. Firstly, a priori error estimates and some superclose properties are derived. Secondly, a two-grid scheme is presented and its convergence is discussed. In the proposed two-grid scheme, the solution of the nonlinear system on a fine grid is reduced to the solution of the nonlinear system on a much coarser grid and the solution of two symmetric and positive definite linear algebraic equations on the fine grid and the resulting solution still maintains optimal accuracy. Finally, a numerical experiment is implemented to verify theoretical results of the proposed scheme. The theoretical and numerical results show that the two-grid method achieves the same convergence property as the one-grid method with the choice $h=H^2$.     

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.     

On exact and approximate boundary controllabilities for the heat equation: A numerical approach

The present article is concerned with the numerical implementation of the Hilbert uniqueness method for solving exact and approximate boundary controllability problems for the heat equation. Using convex duality, we reduce the solution of the boundary control problems to the solution of identification problems for the initial data of an adjoint heat equation. To solve these identification problems, we use a combination of finite difference methods for the time discretization, finite element methods for the space discretization, and of conjugate gradient and operator splitting methods for the iterative solution of the discrete control problems. We apply then the above methodology to the solution of exact and approximate boundary controllability test problems in two space dimensions. The numerical results validate the methods discussed in this article and clearly show the computational advantage of using second-order accurate time discretization methods to approximate the control problems.     

A numerical method based on extended Raviart–Thomas (ER‐T) mixed finite element method for solving damped Boussinesq equation

In this paper, we present the approximate solution of damped Boussinesq equation using extended Raviart–Thomas mixed finite element method. In this method, the numerical solution of this equation is obtained using triangular meshes. Also, for discretization in time direction, we use an implicit finite difference scheme. In addition, error estimation and stability analysis of both methods are shown. Finally, some numerical examples are considered to confirm the theoretical results. Copyright © 2017 John Wiley & Sons, Ltd.     

On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation

Abstract

In this article we study the numerical solution of a degenerate variational inequality of parabolic type arising from the valuation of American options by a finite difference method. Stability and convergence of the finite difference method are established. Numerical results are also presented to show the effectiveness and usefulness of the discretization scheme.     

On the a posteriori estimates for inverse operators of linear parabolic equations with applications to the numerical enclosure of solutions for nonlinear problems

We consider the guaranteed a posteriori estimates for the inverse parabolic operators with homogeneous initial-boundary conditions. Our estimation technique uses a full-discrete numerical scheme, which is based on the Galerkin method with an interpolation in time by using the fundamental solution for semidiscretization in space. In our technique, the constructive a priori error estimates for a full discretization of solutions for the heat equation play an essential role. Combining these estimates with an argument for the discretized inverse operator and a contraction property of the Newton-type formulation, we derive an a posteriori estimate of the norm for the infinite-dimensional operator. In numerical examples, we show that the proposed method should be more efficient than the existing method. Moreover, as an application, we give some prototype results for numerical verification of solutions of nonlinear parabolic problems, which confirm the actual usefulness of our technique.     

Mathematical Analysis and Numerical Simulation of a Nonlinear Thermoelastic System

Abstract

In this paper, we give a theoretical and numerical analysis of a model for small vertical vibrations of an elastic membrane coupled with a heat equation and subject to linear mixed boundary conditions. We establish the existence, uniqueness, and a uniform decay rate for global solutions to this nonlinear non-local thermoelastic coupled system with linear boundary conditions. Furthermore, we introduced a numerical method based on finite element discretization in a spatial variable and finite difference scheme in time which results in a nonlinear system to be solved by Newton’s method. Numerical experiments for one-dimensional and two-dimensional cases are presented in order to estimate the rate of convergence of the numerical solution that confirm our analysis and show the efficiency of the method.     

Numerical methods and asymptotic error expansions for the Emden-Fowler equations

In the present paper we analyse a numerical method for computing the solution of some boundary-value problems for the Emden-Fowler equations. The differential equations are discretized by a finite-difference method and we derive asymptotic expansions for the discretization error. Based on these asymptotic expansions, we use an extrapolation algorithm to accelerate the convergence of the numerical method.     

Efficient Implementation of a Spectral-Tau Method for a Class of Two-Point Boundary-Value and Initial-Boundary-Value Problems

A simple and efficient spectral method for solving the second, third order and fourth order elliptic equations with variable coefficients and nonlinear differential equations is presented. It is different from spectral-collocation method which leads to dense, ill-conditioned matrices. The spectral method in this paper solves for the coefficients of the solution in a Chebyshev series, leads to discrete systems with special structured matrices which can be factorized and solved efficiently. We also extend the method to boundary value problems in two space dimensions and solve 2-D separable equation with variable coefficients. As an application, we solve Cahn-Hilliard equation iteratively via first-order implicit time discretization scheme. Ample numerical results indicate that the proposed method is extremely accurate and efficient.     

Direct solution method for the equilibrium problem for elastic stents

We are interested in numerical methods for approximating vector‐valued functions on a metric graph. As a model problem, we formulate and analyze a numerical method for the solution of the stationary problem for the one‐dimensional elastic stent model. The approximation is built using the mixed finite element method. The discretization matrix is a symmetric saddle‐point matrix, and we discuss sparse direct methods for the fast and robust solution of the associated equilibrium system. The convergence of the numerical method is proven and the error estimate is obtained. Numerical examples confirm the theoretical estimates.     

Richardson extrapolation of iterated discrete Galerkin solution for two-dimensional Fredholm integral equations

In this paper, we study the numerical solution of two-dimensional Fredholm integral equation by discrete Galerkin and iterated discrete Galerkin method. We are able to derive an asymptotic error expansion of the iterated discrete Galerkin solution. This expansion covers arbitrarily high powers of the discretization parameters if the solution of the integral equation is smooth. The expansion gives rise to Richardson-type extrapolation schemes which rapidly improve the original rate of the convergence. Numerical experiments confirm our theoretical results.