The Non-uniform Riemann Approach to Anticipating Stochastic Integrals

Abstract

In this note, we use the Riemann approach to give alternative definition to the anticipating stochastic integral. However non-uniform meshes instead of uniform meshes are used in the Riemann sums.     

THE ASYMPTOTIC PRESERVING UNIFIED GAS KINETIC SCHEME FOR GRAY RADIATIVE TRANSFER EQUATIONS ON DISTORTED QUADRILATERAL MESHES

In this paper, we consider the multi-dimensional asymptotic preserving unified gas kinetic scheme for gray radiative transfer equations on distorted quadrilateral meshes. Different from the former scheme [J. Comput. Phys. 285(2015), 265-279] on uniform meshes, in this paper, in order to obtain the boundary fluxes based on the framework of unified gas kinetic scheme (UGKS), we use the real multi-dimensional reconstruction for the initial data and the macro-terms in the equation of the gray transfer equations. We can prove that the scheme is asymptotic preserving, and especially for the distorted quadrilateral meshes, a nine-point scheme [SIAM J. SCI. COMPUT. 30(2008), 1341-1361] for the diffusion limit equations is obtained, which is naturally reduced to standard five-point scheme for the orthogonal meshes. The numerical examples on distorted meshes are included to validate the current approach.     

在不可定向的流形网格曲面上计算测地距离的一般方法

不可定向的流形曲面不仅在拓扑学中占据重要的地位,在可视化和极小曲面等问题中也有很多的应用.从拓扑学的观点来看,二流形曲面的每个局部与圆盘同胚,该性质与曲面的全局可定向性无关.但在离散化的网格表示上,可定向的二流形曲面常用半边结构来表达,而不可定向的二流形曲面大多表达成若干多边形的集合,这给以可定向网格曲面为主要研究对象的数字几何处理带来很多不便.本文提出了把不可定向的二流形网格曲面上的测地距离问题转化到可定向曲面上进行处理的一般算法框架.该框架有望在不可定向的二流形网格曲面与传统数字几何处理方法之间搭起一座桥梁.为了展示该算法框架的普适性,本文将其应用于不可定向曲面上的三个重要场合,包括测地距离的求解、离散指数映射和最远点采样.     

曲面平滑的自适应几何扩散

1.引 言 本文的目的是用求解偏微分方程（PDE）的方法来消除离散三角形曲面的噪声,所使用的方程是热传导方程到曲面的推广.热传导方程应用于图像处理已有二十余年的历史,有关参考文献相当丰富（见[1,11,12,19]）.众所周知,对于给定的初始图像ρ0,热传导方程　　在τ时刻的解与用Gauss滤波器Gσ（x）=　（当标准差σ=2τ,时）和ρ0作卷积的结果相同.容易看出Gρ和ρ0的卷积运算相当于对ρ0做加权平均,当标准离差σ变大时,该加权平均在一个较大的范围实现,这解释了热传导方程的滤波作用.近来热传导方程已推广到空间曲面[4,5]以及高维空间中的二维流形（见[3]）,对     

Error analysis of staggered finite difference finite volume schemes on unstructured meshes

This work combines the consistency in lower‐order differential operators with external approximations of functional spaces to obtain error estimates for finite difference finite volume schemes on unstructured nonuniform meshes. This combined approach is first applied to a one‐dimensional elliptic boundary value problem on nonuniform meshes, and a first‐order convergence rate is obtained, which agrees with the results previously reported. The approach is also applied to the staggered Marker‐and‐Cell scheme for the two‐dimensional incompressible Stokes problem on unstructured meshes. A first‐order convergence rate is obtained, which improves over a previously reported result in that it also holds on unstructured meshes. For both problems considered in this work, the convergence rate is one order higher on meshes satisfying special requirements. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1159–1182, 2017     

Exponential splitting time integration for pseudospectral methods on moving meshes

Moving meshes are successfully used in many fields. Here we investigate how a recently proposed approach to combine the Strang splitting method for time integration with pseudospectral spatial discretization by orthogonal polynomials can be extended to include moving meshes. A double representation of a function (by coefficients of polynomial expansion and by values at the mesh nodes associated with a suitable quadrature formula) is an essential part of the numerical integration. Before numerical implementation the original PDE is transformed into a suitable form. The approach is illustrated on the linear heat transfer equation.     

Computer-based proof of the existence of superconvergence points in the finite element method; superconvergence of the derivatives in finite element solutions of Laplace's,Poisson's,and the elasticity equations

In this article we address the problem of the existence of superconvergence points for finite element solutions of systems of linear elliptic equations. Our approach is quite different from all other studies of superconvergence. We prove that the existence of superconvergence points can be guaranteed by a numerical algorithm, which employs a finite number of operations (provided that there is no roundoff-error). By employing this approach, we can reproduce all known results on superconvergence of finite element solutions for linear elliptic problems and we can obtain many new results. Here, in particular, we address the problem of the superconvergence points for the gradient of finite element solutions of Laplace's and Poisson's equations and we show that the sets of superconvergence points are very different for these two cases. We also study the superconvergence of the components of the gradient of the displacement, the strain and stress for finite element solutions of the equations of elasticity. For Laplace's and Poisson's equations (resp. the equations of elasticity), we consider meshes of triangular as well as square elements of degree p, 1 ? p ? 7 (resp. 1 ? p ? 4). For the meshes of triangular elements we investigate the effect of the geometry of the mesh by considering four mesh patterns that typically occur in practical meshes, while in the case of square elements, we study the effect of the element type (tensor-product, serendipity, or other). © 1996 John Wiley & Sons, Inc.     

CONVERGENCE ANALYSIS OF MORLEY ELEMENT ON ANISOTROPIC MESHES

The main aim of this paper is to study tile convergence of a nonconforming triangular plate element-Morley element under anisotropic meshes. By a novel approach, an explicit bound for the interpolation error is derived for arbitrary triangular meshes （which even need not satisfy the maximal angle condition and the coordinate system condition ）, the optimal consistency error is obtained for a family of anisotropically graded finite element meshes.     

有限元网格的超收敛测度及其应用

给出线性有限元求解二阶椭圆问题的有限元网格超收敛测度及其应用.有限元超收敛经常是在具有一定结构的特殊网格条件下讨论的,而本文从一般网格出发,导出一种网格的范数用来描述超收敛所需要的网格条件以及超收敛的程度.并且通过对这种网格范数性质的考察,可以证明对于通常考虑的一些特殊网格的超收敛的存在性.更进一步,我们可以通过正则细分的方式在一般区域上也可以自动获得超收敛网格.最后给出相关的数值结果来验证本文的理论分析.     

Nonconforming rotated Q_1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q1 element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

Covolume techniques for anisotropic media

Summary The covolume method, a new approach applicable on general meshes, is extended to discretize and numerically solve the div-curl system in anisotropic media. The covolume method gives simple schemes and good approximations to the solution of the div-curl system. It works directly with the system and utilizes dual pairs of meshes that are orthogonally related. Central to the approach is the introduction of field components tangent and normal to the edges of one of the meshes, and the employment of dual discretization on the dual mesh pairs. The discretization procedures, schemes and error analysis are presented. The convergence of the method is proved.The work was partially done while this author was at Carnegie Mellon University     

Nonconforming rotated Q 1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q ₁ element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

Nonconforming rotated Q 1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q ₁ element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

Finite Volume Methods for Multi-Symplectic PDES

We investigate the application of a cell-vertex finite volume discretization to multi-symplectic PDEs. The investigated discretization reduces to the Preissman box scheme when used on a rectangular grid. Concerning arbitrary quadrilateral grids, we show that only methods with parallelogram-like finite volume cells lead to a multi-symplectic discretization; i.e., to a method that preserves a discrete conservation law of symplecticity. One of the advantages of finite volume methods is that they can be easily adjusted to variable meshes. But, although the implementation of moving mesh finite volume methods for multi-symplectic PDEs is rather straightforward, the restriction to parallelogram-like cells implies that only meshes moving with a constant speed are multi-symplectic. To overcome this restriction, we suggest the implementation of reversible moving mesh methods based on a semi-Lagrangian approach. Numerical experiments are presented for a one dimensional dispersive shallow-water system.     

The focal geometry of circular and conical meshes

Circular meshes are quadrilateral meshes all of whose faces possess a circumcircle, whereas conical meshes are planar quadrilateral meshes where the faces which meet in a vertex are tangent to a right circular cone. Both are amenable to geometric modeling – recently surface approximation and subdivision-like refinement processes have been studied. In this paper we extend the original defining property of conical meshes, namely the existence of face/face offset meshes at constant distance, to circular meshes. We study the close relation between circular and conical meshes, their vertex/vertex and face/face offsets, as well as their discrete normals and focal meshes. In particular we show how to construct a two-parameter family of circular (resp., conical) meshes from a given conical (resp., circular) mesh. We further discuss meshes which have both properties and their relation to discrete surfaces of negative Gaussian curvature. The offset properties of special quadrilateral meshes and the three-dimensional support structures derived from them are highly relevant for computational architectural design of freeform structures. Another aspect important for design is that both circular and conical meshes provide a discretization of the principal curvature lines of a smooth surface, so the mesh polylines represent principal features of the surface described by the mesh.      

A variational approach to optimal meshes

Summary. A variational approach for the optimization of triangular or tetrahedral meshes is presented. Starting from some very basic assumptions we will rigorously demonstrate that the functional controlling optimality is of a certain type related to energy functionals in non linear elasticity. It will be proved that these functionals attain their minima over admissible sets of mesh deformations which respect boundary conditions. In addition the injectivity of the deformed mesh is discussed. Thereby it is possible to construct suitable meshes for various numerical applications. Received March 14, 1994 / Revised version received August 8, 1994     

Infinitesimally flexible meshes and discrete minimal surfaces

We explore the geometry of isothermic meshes, conical meshes, and asymptotic meshes around the Christoffel dual construction of a discrete minimal surface. We present a discrete Legendre transform which realizes discrete minimal surfaces as conical meshes. Conical meshes turn out to be infinitesimally flexible if and only if their spherical image is isothermic, which implies that discrete minimal surfaces constructed in this way are infinitesimally flexible, and therefore possess reciprocal-parallel meshes. These are discrete minimal surfaces in their own right. In our study of relative kinematics of infinitesimally flexible meshes, we encounter characterizations of flexibility and isothermicity which are of incidence-geometric nature and are related to the classical Desargues configuration. The Lelieuvre formula for asymptotic meshes leads to another characterization of isothermic meshes in the sphere which is based on triangle areas.     

“混合元”的有限元法

大家知道,用有限元求解微分方程时,如果微分方程的解足够光滑,边界比较接近拆线,采用高阶元比采用低阶元网格可以稀得多,因此这时采用高阶元比低阶元有利得多,但在实际计算中,边界常常比较复杂,解在边界附近变化较大,这时只采用高阶元在边界     

Stancu type generalization of the q-Phillips operators

In this work we apply the discontinuous Galekin (dG) spectral element method on meshes made of simplicial elements for the approximation of the elastodynamics equation. Our approach combines the high accuracy of spectral methods, the geometrical flexibility of simplicial elements and the computational efficiency of dG methods. We analyze the dissipation, dispersion and stability properties of the resulting scheme, with a focus on the choice of different sets of basis functions. Finally, we apply the method on benchmark as well as realistic test cases.     

hp-Adaptive Finite Element Methods for Variational Inequalities

In this work, we combine an hp–adaptive strategy with a posteriori error estimates for variational inequalities, which are given by contact problems. The a posteriori error estimates are obtained using a general approach based on the saddle point formulation of contact problems and making use of a yposteriori error estimates for variational equations. Error estimates are presented for obstacle problems and Signorini problems with friction. Numerical experiments confirm the reliability of the error estimates for finite elements of higher order. The use of the hp–adaptive strategy leads to meshes with the same characteristics as geometric meshes and to exponential convergence. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)