Interior penalty discontinuous Galerkin methods with implicit time‐integration techniques for nonlinear parabolic equations

We prove existence and numerical stability of numerical solutions of three fully discrete interior penalty discontinuous Galerkin methods for solving nonlinear parabolic equations. Under some appropriate regularity conditions, we give the l²(H¹) and l^∞(L²) error estimates of the fully discrete symmetric interior penalty discontinuous Galerkin–scheme with the implicit θ ‐schemes in time, which include backward Euler and Crank–Nicolson finite difference approximations. Our estimates are optimal with respect to the mesh size h. The theoretical results are confirmed by some numerical experiments. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Fully discrete interior penalty discontinuous Galerkin methods for nonlinear parabolic equations

In this article, we investigate interior penalty discontinuous Galerkin (IPDG) methods for solving a class of two‐dimensional nonlinear parabolic equations. For semi‐discrete IPDG schemes on a quasi‐uniform family of meshes, we obtain a priori bounds on solutions measured in the L² norm and in the broken Sobolev norm. The fully discrete IPDG schemes considered are based on the approximation by forward Euler difference in time and broken Sobolev space. Under a restriction related to the mesh size and time step, an hp ‐version of an a priori l^∞(L²) and l²(H¹) error estimate is derived and numerical experiments are presented.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 288–311, 2012     

Matrices, moments and quadrature II; How to compute the norm of the error in iterative methods

In this paper, we study the numerical computation of the errors in linear systems when using iterative methods. This is done by using methods to obtain bounds or approximations of quadratic formsu ^T A ⁻¹ u whereA is a symmetric positive definite matrix andu is a given vector. Numerical examples are given for the Gauss-Seidel algorithm. Moreover, we show that using a formula for theA-norm of the error from Dahlquist, Golub and Nash [1978] very good bounds of the error can be computed almost for free during the iterations of the conjugate gradient method leading to a reliable stopping criterion. The work of the first author was partially supported by NSF Grant CCR-950539.     

A MODIFIED UPWIND DIFFERENCE SCHEME FOR NONLINEAR PARABOLIC EQUATIONS IN A VARIABLE DOMAIN

The nonlinear parabolic equations in a variable domain are considered. A modified up-wind difference scheme is given in the variable domain. Stability in l norm and error estimate in norm are obtained.     

The numerical evaluation of the error term in a quadrature formula of Clenshaw-Curtis type for the Gegenbauer weight function

A method is derived for the numerical evaluation of the error term arising in a quadrature formula of Clenshaw-Curtis type for functions of the form (1-x²)^{l- \frac12}f(x)(1-x^{2})^{\lambda - \frac{1}{2}}f(x) over the interval [−1,1]. The method is illustrated by an example.     

A posteriori error estimates of mixed DG finite element methods for linear parabolic equations

In this article, we analyse a posteriori error estimates of mixed finite element discretizations for linear parabolic equations. The space discretization is done using the order λ?≥?1 Raviart–Thomas mixed finite elements, whereas the time discretization is based on discontinuous Galerkin (DG) methods (r?≥?1). Using the duality argument, we derive a posteriori l ^∞(L ²) error estimates for the scalar function, assuming that only the underlying mesh is static.     

BiCGstab(l) and other hybrid Bi-CG methods

It is well-known that Bi-CG can be adapted so that the operations withA ^T can be avoided, and hybrid methods can be constructed in which it is attempted to further improve the convergence behaviour. Examples of this are CGS, Bi-CGSTAB, and the more general BiCGstab(l) method. In this paper it is shown that BiCGstab(l) can be implemented in different ways. Each of the suggested approaches has its own advantages and disadvantages. Our implementations allow for combinations of Bi-CG with arbitrary polynomial methods. The choice for a specific implementation can also be made for reasons of numerical stability. This aspect receives much attention. Various effects have been illustrated by numerical examples.     

Nonoverlapping domain decomposition characteristic finite differences for three‐dimensional convection‐diffusion equations

One domain decomposition method modified with characteristic differences is presented for non‐periodic three‐dimensional equations by multiply‐type quadratic interpolation and variant time‐step technique. This method consists of reduced‐scale, two‐dimensional computation on subdomain interface boundaries and fully implicit subdomain computation in parallel. A computational algorithm is outlined and an error estimate in discrete l²‐ norm is established by introducing new inner products and norms. Finally, numerical examples are given to illustrate the theoretical results, efficiency and parallelism of this method. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 17‐37, 2012     

Asymptotic bounds for the expected L error of a multivariate kernel density estimator

The kernel estimator of a multivariate probability density function is studied. An asymptotic upper bound for the expected L¹ error of the estimator is derived. An asymptotic lower bound result and a formula for the exact asymptotic error are also given. The goodness of the smoothing parameter value derived by minimizing an explicit upper bound is examined in numerical simulations that consist of two different experiments. First, the L¹ error is estimated using numerical integration and, second, the effect of the choice of the smoothing parameter in discrimination tasks is studied.     

Spline approximation methods for multidimensional periodic pseudodifferential equations

We investigate several numerical methods for solving the pseudodifferential equationAu=f on the n-dimensional torusT ⁿ . We examine collocation methods as well as Galerkin-Petrov methods using various periodical spline functions. The considered spline spaces are subordinated to a uniform rectangular or triangular grid. For given approximation method and invertible pseudodifferential operatorA we compute a numerical symbol ^C , resp. ^G , depending onA and on the approximation method. It turns out that the stability of the numerical method is equivalent to the ellipticity of the corresponding numerical symbol. The case of variable symbols is tackled by a local principle. Optimal error estimates are established.The second author has been supported by a grant of Deutsche Forschungsgemeinschaft under grant namber Ko 634/32-1.     

On the use of AGE algorithm with a high accuracy Numerov type variable mesh discretization for 1D non-linear parabolic equations

In this paper, the use of N-AGE and Newton-N-AGE iterative methods on a variable mesh for the solution of one dimensional parabolic initial boundary value problems is considered. Using three spatial grid points, a two level implicit formula based on Numerov type discretization is discussed. The local truncation error of the method is of O(k²h_l^-1 +kh_l +h_l³)O({k^2h_l^{-1} +kh_l +h_l^3}), where h _l  > 0 and k > 0 are the step lengths in space and time directions, respectively. We use a special technique to handle singular parabolic equations. The advantage of using these algorithms is highlighted computationally.     

Optimal l~∞ error estimates of finite difference methods for the coupled Gross-Pitaevskii equations in high dimensions

Due to the difficulty in obtaining the a priori estimate,it is very hard to establish the optimal point-wise error bound of a finite difference scheme for solving a nonlinear partial differential equation in high dimensions(2D or 3D).We here propose and analyze finite difference methods for solving the coupled GrossPitaevskii equations in two dimensions,which models the two-component Bose-Einstein condensates with an internal atomic Josephson junction.The methods which we considered include two conservative type schemes and two non-conservative type schemes.Discrete conservation laws and solvability of the schemes are analyzed.For the four proposed finite difference methods,we establish the optimal convergence rates for the error at the order of O(h~2+τ~2)in the l~∞-norm(i.e.,the point-wise error estimates)with the time stepτand the mesh size h.Besides the standard techniques of the energy method,the key techniques in the analysis is to use the cut-off function technique,transformation between the time and space direction and the method of order reduction.All the methods and results here are also valid and can be easily extended to the three-dimensional case.Finally,numerical results are reported to confirm our theoretical error estimates for the numerical methods.     

Numerical integration of 2‐D integrals based on local bivariate C 1 quasi‐interpolating splines

In this paper cubature formulas based on bivariate C ¹ local polynomial splines with a four directional mesh [4] are generated and studied. Some numerical results with comparison with other methods are given. Moreover the method proposed is applied to the numerical evaluation of 2‐D singular integrals defined in the Hadamard finite part sense. Computational features, convergence properties and error bounds are proved. This revised version was published online in August 2006 with corrections to the Cover Date.     

Toward a unified theory for third R-order iterative methods for operators with unbounded second derivative

In this paper, we provide a semilocal convergence analysis for a family of Newton-like methods, which contains the best-known third-order iterative methods for solving a nonlinear equation F(x)=0 in Banach spaces. It is assumed that the operator F is twice Fréchet differentiable and F^″ satisfies a Lipschitz type condition but it is unbounded. By using majorant sequences, we provide sufficient convergence conditions to obtain cubic semilocal convergence. Results on existence and uniqueness of solutions, and error estimates are also given. Finally, a numerical example is provided.     

Stability Analysis of Runge-Kutta Methods for Non-Linear Delay Differential Equations

This paper is concerned with the numerical solution of delay differential equations(DDEs). We focus on the stability behaviour of Runge-Kutta methods for nonlinear DDEs. The new concepts of GR(l)-stability, GAR(l)-stability and weak GAR(l)-stability are further introduced. We investigate these stability properties for (k, l)-algebraically stable Runge-Kutta methods with a piecewise constant or linear interpolation procedure.     

A posteriori error estimates of hp spectral element methods for optimal control problems with L2-norm state constraint

In this paper, we investigate a distributed optimal control problem governed by elliptic partial differential equations with L²-norm constraint on the state variable. Firstly, the control problem is approximated by hp spectral element methods, which combines the advantages of the finite element methods with spectral methods; then, the optimality conditions of continuous system and discrete system are presented, respectively. Next, hp a posteriori error estimates are derived for the coupled state and control approximation. In the end, a projection gradient iterative algorithm is given, which solves the optimal control problems efficiently. Numerical experiments are carried out to confirm that the numerical results are in good agreement with the theoretical results.

     

Spline solution of the generalized Burgers'-Fisher equation

A numerical method based on exponential spline and finite difference approximations is developed to solve the generalized Burgers'-Fisher equation. The error analysis, stability and convergence properties of the method are studied via energy method. The method is shown to be unconditionally stable and accurate of orders 𝒪(k?+?kh?+?h ²) and 𝒪(k?+?kh?+?h ⁴). Some test problems are given to demonstrate the applicability of the purposed method numerically. Numerical results verify the theoretical behaviour of convergence properties. The main superiority of the presented scheme is its simplicity and applicability in comparison with the existing well-known methods.     

Stabilized mixed finite element methods for the Navier‐Stokes equations with damping

In this paper, the stabilized mixed finite element methods are presented for the Navier‐Stokes equations with damping. The existence and uniqueness of the weak solutions are proven by use of the Brouwer fixed‐point theorem. Then, optimal error estimates for the H¹‐norm and L²‐norm of the velocity and the L²‐norm of the pressure are derived. Moreover, on the basis of the optimal L²‐norm error estimate of the velocity, a stabilized two‐step method is proposed, which is more efficient than the usual stabilized methods. Finally, two numerical examples are implemented to confirm the theoretical analysis.     

The C 1 wavelet method for numerical solutions of the Neumann problem

In this article we use the C ¹ wavelet bases on Powell-Sabin triangulations to approximate the solution of the Neumann problem for partial differential equations. The C ¹ wavelet bases are stable and have explicit expressions on a three-direction mesh. Consequently, we can approximate the solution of the Neumann problem accurately and stably. The convergence and error estimates of the numerical solutions are given. The computational results of a numerical example show that our wavelet method is well suitable to the Neumann boundary problem.     

Error estimates for a discontinuous Galerkin method with interior penalties applied to nonlinear Sobolev equations

A Discontinuous Galerkin method with interior penalties is presented for nonlinear Sobolev equations. A semi‐discrete and a family of fully‐discrete time approximate schemes are formulated. These schemes are symmetric. Hp‐version error estimates are analyzed for these schemes. For the semi‐discrete time scheme a priori L^∞(H¹) error estimate is derived and similarly, l^∞(H¹) and l²(H¹) for the fully‐discrete time schemes. These results indicate that spatial rates in H¹ and time truncation errors in L² are optimal. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008