The discrete maximum principle for linear simplicial finite element approximations of a reaction-diffusion problem

This paper provides a sufficient condition for the discrete maximum principle for a fully discrete linear simplicial finite element discretization of a reaction-diffusion problem to hold. It explicitly bounds the dihedral angles and heights of simplices in the finite element partition in terms of the magnitude of the reaction coefficient and the spatial dimension. As a result, it can be computed how small the acute simplices should be for the discrete maximum principle to be valid. Numerical experiments suggest that the bound, which considerably improves a similar bound in [P.G. Ciarlet, P.-A. Raviart, Maximum principle and uniform convergence for the finite element method, Comput. Methods Appl. Mech. Eng. 2 (1973) 17-31.], is in fact sharp.     

A weak discrete maximum principle for hp-FEM

In this paper, we prove a new discrete maximum principle (DMP) for the one-dimensional Poisson equation discretized by the hp-FEM. While the DMP for piecewise-linear elements is a classical result from the 1970s, no extensions to hp-FEM are available to the present day. Due to a negative result by Höhn and Mittelmann from 1981, related to quadratic Lagrange elements, it was long assumed that higher-order finite elements do not satisfy discrete maximum principles. In this paper we explain why it is not possible to make a straightforward extension of the classical DMP to the higher-order case, and we propose stronger assumptions on the right-hand side under which an extension is possible.     

A trapping principle and convergence result for finite element approximate solutions of steady reaction/diffusion systems

We consider nonlinear elliptic systems, with mixed boundary conditions, on a convex polyhedral domain Ω ⊂ R ^N . These are nonlinear divergence form generalizations of Δu = f(·, u), where f is outward pointing on the trapping region boundary. The motivation is that of applications to steady-state reaction/diffusion systems. Also included are reaction/diffusion/convection systems which satisfy the Einstein relations, for which the Cole-Hopf transformation is possible. For maximum generality, the theory is not tied to any specific application. We are able to demonstrate a trapping principle for the piecewise linear Galerkin approximation, defined via a lumped integration hypothesis on integrals involving f, by use of variational inequalities. Results of this type have previously been obtained for parabolic systems by Estep, Larson, and Williams, and for nonlinear elliptic equations by Karátson and Korotov. Recent minimum and maximum principles have been obtained by Jüngel and Unterreiter for nonlinear elliptic equations. We make use of special properties of the element stiffness matrices, induced by a geometric constraint upon the simplicial decomposition. This constraint is known as the non-obtuseness condition. It states that the inward normals, associated with an arbitrary pair of an element’s faces, determine an angle with nonpositive cosine. Drăgănescu, Dupont, and Scott have constructed an example for which the discrete maximum principle fails if this condition is omitted. We also assume vertex communication in each element in the form of an irreducibility hypothesis on the off-diagonal elements of the stiffness matrix. There is a companion convergence result, which yields an existence theorem for the solution. This entails a consistency hypothesis for interpolation on the boundary, and depends on the Tabata construction of simple function approximation, based on barycentric regions. This work was supported by the National Science Foundation under grant DMS-0311263.     

An a priori error estimate for a monotone mixed finite-element discretization of a convection–diffusion problem

We present a local exponential fitting hybridized mixed finite-element method for convection–diffusion problem on a bounded domain with mixed Dirichlet Neuman boundary conditions. With a new technique that interpretes the algebraic system after static condensation as a bilinear form acting on certain lifting operators we prove an a priori error estimate on the Lagrange multipliers that requires minimal regularity. While an extension of more classical arguments provide an estimate for the other solution components.     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

An iterative adaptive finite element method for elliptic eigenvalue problems

We consider the task of resolving accurately the n$n$th eigenpair of a generalized eigenproblem rooted in some elliptic partial differential equation (PDE), using an adaptive finite element method (FEM). Conventional adaptive FEM algorithms call a generalized eigensolver after each mesh refinement step. This is not practical in our situation since the generalized eigensolver needs to calculate n$n$ eigenpairs after each mesh refinement step, it can switch the order of eigenpairs, and for repeated eigenvalues it can return an arbitrary linear combination of eigenfunctions from the corresponding eigenspace. In order to circumvent these problems, we propose a novel adaptive algorithm that only calls a generalized eigensolver once at the beginning of the computation, and then employs an iterative method to pursue a selected eigenvalue–eigenfunction pair on a sequence of locally refined meshes. Both Picard’s and Newton’s variants of the iterative method are presented. The underlying partial differential equation (PDE) is discretized with higher-order finite elements (hp$hp$-FEM) but the algorithm also works for standard low-order FEM. The method is described and accompanied with theoretical analysis and numerical examples. Instructions on how to reproduce the results are provided.     

Asymptotic expansions and extrapolations of eigenvalues for the stokes problem by mixed finite element methods

This paper derives a general procedure to produce an asymptotic expansion for eigenvalues of the Stokes problem by mixed finite elements. By means of integral expansion technique, the asymptotic error expansions for the approximations of the Stokes eigenvalue problem by Bernadi–Raugel element and _Q2-_P1$Q_2-P_1$ element are given. Based on such expansions, the extrapolation technique is applied to improve the accuracy of the approximations.     

Finite element approximation to nonlinear coupled thermal problem

A nonlinear coupled elliptic system modelling a large class of engineering problems was discussed in [A.F.D. Loula, J. Zhu, Finite element analysis of a coupled nonlinear system, Comp. Appl. Math. 20 (3) (2001) 321–339; J. Zhu, A.F.D. Loula, Mixed finite element analysis of a thermally nonlinear coupled problem, Numer. Methods Partial Differential Equations 22 (1) (2006) 180–196]. The convergence analysis of iterative finite element approximation to the solution was done under an assumption of ‘small’ solution or source data which guarantees the uniqueness of the nonlinear coupled system. Generally, a nonlinear system may have multiple solutions. In this work, the regularity of the weak solutions is further studied. The nonlinear finite element approximations to the nonsingular solutions are then proposed and analyzed. Finally, the optimal order error estimates in H¹$H^1$-norm and L²$L^2$-norm as well as in W^1,p$W^{1,p}$-norm and L^p$L^p$-norm are obtained.     

The Fujita exponent for the Cauchy problem in the hyperbolic space

It is well known that the heat kernel in the hyperbolic space has a different behavior for large times than the one in the Euclidean space. The main purpose of this paper is to study its effect on the positive solutions of Cauchy problems with power nonlinearities. Existence and non-existence results for local solutions are derived. Emphasis is put on their long time behavior and on Fujita?s phenomenon. To have the same situation as for the Cauchy problem in RN, namely finite time blow up for all solutions if the exponent is smaller than a critical value and existence of global solutions only for powers above the critical exponent, we must introduce a weight depending exponentially on the time. In this respect the situation is similar to problems in bounded domains with Dirichlet boundary conditions. Important tools are estimates for the heat kernel in the hyperbolic space and comparison principles.     

Criteria for validity of the maximum modulus principle for solutions of linear strongly elliptic second order systems

Necessary and sufficient conditions for validity of the classical maximum modulus principle for solutions of linear strongly elliptic order systems are found.     

Entire solutions for a semilinear fourth order elliptic problem with exponential nonlinearity

We investigate entire radial solutions of the semilinear biharmonic equation Δ²u=λexp(u) in Rn, n?5, λ>0 being a parameter. We show that singular radial solutions of the corresponding Dirichlet problem in the unit ball cannot be extended as solutions of the equation to the whole of Rn. In particular, they cannot be expanded as power series in the natural variable s=log|x|. Next, we prove the existence of infinitely many entire regular radial solutions. They all diverge to −∞ as |x|→∞ and we specify their asymptotic behaviour. As in the case with power-type nonlinearities [F. Gazzola, H.-Ch. Grunau, Radial entire solutions for supercritical biharmonic equations, Math. Ann. 334 (2006) 905-936], the entire singular solution x?−4log|x| plays the role of a separatrix in the bifurcation picture. Finally, a technique for the computer assisted study of a broad class of equations is developed. It is applied to obtain a computer assisted proof of the underlying dynamical behaviour for the bifurcation diagram of a corresponding autonomous system of ODEs, in the case n=5.     

A new partial regularity result for non-autonomous convex integrals with non-standard growth conditions

We establish C1,γ-partial regularity of minimizers of non-autono-mous convex integral functionals of the type: , with non-standard growth conditions into the gradient variable

     

The Dirichlet problem for the Bellman equation at resonance

We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and positively homogeneous. Examples of such operators include the Bellman operator and the Pucci extremal operators. In the case that the two principal half-eigenvalues are not equal, we show that the measures which achieve the minimum in this formula provide a partial characterization of the solvability of the corresponding Dirichlet problem at resonance.     

Existence of solutions for a class of singular quasilinear elliptic resonance problems

The paper concerns a resonance problem for a class of singular quasilinear elliptic equations in weighted Sobolev spaces. The equation set studied is one of the most useful sets of Navier-Stokes equations; these describe the motion of viscous fluid substances such as liquids, gases and so on. By using Galerkin-type techniques, the Brouwer fixed point theorem, and a new weighted compact Sobolev-type embedding theorem established by Shapiro, we show the existence of a nontrivial solution.     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.Received: February 12, 2004     

A uniqueness result for a semilinear elliptic problem: A computer-assisted proof

Starting with the famous article [A. Gidas, W.M. Ni, L. Nirenberg, Symmetry and related properties via the maximum principle, Comm. Math. Phys. 68 (1979) 209-243], many papers have been devoted to the uniqueness question for positive solutions of −Δu=λu+up in Ω, u=0 on ∂Ω, where p>1 and λ ranges between 0 and the first Dirichlet eigenvalue λ₁(Ω) of −Δ. For the case when Ω is a ball, uniqueness could be proved, mainly by ODE techniques. But very little is known when Ω is not a ball, and then only for λ=0. In this article, we prove uniqueness, for all λ∈[0,λ₁(Ω)), in the case Ω=²(0,1) and p=2. This constitutes the first positive answer to the uniqueness question in a domain different from a ball. Our proof makes heavy use of computer assistance: we compute a branch of approximate solutions and prove existence of a true solution branch close to it, using fixed point techniques. By eigenvalue enclosure methods, and an additional analytical argument for λ close to λ₁(Ω), we deduce the non-degeneracy of all solutions along this branch, whence uniqueness follows from the known bifurcation structure of the problem.     

An elliptic singularly perturbed problem with two parameters II: Robust finite element solution

In this paper we consider a singularly perturbed elliptic model problem with two small parameters posed on the unit square. The problem is solved numerically by the finite element method using piecewise linear or bilinear elements on a layer-adapted Shishkin mesh. We prove that method with bilinear elements is uniformly convergent in an energy norm. Numerical results confirm our theoretical analysis.     

A unifying theory of a posteriori finite element error control

Summary Residual-based a posteriori error estimates are derived within a unified setting for lowest-order conforming, nonconforming, and mixed finite element schemes. The various residuals are identified for all techniques and problems as the operator norm |||| of a linear functional of the formin the variable of a Sobolev space V. The main assumption is that the first-order finite element space is included in the kernel Ker of . As a consequence, any residual estimator that is a computable bound of |||| can be used within the proposed frame without further analysis for nonconforming or mixed FE schemes. Applications are given for the Laplace, Stokes, and Navier-Lamè equations.Supported by the DFG Research Center Matheon Mathematics for key technologies in Berlin.