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.     

A reduced finite volume element formulation and numerical simulations based on POD for parabolic problems

A proper orthogonal decomposition (POD) method is applied to a usual finite volume element (FVE) formulation for parabolic equations such that it is reduced to a POD FVE formulation with lower dimensions and high enough accuracy. The error estimates between the reduced POD FVE solution and the usual FVE solution are analyzed. It is shown by numerical examples that the results of numerical computation are consistent with theoretical conclusions. Moreover, it is also shown that the reduced POD FVE formulation based on POD method is both feasible and highly efficient.     

A finite element recovery approach to Green’s function approximations with applications to electrostatic potential computation

In this paper, a finite element recovery approach is proposed to improve the accuracy of finite element approximations for Green’s functions in three dimensions. This recovery approach is based on some simple postprocessing. It is proved by both theory and numerics that the recovery approach is very efficient. In particular, the approach is successfully applied to some electrostatic potential computations.     

Multilevel iterative methods for mixed finite element discretizations of elliptic problems

Summary For solving second order elliptic problems discretized on a sequence of nested mixed finite element spaces nearly optimal iterative methods are proposed. The methods are within the general framework of the product (multiplicative) scheme for operators in a Hilbert space, proposed recently by Bramble, Pasciak, Wang, and Xu [5,6,26,27] and make use of certain multilevel decomposition of the corresponding spaces for the flux variable.     

Additive Schwarz methods for the Crouzeix-Raviart mortar finite element for elliptic problems with discontinuous coefficients

In this paper, we propose two variants of the additive Schwarz method for the approximation of second order elliptic boundary value problems with discontinuous coefficients, on nonmatching grids using the lowest order Crouzeix-Raviart element for the discretization in each subdomain. The overall discretization is based on the mortar technique for coupling nonmatching grids. The convergence behavior of the proposed methods is similar to that of their closely related methods for conforming elements. The condition number bound for the preconditioned systems is independent of the jumps of the coefficient, and depend linearly on the ratio between the subdomain size and the mesh size. The performance of the methods is illustrated by some numerical results. This work has been supported by the Alexander von Humboldt Foundation and the special funds for major state basic research projects (973) under 2005CB321701 and the National Science Foundation (NSF) of China (No.10471144) This work has been supported in part by the Bergen Center for Computational Science, University of Bergen     

Schwarz alternating and iterative refinement methods for mixed formulations of elliptic problems,part I: Algorithms and numerical results

Summary We describe sequential and parallel algorithms based on the Schwarz alternating method for the solution of mixed finite element discretizations of elliptic problems using the Raviart-Thomas finite element spaces. These lead to symmetric indefinite linear systems and the algorithms have some similarities with the traditional block Gauss-Seidel or block Jacobi methods with overlapping blocks. The indefiniteness requires special treatment. The sub-blocks used in the algorithm correspond to problems on a coarse grid and some overlapping subdomains and is based on a similar partition used in an algorithm of Dryja and Widlund for standard elliptic problems. If there is sufficient overlap between the subdomains, the algorithm converges with a rate independent of the mesh size, the number of subdomains and discontinuities of the coefficients. Extensions of the above algorithms to the case of local grid refinement is also described. Convergence theory for these algorithms will be presented in a subsequent paper.This work was supported in part by the National Science Foundation under Grant NSF-CCR-8903003, while the author was a graduate student at New York University, and in part by the Army Research Office under Grant DAAL 03-91-G-0150, while the author was a Visiting Assistant Researcher at UCLA     

Overlapping Schwarz preconditioners for spectral element methods in nonstandard domains and heterogeneous media

Overlapping Schwarz preconditioners are constructed and numerically studied for Gauss-Lobatto-Legendre (GLL) spectral element discretizations of heterogeneous elliptic problems on nonstandard domains defined by Gordon-Hall transfinite mappings. The results of several test problems in the plane show that the proposed preconditioners retain the good convergence properties of overlapping Schwarz preconditioners for standard affine GLL spectral elements, i.e. their convergence rate is independent of the number of subdomains, of the spectral degree in the case of generous overlap and of the discontinuity jumps in the coefficients of the elliptic operator, while in the case of small overlap, the convergence rate depends on the inverse of the overlap size.     

Estimation of the effect of numerical integration in finite element eigenvalue approximation

Summary Finite element approximations of the eigenpairs of differential operators are computed as eigenpairs of matrices whose elements involve integrals which must be evaluated by numerical integration. The effect of this numerical integration on the eigenvalue and eigenfunction error is estimated. Specifically, for 2nd order selfadjoint eigenvalue problems we show that finite element approximations with quadrature satisfy the well-known estimates for approximations without quadrature, provided the quadrature rules have appropriate degrees of precision.The work of this author was partially supported by the National Science Foundation under Grant DMS-84-10324     

On the effect of numerical integration in the Galerkin boundary element method

Summary. We discuss the effect of cubature errors when using the Galerkin method for approximating the solution of Fredholm integral equations in three dimensions. The accuracy of the cubature method has to be chosen such that the error resulting from this further discretization does not increase the asymptotic discretization error. We will show that the asymptotic accuracy is not influenced provided that polynomials of a certain degree are integrated exactly by the cubature method. This is done by applying the Bramble-Hilbert Lemma to the boundary element method. Received May 24, 1995     

Superconvergence in the generalized finite element method

In this paper, we address the problem of the existence of superconvergence points of approximate solutions, obtained from the Generalized Finite Element Method (GFEM), of a Neumann elliptic boundary value problem. GFEM is a Galerkin method that uses non-polynomial shape functions, and was developed in (Babuška et al. in SIAM J Numer Anal 31, 945–981, 1994; Babuška et al. in Int J Numer Meth Eng 40, 727–758, 1997; Melenk and Babuška in Comput Methods Appl Mech Eng 139, 289–314, 1996). In particular, we show that the superconvergence points for the gradient of the approximate solution are the zeros of a system of non-linear equations; this system does not depend on the solution of the boundary value problem. For approximate solutions with second derivatives, we have also characterized the superconvergence points of the second derivatives of the approximate solution as the roots of a system of non-linear equations. We note that smooth generalized finite element approximation is easy to construct. I. Babuška’s research was partially supported by NSF Grant # DMS-0341982 and ONR Grant # N00014-99-1-0724. U. Banerjee’s research was partially supported by NSF Grant # DMS-0341899. J. E. Osborn’s research was supported by NSF Grant # DMS-0341982.     

An approximation of incompressible miscible displacement in porous media by mixed finite element method and characteristics-mixed finite element method

An approximation scheme is defined for incompressible miscible displacement in porous media. This scheme is constructed by using two methods. Standard mixed finite element is used for the Darcy velocity equation. A characteristics-mixed finite element method is presented for the concentration equation. Characteristic approximation is applied to handle the convection part of the concentration equation, and a lowest-order mixed finite element spatial approximation is adopted to deal with the diffusion part. Thus, the scalar unknown concentration and the diffusive flux can be approximated simultaneously. In order to derive the optimal L²$L^2$-norm error estimates, a post-processing step is included in the approximation to the scalar unknown concentration. This scheme conserves mass globally; in fact, on the discrete level, fluid is transported along the approximate characteristics. Numerical experiments are presented finally to validate the theoretical analysis.     

Weighted quadrature rules for finite element methods

We discuss the numerical integration of polynomials times non-polynomial weighting functions in two dimensions arising from multiscale finite element computations. The proposed quadrature rules are significantly more accurate than standard quadratures and are better suited to existing finite element codes than formulas computed by symbolic integration. We validate this approach by introducing the new quadrature formulas into a multiscale finite element method for the two-dimensional reaction–diffusion equation.     

Convergence in the incompressible limit of finite element approximations based on the Hu-Washizu formulation

The classical Hu–Washizu mixed formulation for plane problems in elasticity is examined afresh, with the emphasis on behavior in the incompressible limit. The classical continuous problem is embedded in a family of Hu–Washizu problems parametrized by a scalar α for which corresponds to the classical formulation, with λ and μ being the Lamé parameters. Uniform well- posedness in the incompressible limit of the continuous problem is established for α ≠ − 1. Finite element approximations are based on the choice of piecewise bilinear approximations for the displacements on quadrilateral meshes. Conditions for uniform convergence are made explicit. These conditions are shown to be met by particular choices of bases for stresses and strains, and include bases that are well known, as well as newly constructed bases. Though a discrete version of the spherical part of the stress exhibits checkerboard modes, it is shown that a λ-independent a priori error estimate for the displacement can be established. Furthermore, a λ-independent estimate is established for the post-processed stress. The theoretical results are explored further through selected numerical examples.     

Nonconforming mixed finite element approximation to the stationary Navier-Stokes equations on anisotropic meshes

The main aim of this paper is to study the error estimates of a rectangular nonconforming finite element for the stationary Navier-Stokes equations under anisotropic meshes. That is, the nonconforming rectangular element is taken as approximation space for the velocity and the piecewise constant element for the pressure. The convergence analysis is presented and the optimal error estimates both in a broken H¹-norm for the velocity and in an L²-norm for the pressure are derived on anisotropic meshes.     

A general finite element preconditioning for the conjugate gradient method

Discretizing a symmetric elliptic boundary value problem by a finite element method results in a system of linear equations with a symmetric positive definite coefficient matrix. This system can be solved iteratively by a preconditioned conjugate gradient method. In this paper a preconditioning matrix is proposed that can be constructed for all finite element methods if a mild condition for the node numbering is fulfilled. Such a numbering can be constructed using a variant of the reverse Cuthill-McKee algorithm.     

Explicit local time-stepping methods for Maxwell’s equations

Explicit local time-stepping methods are derived for time dependent Maxwell equations in conducting and non-conducting media. By using smaller time steps precisely where smaller elements in the mesh are located, these methods overcome the bottleneck caused by local mesh refinement in explicit time integrators. When combined with a finite element discretisation in space with an essentially diagonal mass matrix, the resulting discrete time-marching schemes are fully explicit and thus inherently parallel. In a non-conducting source-free medium they also conserve a discrete energy, which provides a rigorous criterion for stability. Starting from the standard leap-frog scheme, local time-stepping methods of arbitrarily high accuracy are derived for non-conducting media. Numerical experiments with a discontinuous Galerkin discretisation in space validate the theory and illustrate the usefulness of the proposed time integration schemes.     

The numerical solutions of interface problems by infinite element method

Summary In this paper we derive error estimates for infinite element method used in the approximation of solutions of interface problems. Furthermore, approximations of stress intensity factors are given. The infinite element method may be considered as a certain scheme of mesh refinement, but it has the advantages that the refinement is easy to be constructed that the stiffness matrix can be calculated efficiently, and that an approximate solution which has a singularity at the singular point can be also obtained.     

Multigrid for the mortar element method for P1 nonconforming element

In this paper, a multigrid algorithm is presented for the mortar element method for P1 nonconforming element. Based on the theory developed by Bramble, Pasciak, Xu in [5], we prove that the W-cycle multigrid is optimal, i.e. the convergence rate is independent of the mesh size and mesh level. Meanwhile, a variable V-cycle multigrid preconditioner is constructed, which results in a preconditioned system with uniformly bounded condition number. Received May 11, 1999 / Revised version received April 1, 2000 / Published online October 16, 2000