Development and Comparison of Numerical Fluxes for LWDG Methods

The discontinuous Galerkin （DO） or local discontinuous Galerkin （LDG） method is a spatial discretization procedure for convection-diffusion equations, which employs useful features from high resolution finite volume schemes, such as the exact or approximate Riemann solvers serving as numerical fluxes and limiters. The Lax- Wendroff time discretization procedure is an altemative method for time discretization to the popular total variation diminishing （TVD） Runge-Kutta time discretizations. In this paper, we develop fluxes for the method of DG with Lax-Wendroff time discretization procedure （LWDG） based on different numerical fluxes for finite volume or finite difference schemes, including the first-order monotone fluxes such as the Lax-Friedfichs flux, Godunov flux, the Engquist-Osher flux etc. and the second-order TVD fluxes. We systematically investigate the performance of the LWDG methods based on these different numerical fluxes for convection terms with the objective of obtaining better performance by choosing suitable numerical fluxes. The detailed numerical study is mainly performed for the one-dimensional system case, addressing the issues of CPU cost, accuracy, non-oscillatory property, and resolution of discontinuities. Numerical tests are also performed for two dimensional systems.     

角质层渗透性质的有限元数值模拟计算

角质层是皮肤屏障作用的最主要部分，它决定了外界物质对皮肤的渗透情况．在假设角质层细胞为一种三维的十四面体（物理学经典的tetrakaidecahedron体）的情况下，利用有限元法对角质层渗透性质进行了数值模拟研究．为此，首先完成了对角质层空间结构的网格拆分，拆分过程分两步进行：1．对角蛋白细胞的网格拆分；2．对角蛋白细胞周围的网状脂质体的网格拆分．在数值模拟过程中，则用有限元法得到方程离散的格式，用多重网格算法降低高频误差，提高计算精度．最后，给出了数值模拟结果的可视化效果图．     

Optimal error estimates for an approximation of degenerate parabolic problems

A fully discrete scheme for a class of multidimensional degenerate parabolic equations is proposed. The discretization is given by $supoesup piecewise linear finite elements in space and backward differences in time (the smoothing procedure is avoided). Numerical integration is used; hence the proposed method is easy to implement. Optimal error estimates in energy norms are proved for the solutions.     

Finite element approximation

We study a discretization procedure, using finite elements, for a class of non-isotropic free-discontinuity problems based on the non-local approximation proposed in [18]     

Practical finite‐analytic method for solving differential equations by compact numerical schemes

Methodology for development of compact numerical schemes by the practical finite‐analytic method (PFAM) is presented for spatial and/or temporal solution of differential equations. The advantage and accuracy of this approach over the conventional numerical methods are demonstrated. In contrast to the tedious discretization schemes resulting from the original finite‐analytic solution methods, such as based on the separation of variables and Laplace transformation, the practical finite‐analytical method is proven to yield simple and convenient discretization schemes. This is accomplished by a special universal determinant construction procedure using the general multi‐variate power series solutions obtained directly from differential equations. This method allows for direct incorporation of the boundary conditions into the numerical discretization scheme in a consistent manner without requiring the use of artificial fixing methods and fictitious points, and yields effective numerical schemes which are operationally similar to the finite‐difference schemes. Consequently, the methods developed for numerical solution of the algebraic equations resulting from the finite‐difference schemes can be readily facilitated. Several applications are presented demonstrating the effect of the computational molecule, grid spacing, and boundary condition treatment on the numerical accuracy. The quality of the numerical solutions generated by the PFAM is shown to approach to the exact analytical solution at optimum grid spacing. It is concluded that the PFAM offers great potential for development of robust numerical schemes. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A finite element modified method of characteristics for convective heat transport

We propose a finite element modified method of characteristics for numerical solution of convective heat transport. The flow equations are the incompressible Navier‐Stokes equations including density variation through the Boussinesq approximation. The solution procedure consists of combining an essentially non‐oscillatory modified method of characteristics for time discretization with finite element method for space discretization. These numerical techniques associate the geometrical flexibility of the finite elements with the ability offered by modified method of characteristics to solve convection‐dominated flows using time steps larger than its Eulerian counterparts. Numerical results are shown for natural convection in a squared cavity and heat transport in the strait of Gibraltar. Performance and accuracy of the method are compared to other published data. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Numerical solution of an optimal investment problem with proportional transaction costs

This paper mainly concerns the numerical solution of a nonlinear parabolic double obstacle problem arising in a finite-horizon optimal investment problem with proportional transaction costs. The problem is initially posed in terms of an evolutive HJB equation with gradient constraints and the properties of the utility function allow to obtain the optimal investment solution from a nonlinear problem posed in one spatial variable. The proposed numerical methods mainly consist of a localization procedure to pose the problem on a bounded domain, a characteristics method for time discretization to deal with the large gradients of the solution, a Newton algorithm to solve the nonlinear term in the governing equation and a projected relaxation scheme to cope with the double obstacle (free boundary) feature. Moreover, piecewise linear Lagrange finite elements for spatial discretization are considered. Numerical results illustrate the performance of the set of numerical techniques by recovering all qualitative properties proved in Dai and Yi (2009) [6].     

An adaptive displacement/pressure finite element scheme for treating incompressibility effects in elasto-plastic materials

In this article, a mixed finite element formulation is described for coping with (nearly) incompressible behavior in elasto-plastic problems. In addition to the displacements, an auxiliary variable, playing the role of a pressure, is introduced resulting in Stokes-like problems. The discretization is done by a stabilized conforming Q1/Q1-element, and the corresponding algebraic systems are solved by an adaptive multigrid scheme using a smoother of block Gauss–Seidel type. The adaptive algorithm is based on the general concept of using duality arguments to obtain weighted a posteriori error bounds. This procedure is carried out here for the described discretization of elasto-plastic problems. Efficiency and reliability of the proposed adaptive method is demonstrated at (plane strain) model problems. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:369–382, 2001     

A numerical study of 2D integrated RBFNs incorporating Cartesian grids for solving 2D elliptic differential problems

This article reports a numerical discretization scheme, based on two‐dimensional integrated radial‐basis‐function networks (2D‐IRBFNs) and rectangular grids, for solving second‐order elliptic partial differential equations defined on 2D nonrectangular domains. Unlike finite‐difference and 1D‐IRBFN Cartesian‐grid techniques, the present discretization method is based on an approximation scheme that allows the field variable and its derivatives to be evaluated anywhere within the domain and on the boundaries, regardless of the shape of the problem domain. We discuss the following two particular strengths, which the proposed Cartesian‐grid‐based procedure possesses, namely (i) the implementation of Neumann boundary conditions on irregular boundaries and (ii) the use of high‐order integration schemes to evaluate flux integrals arising from a control‐volume discretization on irregular domains. A new preconditioning scheme is suggested to improve the 2D‐IRBFN matrix condition number. Good accuracy and high‐order convergence solutions are obtained. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Mixed Discontinuous Galerkin Time-Stepping Method for Linear Parabolic Optimal Control Problems

In this paper, we discuss the mixed discontinuous Galerkin (DG) finite element approximation to linear parabolic optimal control problems. For the state variables and the co-state variables, the discontinuous finite element method is used for the time discretization and the Raviart-Thomas mixed finite element method is used for the space discretization. We do not discretize the space of admissible control but implicitly utilize the relation between co-state and control for the discretization of the control. We derive a priori error estimates for the lowest order mixed DG finite element approximation. Moveover, for the element of arbitrary order in space and time, we derive a posteriori $L^2(0, T ;L^2(Ω))$ error estimates for the scalar functions, assuming that only the underlying mesh is static. Finally, we present an example to confirm the theoretical result on a priori error estimates.     

Finite element solution of diffusion problems with irregular data

Summary Diffusion problems occuring in practice often involve irregularities in the initial or boundary data resulting in a local break-down of the solution's regularity. This may drastically reduce the accuracy of discretization schemes over the whole interval of integration, unless certain precautions are taken. The diagonal Padé schemes of order 2, combined with a standard finite element discretization, usually require an unnatural step size restriction in order to achieve even locally optimal accuracy. It is shown here that this restriction can be avoided by means of a sample damping procedure which preserves the order of the discretization and, in the case =1, does not increase the costs.     

The finite element solution of a quasi-linear elliptic equation governing non-Newtonian flows through rectangular ducts

A Rayleigh-Ritz finite element method (FEM) using quadratic, cubic and quartic elements has been used to solve the steady laminar flow of a non-Newtonian fluid through rectangular ducts. Different iterative approaches were investigated to solve the large system of linear equations resulting from the discretization of the quasi-linear partial differential equation. The performance of the FEM incorporating the method of variation of parameters (Davidenko path procedure) was compared with the finite difference method in terms of speed, accuracy and the capability of handling the very pronounced nonlinearity. From the convergent solutions obtained, some flow parameters were investigated. The results presented agree well with other published work.     

Higher order numerical discretizations for exterior and biharmonic type PDEs

A higher order numerical discretization technique based on Minimum Sobolev Norm (MSN) interpolation was introduced in our previous work. In this article, the discretization technique is presented as a tool to solve two hard classes of PDEs, namely, the exterior Laplace problem and the biharmonic problem. The exterior Laplace problem is compactified and the resultant near singular PDE is solved using this technique. This finite difference type method is then used to discretize and solve biharmonic type PDEs. A simple book keeping trick of using Ghost points is used to obtain a perfectly constrained discrete system. Numerical results such as discretization error, condition number estimate, and solution error are presented. For both classes of PDEs, variable coefficient examples on complicated geometries and irregular grids are considered. The method is seen to have high order of convergence in all these cases through numerical evidence. Perhaps for the first time, such a systematic higher order procedure for irregular grids and variable coefficient cases is now available. Though not discussed in the paper, the idea seems to be easily generalizable to finite element type techniques as well.     

Numerical solution of a variational problem with L∞ functionals

We consider the problem which consists in finding an optimal Lipschitz extension to the domain Ω of functions that verify the restriction u = g on ∂Ω. This work deals with the numerical approximations of the problem in dimension two. Using a discretization procedure based on finite differences method we obtain a large scale non smooth convex minimization problem, which is solved via Variable Metric Hibrid Proximal Point Method. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Fast Computational Procedure for Solving Multi-Item Single-Machine Lot Scheduling Optimization Problems

In this paper, we deal with the numerical solution of the optimal scheduling problem in a multi-item single machine. We develop a method of discretization and a computational procedure which allows us to compute the solution in a short time and with a precision of order k, where k is the discretization size. In our method, the nodes of the triangulation mesh are joined by segments of trajectories of the original system. This special feature allows us to obtain precision of order k, which is in general impossible to achieve by usual methods. Also, we develop a highly efficient algorithm which converges in a finite number of steps.     

Discrete concepts for elliptic optimal control problems with constraints on the gradient of the state

We consider elliptic optimal control problems with constraints on the gradient of the state and propose two distinguish concepts for their discretization. The first concept uses piecewise linear, continuous finite element Ansatz functions for the state, while the second concept uses the lowest order Raviart–Thomas mixed finite element. In both cases variational discretization from [5] is used for the controls. We present optimal finite element error estimates for the numerical solutions and confirm our theoretical findings by a numerical experiment. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A parallel solver for adaptive finite element discretizations

A parallel solver for the adaptive finite element analysis is presented. The primary aim of this work has been to establish an efficient parallel computational procedure which requires only local computations to update the solution of the system of equations arising from the finite element discretization after a local mesh-adaptation step. For this reason a set of algorithms has been developed (two-level domain decomposition, recursive hierarchical mesh-refinement, selective solution-update of linear systems of equations) which operate upon general and easily available partitioning, meshing and linear systems solving algorithms. AMS subject classification 15A23, 65N50, 65N60     

Numerical solution of a second biharmonic boundary value problem

The second boundary value problem for the biharmonic equation is equivalent to the Dirichlet problems for two Poisson equations. Several finite difference approximations are defined to solve these Dirichlet problems and discretization error estimates are obtained. It is shown that the splitting of the biharmonic equation produces a numerically efficient procedure.     

High order accurate semi-implicit WENO schemes for hyperbolic balance laws

In this paper we propose a family of well-balanced semi-implicit numerical schemes for hyperbolic conservation and balance laws. The basic idea of the proposed schemes lies in the combination of the finite volume WENO discretization with Roe’s solver and the strong stability preserving (SSP) time integration methods, which ensure the stability properties of the considered schemes [S. Gottlieb, C.-W. Shu, E. Tadmor, Strong stability-preserving high-order time discretization methods, SIAM Rev. 43 (2001) 89-112]. While standard WENO schemes typically use explicit time integration methods, in this paper we are combining WENO spatial discretization with optimal SSP singly diagonally implicit (SDIRK) methods developed in [L. Ferracina, M.N. Spijker, Strong stability of singly diagonally implicit Runge-Kutta methods, Appl. Numer. Math. 58 (2008) 1675-1686]. In this way the implicit WENO numerical schemes are obtained. In order to reduce the computational effort, the implicit part of the numerical scheme is linearized in time by taking into account the complete WENO reconstruction procedure. With the proposed linearization the new semi-implicit finite volume WENO schemes are designed.A detailed numerical investigation of the proposed numerical schemes is presented in the paper. More precisely, schemes are tested on one-dimensional linear scalar equation and on non-linear conservation law systems. Furthermore, well-balanced semi-implicit WENO schemes for balance laws with geometrical source terms are defined. Such schemes are then applied to the open channel flow equations. We prove that the defined numerical schemes maintain steady state solution of still water. The application of the new schemes to different open channel flow examples is shown.     

An implicit high order finite volume scheme for the solution of 3D Navier–Stokes equations with new discretization of diffusive terms

The computation of three-dimensional viscous flows on complex geometries requiring distorted meshes is of great interest. This paper presents a finite volume solver using a quadratic reconstruction of the unknowns for the advective fluxes computation, and a conservative and consistent discretization of the diffusive terms, based on an extended version of the Coirier's diamond path. A fully implicit time integration procedure is employed with a preconditioned matrix-free GMRES solver.