Computing non-smooth minimizers with the mesh transformation method

^** Corresponding author. Email: lizp{at}math.pku.edu.cn A regularized mesh transformation method is applied to solvea variational problem allowing a non-smooth minimizer. Sincethe mesh lines can be made to match the discontinuity set ofthe minimizer, the method efficiently improves the approximatingproperty of the numerical solution. Error bounds dominated bythe error of the energy approximation have been derived, whichverify that the numerical solution obtained by the mesh transformationmethod is the optimal finite element solution in the sense thatthe corresponding error norm is minimized among all admissiblemesh distributions. Numerical experiments are given to showthe efficiency of the method.     

A Gaussian Quadrature Method for the Numerical Solution of the Goursat Problem

The author considers the numerical solution of the Goursat problemby using the cartesian product Gauss two point rule. Considerablesavings in time over other O(h⁵) methods is given. Three computationalexamples are considered.     

一类矩阵方程的广义Hermite问题

该文主要解决了如下两个问题 问题I 已知矩阵 M∈ C^n×e, A∈C^n×m, B∈ C^m×m, 求 X∈ HC_M,n使得 A^HXA=B, 其中 HC_M,n={ X∈ C^n×n}|α^H(X-X^H)=0, for all α∈ C(M) }. 问题II 任意给定矩阵 X^* ∈C^n×n, 求 $\hat{X}\in H_E$ 使得 ||\hat{X}-X^*||=\min\limits_{X∈ H_E}||X-X^*||, 这里 H_E 为问题I的解集. 利用广义奇异值分解定理,得到了问题I的可解条件及其通解表达式, 获得了问题II的解,并进行了相应的数值计算.     

A coupled multivalued model for ice streams and its numerical simulation

^** Email: nati{at}dma.uvigo.es^*** Email: durany{at}dma.uvigo.es^**** Email: anaisabel.munoz{at}urjc.es^***** Email: emanuele.schiavi{at}urjc.es^****** Email: carlosv{at}udc.es This paper deals with the numerical solution of a non-linearmodel describing a free-boundary problem arising in modern glaciology.Considering a shallow, viscous ice sheet flow along a soft,deformable bed, a coupled non-linear system of differentialequations can be obtained. Particularly, an obstacle problemis then deduced and solved in the framework of its complementarityformulation. We present the numerical solution of the resultingmultivalued system modelling the ice sheet non-Newtonian dynamicsdriven by the underlying drainage system. Our numerical resultsshow the existence of fast ice streams when positive wave-likeinitial conditions are considered. The solutions are numericallycomputed with a decoupling iterative method and finite-elementtechnique. A duality algorithm and a projected Gauss–Seidelmethod are the alternatives used to cope with the resultingvariational inequality while the explicit treatment, Newtonmethod or a duality method are proposed to deal with the non-linearsource term. Finally, the numerical solutions are physicallyinterpreted and some comparisons among the numerical methodsare then discussed.     

Hybrid Methods in the Numerical Solution of Volterra Integro-differential Equations

The theory of hybrid methods in ordinary differential equationsis extended to deal with the numerical solution of Volterraintegro-differential equations. A convergence proof is givenin which it is attempted to follow the convergence proof givenin Gragg & Stetter (1964) for the numerical solution ofy¹ = f(x, y), y(0) = y_o, as closely as possible. Several numericalexamples are included. Also the stability polynomial of a hybridmethod using two off-step points and the stability regions fortwo particular methods are given.     

On the Solution of Fredholm Integral Equations of the First Kind in L2

A method of solving numerically an integral equation of thefirst kind in L² is given and precise conditions are given forthe validity of the method. The method should be useful in physicalproblems where the kernel is calculated numerically and is notgiven as a known function.     

The homogeneous projective transformation of general quadratic matrix equations

^** Email: vassilios.tsachouridis{at}ieee.org^*** Email: basil.kouvaritakis{at}eng.ox.ac.uk Algebraic quadratic equations are a special case of a singlegeneralized algebraic quadratic matrix equation (GQME). Hence,the importance of that equation in science and engineering isevident. This paper focus on the study of solutions of thatGQME and a unified framework for the characterization and identificationof solutions at infinity and of finite solutions of generalquadratic algebraic matrix equations is presented. The analysisis based on the concept of homogeneous projective transformationfor general polynomial systems (Morgan, 1986). In addition,a numerical error analysis for the computed solutions is providedfor the assessment of numerical accuracy, stability and conditioningof the computed solutions. The proposed framework is independentof any numerical method and therefore it can be used along withvarious possible numerical methods for the GQME solution, especiallymatrix flow-based algorithms (Chu, 1994) (e.g. continuation/homotopy,Morgan, 1989).     

A new pseudospectral method with upwind features

A new pseudospectral method is presented for numerical solutionsof singular perturbation problems without turning points. Boththeoretical and numerical analyses show that this new methodis an upwind scheme. It is shown that when the perturbationparameter is fixed the computed solution converges spectrallyto the exact solution as the number of collocation points tendsto infinity. ^* Supported by a Royal Fellowship Award from the Royal Societyof London.     

A descent modified Polak-Ribiere-Polyak conjugate gradient method and its global convergence

^** Email: zl606{at}tom.com^*** Corresponding author. Email: weijunzhou{at}126.com^**** Email: dhli{at}hnu.cn In this paper, we propose a modified Polak–Ribière–Polyak(PRP) conjugate gradient method. An attractive property of theproposed method is that the direction generated by the methodis always a descent direction for the objective function. Thisproperty is independent of the line search used. Moreover, ifexact line search is used, the method reduces to the ordinaryPRP method. Under appropriate conditions, we show that the modifiedPRP method with Armijo-type line search is globally convergent.We also present extensive preliminary numerical experimentsto show the efficiency of the proposed method.     

A stabilized finite-element method for the Stokes problem including element and edge residuals

^** Email: raraya{at}ing-mat.udec.cl^*** Corresponding author. Email: gbarrene{at}ing-mat.udec.cl^**** Email: valentin{at}lncc.br A new stabilized finite-element method is presented for theStokes problem. The method is of a Douglas–Wang type,and includes a positive jump term controlling the residual ofthe Cauchy stress tensor on the internal edges of the triangulation.A priori error estimates are obtained in the natural norms ofthe unknowns and an a posteriori error estimator is proposed,analysed and tested through numerical experiments.     

A Computational Algorithm for the Stokes Problem II. Application to the Erythrocyte

A numerical method for the single body Stokes problem was appliedto bodies of revolution, with reflection symmetry. The erythrocyteis a special case of this shape. Drag factors were calculatedfor broadside and edgewise orientation. A series of droppingexperiments was performed at Reynolds numbers from 10^–4to 10^–1. Models of the erythrocyte and of both forms ofspheroid were employed. Agreement between computation and experimentwas to 5%, which was within the uncertainty of both techniques.     

Similarity Solutions of a Non-linear Diffusion Equation

In several physical contexts the equations for the dispersionof a buoyant contaminant can be approximated by the Erdogan-Chatwin(1967) equation {dot}c = {dot}_y{[D_o + ({dot}_yc)²D₂]{dot}_yc}. Here it is shown that in the limit of strong non-linearity (i.e.D_o = 0) there are similarity solutions for a concentration jumpand for a finite discharge. A stability analysis for the latterproblem involves a new family of orthogonal polynomials Y_n(z)where (1 – z⁴)Y – 6z³Y + n(n + 5)z² Y_n = 0 and the degree n is restricted to the values 0, 1, 4, 5, 8,9,.... A numerical solution of the Erdogan-Chatwin equationis given which describes the transition between the non-linearand linear (Gaussian) similarity solutions.     

Mixed block elimination for linear systems with wider borders

The paper is about the stable solution of possibly ill-conditionedbordered linear systems. Given stable solvers for matrix A andfor A^T, we prove that the Govaerts Mixed Block Elimination (BEM)method constitutes a stable solver for the matrix consistingof A or A^T with a border of width 1, and hence by recursionfor a border of any width. We express the algorithm in an efficient,iterative, form. We analyse its operation count, and verifythe theory by extensive numerical experiments. ^*Senior Research Associate of the Belgian National Fund of ScientificResearch NFWO.     

Finite element approximation of the Neumann eigenvalue problem in domains with multiple cracks

^** Email: belhach{at}poncelet.univ-metz.fr^*** Email: bucur{at}math.univ-metz.fr^**** Email: jmse{at}math.univ-metz.fr We study the Neumann–Laplacian eigenvalue problem in domainswith multiple cracks. We derive a mixed variational formulationwhich holds on the whole geometric domain (including the cracks)and implements efficient finite-element discretizations forthe computation of eigenvalues. Optimal error estimates aregiven and several numerical examples are presented, confirmingthe efficiency of the method. As applications, we numericallyinvestigate the behaviour of the low eigenvalues in domainswith a large number of cracks.     

The Fourier-finite-element method with Nitsche mortaring

^** Email: bernd.heinrich{at}mathematik.tu-chemnitz.de The paper deals with a combination of the Fourier-finite-elementmethod with the Nitsche-finite-element method (as a mortar method).The approach is applied to the Dirichlet problem for the Poissonequation in 3D axisymmetric domains with non-axisymmetric data.The approximating Fourier method yields a splitting of the 3Dproblem into 2D problems on the meridian plane of the givendomain. For solving these 2D problems, the Nitsche-finite-elementmethod with non-matching meshes is applied. Some important propertiesof the approximation scheme are derived and the rate of convergencein an H¹-like norm as well as in the L₂-norm is estimated fora regular solution. Finally, some numerical results are presented.     

A posteriori H1 error estimation for a singularly perturbed reaction diffusion problem on anisotropic meshes

The paper deals with a singularly perturbed reaction diffusionmodel problem. The focus is on reliable a posteriori error estimatorsfor the H¹ seminorm that can be applied to anisotropic finiteelement meshes. A residual error estimator and a local problemerror estimator are proposed and rigorously analysed. They arelocally equivalent, and both bound the error reliably. Threemodifications of these estimators are introduced and discussed. Much attention is given to the performance of the error estimatorin numerical experiments. This helps to identify those estimatorsthat are suitable for practical applications.     

An iterative method for a Cauchy problem for the heat equation

^** Email: tomjo{at}itn.liu.se An iterative method for reconstruction of the solution to aparabolic initial boundary value problem of second order fromCauchy data is presented. The data are given on a part of theboundary. At each iteration step, a series of well-posed mixedboundary value problems are solved for the parabolic operatorand its adjoint. The convergence proof of this method in a weightedL²-space is included.     

On Chebyshev Solution of Parabolic Partial Differential Equations

Now at Mathemarics Department, Assiut University Egypt A method is presented to transform parabolic equations to asystem of ordinary differential equations for the solution atthe Chebyshev points. The system may be solved analyticallyor by numerical methods and the Chebyshev coefficients are computed.We have the exact solution of a perturbed problem.     

A unified framework for the numerical solution of general quadratic matrix equations

^** Email: vassilios.tsachouridis{at}ieee.org^*** Email: N.karcanias{at}city.ac.uk^**** Email: ixp{at}le.ac.uk Algebraic quadratic equations are special cases of a singlegeneralized algebraic quadratic matrix equation (GQME). Thispaper focuses on the numerical solution of the GQME using probability-1homotopy methods. A synoptic review of these methods and theirapplication to algebraic matrix equations is provided as background.A large variety of analysis and design problems in systems andcontrol are reported as special cases of the presented frameworkand some of them are illustrated via numerical examples fromthe literature.     

The Caratheodory--Fejer Extension of a Finite Geometric Series

It is shown that the Caratheodory—Fejer extension of afinite geometric series can be given explicitly up to a simplepolynomial equation in an auxiliary variable. This result allowsus to analyse the Caratheodory-Fejer approximation method inthe case where the quotients of successive Maclaurin coefficientsof the given function tend to a limit. ^*Research carried out while this author was at ETH Zurich partiallysupported by a Royal Society European Visiting Fellowship.