Compact mixed methods for convection/diffusion type problems

This paper presents a class of fourth-order compact finite difference technique for solving two-dimensional convection diffusion equation. The equation is recasted as a first-order mixed system, introducing a conservation and flux equations. Since flux appears explicitly in the mixed formulation, we search a fourth-order compact approximation of the primary solution field and flux. Based on Taylor series expansion, the proposed compact mixed formulation generalizes the work of Carey and Spotz [G.F. Carey, W.F. Spotz, Higher-order compact mixed methods, Commun. Numer. Meth. Eng. 13 (1997)]. We show that their fourth-order formulation corresponds to a particular case of our presented scheme, and we extend their work to variable diffusion and convection coefficients. Some numerical experiments are performed to demonstrate the fourth-order effective convergence rate.     

A High-Order Kernel-Free Boundary Integral Method for Incompressible Flow Equations in Two Space Dimensions

This paper presents a fourth-order kernel-free boundary integral method for the time-dependent, incompressible Stokes and Navier-Stokes equations defined on irregular bounded domains. By the stream function-vorticity formulation, the incompressible flow equations are interpreted as vorticity evolution equations. Time discretization methods for the evolution equations lead to a modified Helmholtz equation for the vorticity, or alternatively, a modified biharmonic equation for the stream function with two clamped boundary conditions. The resulting fourth-order elliptic boundary value problem is solved by a fourth-order kernel-free boundary integral method, with which integrals in the reformulated boundary integral equation are evaluated by solving corresponding equivalent interface problems, regardless of the exact expression of the involved Green's function. To solve the unsteady Stokes equations, a four-stage composite backward differential formula of the same order accuracy is employed for time integration. For the Navier-Stokes equations, a three-stage third-order semi-implicit Runge-Kutta method is utilized to guarantee the global numerical solution has at least third-order convergence rate. Numerical results for the unsteady Stokes equations and the Navier-Stokes equations are presented to validate efficiency and accuracy of the proposed method.     

Une résolution par les elements finis mixtes à une inconnue par maille

To solve the groundwater flow equations, we show how to produce a scheme with one unblown per element shirting from a mixed formulation discretized with the Raviarl-Thomas triangular elements of lowest order. We study the new formulation in the elliptic case with sink/source terms in order to use mixed finite elements with less unknowns without any numerical intégration. The last part of the paper is aimed to study the positive definiteness of the matrix obtained with this new formulation.     

A direct approach to the finite element solution of elliptic optimal control problems

A general framework is developed for the finite element solution of optimal control problems governed by elliptic nonlinear partial differential equations. Typical applications are steady‐state problems in nonlinear continuum mechanics, where a certain property of the solution (a function of displacements, temperatures, etc.) is to be minimized by applying control loads. In contrast to existing formulations, which are based on the “adjoint state,” the present formulation is a direct one, which does not use adjoint variables. The formulation is presented first in a general nonlinear setting, then specialized to a case leading to a sequence of quadratic programming problems, and then specialized further to the unconstrained case. Linear governing partial differential equations are also considered as a special case in each of these categories. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15:371–388, 1999     

Order h4 difference methods for a class of singular two space elliptic boundary value problems

In this article, we derive difference methods of O(h⁴) for solving the system of two space nonlinear elliptic partial differential equations with variable coefficients having mixed derivatives on a uniform square grid using nine grid points. We obtain two sets of fouth-order difference methods; one in the absence of mixed derivatives, second when the coefficients of u_xy are not equal to zero and the coefficients of u_xx and u_yy are equal. There do not exist fourth-order schemes involving nine grid points for the general case. The method having two variables has been tested on two-dimensional viscous, incompressible steady-state Navier-Stokes' model equations in polar coordinates. The proposed difference method for scalar equation is also applied to the Poisson's equation in polar coordinates. Some numerical examples are provided to illustrate the fourth-order convergence of the proposed methods.     

A mixed finite-element method for fourth-order elliptic problems with variable coefficients

A new mixed finite-element method for the solution of the Dirichlet problem of fourth-order elliptic partial differential equations with variable coefficients on a convex polygon has been developed in this paper. Biharmonic and bending problems of elastic plates, for which this technique allows a simultaneous approximation to the deflection, components of the change in curvature tensor and the bending and twisting moments, are the particular cases of the problem considered in the paper. Error estimate for the mixed finite-element solution has been given.     

An expanded mixed covolume method for elliptic problems

We consider the mixed covolume method combining with the expanded mixed element for a system of first‐order partial differential equations resulting from the mixed formulation of a general self‐adjoint elliptic problem with a full diffusion tensor. The system can be used to model the transport of a contaminant carried by a flow in porous media. We use the lowest order Raviart‐Thomas mixed element space. We show the first‐order error estimate for the approximate solution in L² norm. We show the superconvergence both for pressure and velocity in certain discrete norms. We also get a finite difference scheme by using proper approximate integration formulas. Finally we give some numerical examples. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A new mixed formulation for elasticity

Summary We propose a new mixed variational formulation for the equations of linear elasticity. It does not require symmetric tensors and consequently is easy to discretize by adapting mixed finite elements developed for scalar second order elliptic equations.Dedicated to Professor Ivo Babuka on the occasion of his sixtieth birthdaySupported by NSF Grant DMS-8313247Supported by NSF Grant DMS-8402616     

Fredholm property of boundary value problems for a fourth-order elliptic differential-operator equation with operator boundary conditions

In a Hilbert space H, we study the Fredholm property of a boundary value problem for a fourth-order differential-operator equation of elliptic type with unbounded operators in the boundary conditions. We find sufficient conditions on the operators in the boundary conditions for the problem to be Fredholm. We give applications of the abstract results to boundary value problems for fourth-order elliptic partial differential equations in nonsmooth domains.     

Nonlinear fourth-order elliptic equations with nonlocal boundary conditions

This paper is concerned with a class of fourth-order nonlinear elliptic equations with nonlocal boundary conditions, including a multi-point boundary condition in a bounded domain of Rn. Also considered is a second-order elliptic equation with nonlocal boundary condition, and the usual multi-point boundary problem in ordinary differential equations. The aim of the paper is to show the existence of maximal and minimal solutions, the uniqueness of a positive solution, and the method of construction for these solutions. Our approach to the above problems is by the method of upper and lower solutions and its associated monotone iterations. The monotone iterative schemes can be developed into computational algorithms for numerical solutions of the problem by either the finite difference method or the finite element method.     

Fourth-order finite difference methods for three-dimensional general linear elliptic problems with variable coefficients

In this article, we give a simple method for deriving finite difference schemes on a uniform cubic grid. We consider a general, three-dimensional, second-order, linear, elliptic partial differential equation with variable coefficients. We derive two simple fourth-order schemes. When the coefficients of the second-order mixed derivatives are equal to zero, the fourth-order scheme requires only 19 grid points. When the coefficients of the mixed derivatives are not equal to zero and the coefficients of U_xx, U_yy, and U_zz are equal, we require the 27 points of the cubic grid. Numerical examples are given to demonstrate the performance of the two schemes derived. There does not exist a fourth-order scheme involving 27 grid points for the general case.     

Primal-dual variational problems by boundary and finite elements

In this paper the primal-dual (or mixed) formulation is studied for self-adjoint elliptic problems coupled with a boundary integral equation. It is shown that, after introducing a suitable complementary variational principle, the problem is reduced to finding a stationarity point of a constrained functional. Some numerical examples are reported for a second-order differential equation on unbounded domains.     

Oblique derivative problems for second order nonlinear equations of mixed type with degenerate hyperbolic curve

The present paper deals with oblique derivative problems for second order nonlinear equations of mixed type with degenerate hyperbolic curve, which include the Tricomi problem as a special case. Firstly the formulation of the problems for the equations is given, next the representation and estimates of solutions for the above problems are obtained, finally the existence of solutions for the problems is proved by the successive iteration of solutions of the equations and the fixed-point principle. In this paper, we use the complex analytic method, namely the new partial derivative notations, elliptic complex functions in the elliptic domain and hyperbolic complex functions in the hyperbolic domain are introduced, such that the second order equations of mixed type with degenerate curve are reduced to the first order mixed complex equations with singular coefficients, and then the advantage of complex analytic method can be applied.     

Multiscale methods for elliptic homogenization problems

In this article we study two families of multiscale methods for numerically solving elliptic homogenization problems. The recently developed multiscale finite element method [Hou and Wu, J Comp Phys 134 (1997), 169–189] captures the effect of microscales on macroscales through modification of finite element basis functions. Here we reformulate this method that captures the same effect through modification of bilinear forms in the finite element formulation. This new formulation is a general approach that can handle a large variety of differential problems and numerical methods. It can be easily extended to nonlinear problems and mixed finite element methods, for example. The latter extension is carried out in this article. The recently introduced heterogeneous multiscale method [Engquist and Engquist, Comm Math Sci 1 (2003), 87–132] is designed for efficient numerical solution of problems with multiscales and multiphysics. In the second part of this article, we study this method in mixed form (we call it the mixed heterogeneous multiscale method). We present a detailed analysis for stability and convergence of this new method. Estimates are obtained for the error between the homogenized and numerical multiscale solutions. Strategies for retrieving the microstructural information from the numerical solution are provided and analyzed. Relationship between the multiscale finite element and heterogeneous multiscale methods is discussed. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A nonconforming mixed finite element for second-order elliptic problems

In a recent work, Hiptmair [Mathematisches Institut, M9404, 1994] has constructed and analyzed a family of nonconforming mixed finite elements for second-order elliptic problems. However, his analysis does not work on the lowest order elements. In this article, we show that it is possible to construct a nonconforming mixed finite element for the lowest order case. We prove the convergence and give estimates of optimal order for this finite element. Our proof is based on the use of the properties of the so-called nonconforming bubble function to control the consistency terms introduced by the nonconforming approximation. We further establish an equivalence between this mixed finite element and the nonconforming piecewise quadratic finite element of Fortin and Soulie [J. Numer. Methods Eng., 19, 505–520, 1983]. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 445–457, 1997     

Mean square convergent three points finite difference scheme for random partial differential equations

In this paper, the random finite difference method with three points is used in solving random partial differential equations problems mainly: random parabolic, elliptic and hyperbolic partial differential equations. The conditions of the mean square convergence of the numerical solutions are studied. The numerical solutions are computed through some numerical case studies.     

伪双曲方程的新混合有限元方法

构造分析一类二阶伪双曲方程的H1-Galerkin扩展混合有限元方法,该方法采用了扩展混合有限元方法和H1-Galerkin混合有限元方法相结合的技巧.新的格式同时保持了扩展混合有限元方法和H1-Galerkin混合有限元方法的优点.该混合格式与标准的混合格式相比能同时逼近三个变量:未知函数、梯度和流量(系数乘以梯度),并且不必满足LBB相容性条件.     

A family of fourth-order parallel splitting methods for parabolic partial differential equations

A family of numerical methods which are L-stable, fourth-order accurate in space and time, and do not require the use of complex arithmetic is developed for solving second-order linear parabolic partial differential equations. In these methods, second-order spatial dderivatives are approximated by fourth-order finite-difference approximations, and the matrix exponential function is approximated by a rational approximation consisting of three parameters. Parallel algorithms are developed and tested on the one-dimensional head equation, with constant coefficients, subject to homogeneous and time-dependent boundary conditions. These methods are also extended to two- and three-dimensional heat equations, with constant coefficients, subject to homogeneous boundary conditions. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13 : 357–373, 1997     

Elliptic solutions in the Hénon–Heiles model

Equations of motion corresponding to the Hénon–Heiles Hamiltonian are considered. A method enabling one to find all elliptic solutions of an autonomous ordinary differential equation or a system of autonomous ordinary differential equations is described. New families of elliptic solutions of a fourth-order equation related to the Hénon–Heiles system are obtained. A classification of elliptic solutions up to the sixth order inclusively is presented.     

四阶抛物偏微分方程的H1-Galerkin混合元方法及数值模拟

到目前为止, H¹-Galerkin 混合有限元方法研究的问题仅局限于二阶发展方程. 然而对于高阶发展方程, 特别是重要的四阶发展方程问题的研究却没有出现. 本文首次提出四阶发展方程的H¹-Galerkin 混合有限元方法, 为了给出理论分析的需要, 我们考虑四阶抛物型发展方程. 通过引进三个适当的中间辅助变量, 形成四个一阶方程组成的方程组系统, 提出四阶抛物型方程的H¹-Galerkin 混合有限元方法. 得到了一维情形下的半离散和全离散格式的最优收敛阶误差估计和多维情形的半离散格式误差估计, 并采用迭代方法证明了全离散格式的稳定性. 最后, 通过数值例子验证了提出算法的可行性. 在一维情况下我们能够同时得到未知纯量函数、一阶导数、负二阶导数和负三阶导数的最优逼近解, 这一点是以往混合元方法所不能得到的.