A refined mixed finite-element method for the stationary Navier Stokes equations with mixed boundary conditions

Serge Nicaise ^{This paper is concerned with the mixed formulation of the Navier–Stokesequations with mixed boundary conditions in 2D polygonal domainsand its numerical approximation. We first describe the regularityof any solution. The problem is then approximated by a mixedfinite-element method where the strain tensor and the antisymmetricgradient tensor, quantities of practical importance, are introducedas new unknowns. An existence result for the finite-elementsolution and convergence results are proved near a nonsingularsolution. Quasi-optimal error estimates are finally presented.}     

Predicting overflow in an emergency department

G. B. Byrnes Centre for Molecular, Environmental, Genetic and Analytic Epidemiology, Department of Public Health, The University of Melbourne, Victoria, Australia C. A. Bain Directorate Office, Western and Central Melbourne Integrated Cancer Service, Victoria, Australia M. Fackrell Department of Mathematics and Statistics, The University of Melbourne, Victoria, Australia C. Brand Clinical Epidemiology and Health Service Evaluation Unit, Melbourne Health, Victoria, Australia D. A. Campbell Department of Medicine, Southern Clinical School, Monash University, Victoria, Australia P. G. Taylor Department of Mathematics and Statistics, The University of Melbourne, Victoria, Australia Email: l.au{at}ms.unimelb.edu.au Received on 9 October 2007. Accepted on 4 February 2008. Ambulance bypass occurs when the emergency department (ED) ofa hospital becomes so busy that ambulances are requested totake their patients elsewhere, except in life-threatening cases.It is a major concern for hospitals in Victoria, Australia,and throughout most of the western world, not only from thepoint of view of patient safety but also financially—hospitalslose substantial performance bonuses if they go on ambulancebypass too often in a given period. We show that the main causeof ambulance bypass is the inability to move patients from theED to a ward. In order to predict the onset of ambulance bypass,the ED is modelled as a queue for treatment followed by a queuefor a ward bed. The queues are assumed to behave as inhomogeneousPoisson arrival processes. We calculate the probability of reachingsome designated capacity C within time t, given the currenttime and number of patients waiting.     

Additive Schwarz preconditioning for p-version triangular and tetrahedral finite elements

Jens M. Melenk ^{This paper analyses two-level Schwarz methods for matrices arisingfrom the p-version finite-element method on triangular and tetrahedralmeshes. The coarse level consists of the lowest-order finite-elementspace. On the fine level, we investigate several decompositionswith large or small overlap leading to optimal or close to optimalcondition numbers. The analysis is confirmed by numerical experimentsfor a simple model problem and an elasticity problem on a complexgeometry.}     

A box‐shaped cyclically reduced operator

We propose a new procedure of partial cyclic reduction, where we apply a 2^d‐color ordering (with d=2, 3 the dimension of the problem), and use different operators for different gridpoints according to their color. These operators are chosen so that the gridpoints can be readily decoupled, and we then eliminate all colors but one. This yields a smaller cartesian mesh and box‐shaped 9‐point (in 2D) or 27‐point (in 3D) operators that are easy to analyze and implement. Multi‐line and multi‐plane orderings are considered, and we perform convergence analysis and numerical experiments that demonstrate the merits of our approach. Copyright © 2010 John Wiley & Sons, Ltd.     

Analysis of time discretization methods for Stokes equations with a nonsmooth forcing term

We consider a time dependent Stokes problem that is motivated by two-phase incompressible flow problems with surface tension. The surface tension force results in a right-hand side functional in the momentum equation with poor regularity properties. As a strongly simplified model problem we treat a Stokes problem with a similar time dependent nonsmooth forcing term. We consider the implicit Euler and Crank-Nicolson methods for time discretization. The regularity properties of the data are such that for the Crank-Nicolson method one can not apply error analyses known in the literature. We present a convergence analysis leading to a second order error bound in a suitable negative norm that is weaker that the $L^2$ -norm. Results of numerical experiments are shown that confirm the analysis.     

Randomized Smolyak algorithms based on digital sequences for multivariate integration

Gunther Leobacher ^{In this paper, we consider Smolyak algorithms based on quasi-MonteCarlo rules for high-dimensional numerical integration. Thequasi-Monte Carlo rules employed here use digital (t, , ß,, d)-sequences as quadrature points. We consider the worst-caseerror for multivariate integration in certain Sobolev spacesand show that our quadrature rules achieve the optimal rateof convergence. By randomizing the underlying digital sequences,we can also obtain a randomized Smolyak algorithm. The boundon the worst-case error holds also for the randomized algorithmin a statistical sense. Further, we also show that the randomizedalgorithm is unbiased and that the integration error can beapproximated as well.}     

An Augmented Lagrangian Method for a Class of Inverse Quadratic Programming Problems

We consider an inverse quadratic programming (QP) problem in which the parameters in the objective function of a given QP problem are adjusted as little as possible so that a known feasible solution becomes the optimal one. We formulate this problem as a minimization problem with a positive semidefinite cone constraint and its dual is a linearly constrained semismoothly differentiable (SC¹) convex programming problem with fewer variables than the original one. We demonstrate the global convergence of the augmented Lagrangian method for the dual problem and prove that the convergence rate of primal iterates, generated by the augmented Lagrange method, is proportional to 1/r, and the rate of multiplier iterates is proportional to  $1/\sqrt{r}$ , where r is the penalty parameter in the augmented Lagrangian. As the objective function of the dual problem is a SC¹ function involving the projection operator onto the cone of symmetrically semi-definite matrices, the analysis requires extensive tools such as the singular value decomposition of matrices, an implicit function theorem for semismooth functions, and properties of the projection operator in the symmetric-matrix space. Furthermore, the semismooth Newton method with Armijo line search is applied to solve the subproblems in the augmented Lagrange approach, which is proven to have global convergence and local quadratic rate. Finally numerical results, implemented by the augmented Lagrangian method, are reported.     

Error analysis of the L2 least‐squares finite element method for incompressible inviscid rotational flows

In this article we analyze the L² least‐squares finite element approximations to the incompressible inviscid rotational flow problem, which is recast into the velocity‐vorticity‐pressure formulation. The least‐squares functional is defined in terms of the sum of the squared L² norms of the residual equations over a suitable product function space. We first derive a coercivity type a priori estimate for the first‐order system problem that will play the crucial role in the error analysis. We then show that the method exhibits an optimal rate of convergence in the H¹ norm for velocity and pressure and a suboptimal rate of convergence in the L² norm for vorticity. A numerical example in two dimensions is presented, which confirms the theoretical error estimates. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004     

Optimization of the Hermitian and Skew-Hermitian Splitting Iteration for Saddle-Point Problems

We study the asymptotic rate of convergence of the alternating Hermitian/skew-Hermitian iteration for solving saddle-point problems arising in the discretization of elliptic partial differential equations. By a careful analysis of the iterative scheme at the continuous level we determine optimal convergence parameters for the model problem of the Poisson equation written in div-grad form. We show that the optimized convergence rate for small mesh parameter h is asymptotically 1–O(h ^1/2). Furthermore we show that when the splitting is used as a preconditioner for a Krylov method, a different optimization leading to two clusters in the spectrum gives an optimal, h-independent, convergence rate. The theoretical analysis is supported by numerical experiments.This revised version was published online in October 2005 with corrections to the Cover Date.