Spectral element methods for parabolic problems

A spectral element method for solving parabolic initial boundary value problems on smooth domains using parallel computers is presented in this paper. The space domain is divided into a number of shape regular quadrilaterals of size h and the time step k   is proportional to h²$h^2$. At each time step we minimize a functional which is the sum of the squares of the residuals in the partial differential equation, initial condition and boundary condition in different Sobolev norms and a term which measures the jump in the function and its derivatives across inter-element boundaries in certain Sobolev norms. The Sobolev spaces used are of different orders in space and time. We can define a preconditioner for the minimization problem which allows the problem to decouple. Error estimates are obtained for both the h and p versions of this method.     

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     

Parallel Galerkin domain decomposition procedures for parabolic equation on general domain

Parallel Galerkin domain decomposition procedures for parabolic equation on general domain are given. These procedures use implicit Galerkin method in the subdomains and simple explicit flux calculation on the interdomain boundaries by integral mean method or extrapolation method to predict the inner‐boundary conditions. Thus, the parallelism can be achieved by these procedures. These procedures are conservative both in the subdomains and across interboundaries. The explicit nature of the flux prediction induces a time‐step limitation that is necessary to preserve stability, but this constraint is less severe than that for a fully explicit method. L²‐norm error estimates are derived for these procedures. Compared with the work of Dawson and Dupont [Math Comp 58 (1992), 21–35], these L²‐norm error estimates avoid the loss of H^?1/2 factor. Experimental results are presented to confirm the theoretical results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Uniqueness and stability in determining the speed of propagation of second-order hyperbolic equation with variable coefficients

One of the basic inverse problems in an anisotropic media is the determination of coefficients in a bounded domain with a single measurement. We consider the problem of finding the coefficient of the second derivatives in a second-order hyperbolic equation with variable coefficients.

Under a weak regularity assumption and a geometrical condition on the metric, we prove the uniqueness in a multidimensional hyperbolic inverse problem with a single measurement. Moreover we show that our uniqueness results yield the Lipschitz stability estimate in L ² space for solution to the inverse problem under consideration.     

Averaging of the Dirichlet problem for a special hyperbolic Kirchhoff equation

We prove a statement on the averaging of a hyperbolic initial-boundary-value problem in which the coefficient of the Laplace operator depends on the space L ²-norm of the gradient of the solution. The existence of the solution of this problem was studied by Pokhozhaev. In a space domain in ℝⁿ, n ≥ 3, we consider an arbitrary perforation whose asymptotic behavior in a sense of capacities is described by the Cioranesku-Murat hypothesis. The possibility of averaging is proved under the assumption of certain additional smoothness of the solutions of the limiting hyperbolic problem with a certain stationary capacitory potential. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 2, pp. 236–249, February, 2006.     

Convergence of finite element method for linear second‐order wave equations with discontinuous coefficients

A finite element method is proposed and analyzed for hyperbolic problems with discontinuous coefficients. The main emphasize is given on the convergence of such method. Due to low global regularity of the solutions, the error analysis of the standard finite element method is difficult to adopt for such problems. For a practical finite element discretization, optimal error estimates in L^∞(L²) and L^∞(H¹) norms are established for continuous time discretization. Further, a fully discrete scheme based on a symmetric difference approximation is considered, and optimal order convergence in L^∞(H¹) norm is established. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A Nonlinear Deformation of Wiener Space

Based on the complex hyperbolic geometry associated with discrete series of SU(1, 1), we construct a quasi-invariant and ergodic measure on infinite product of Poincaré disc and a hyperbolic analogue of numerical Wiener space which turns out to be a nonlinear deformation of the Wiener space. An integration by parts formula is established. We also investigate the orthogonal decomposition of the L ²-holomorphic functions which is an analogue of the Wiener–Itô–Segal decomposition. In the zero-curvature and large spin limit, we recover the linear Wiener space.     

Nonsmooth eigenfunctions in problems of mathematical physics

We study whether V.A. Il’in’s method for proving the uniqueness of the solution of a mixed problem for a hyperbolic equation applies to a problem with transmission conditions in the interior of the interval. We show that the system of eigenfunctions corresponding to this problem is complete in the space L ²(0, l) and is a Riesz basis in this space.     

The first <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-cohomology of some groups with one end

Let p be a real number greater than one. In this paper we study the vanishing and nonvanishing of the first L ^p -cohomology space of some groups that have one end. We also make a connection between the first L ^p -cohomolgy space and the Floyd boundary of the Cayley graph of a group. We apply the result about Floyd boundaries to show that there exists a real number p such that the first L ^p -cohomology space of a nonelementary hyperbolic group does not vanish. Received: 4 August 2006 Revised: 2 November 2006     

Elliptic optimal control problems with <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-control cost and applications for the placement of control devices

Elliptic optimal control problems with L ¹-control cost are analyzed. Due to the nonsmooth objective functional the optimal controls are identically zero on large parts of the control domain. For applications, in which one cannot put control devices (or actuators) all over the control domain, this provides information about where it is most efficient to put them. We analyze structural properties of L ¹-control cost solutions. For solving the non-differentiable optimal control problem we propose a semismooth Newton method that can be stated and analyzed in function space and converges locally with a superlinear rate. Numerical tests on model problems show the usefulness of the approach for the location of control devices and the efficiency of our algorithm.     

A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models

In this work, we propose a hybrid radial basis functions (RBFs) collocation technique for the numerical solution of fractional advection–diffusion models. In the formulation of hybrid RBFs (HRBFs), there exist shape parameter (c* ) and weight parameter (ϵ) that control numerical accuracy and stability. For these parameters, an adaptive algorithm is developed and validated. The proposed HRBFs method is tested for numerical solutions of some fractional Black–Sholes and diffusion models. Numerical simulations performed for several benchmark problems verified the proposed method accuracy and efficiency. The quantitative analysis is made in terms of L_∞, L₂, L_rms , and L_rel error norms as well as number of nodes N over space domain and time-step δt. Numerical convergence in space and time is also studied for the proposed method. The unconditional stability of the proposed HRBFs scheme is obtained using the von Neumann methodology. It is observed that the HRBFs method circumvented the ill-conditioning problem greatly, a major issue in the Kansa method.     

Global solvability for the Kirchhoff equations in exterior domains of dimension three

We consider the initial (boundary) value problem for the Kirchhoff equations in exterior domains or in the whole space of dimension three, and show that these problems admit time-global solutions, provided the norms of the initial data in the usual Sobolev spaces of appropriate order are sufficiently small. We obtain uniform estimates of the L¹(R) norms with respect to time variable at each point in the domain, of solutions of initial (boundary) value problem for the linear wave equations. We then show that the estimates above yield the unique global solvability for the Kirchhoff equations.     

A new alternating‐direction finite element method for hyperbolic equation

A modified backward difference time discretization is presented for Galerkin approximations for nonlinear hyperbolic equation in two space variables. This procedure uses a local approximation of the coefficients based on patches of finite elements with these procedures, a multidimensional problem can be solved as a series of one‐dimensional problems. Optimal order H₀¹ and L² error estimates are derived. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

On the possibility of strengthening the Lieb-Thirring inequality

In 1976, Lieb and Thirring obtained an upper bound for the square of the normon L ²(?²) of the sum of the squares of functions from finite orthonormal systems via the sum of the squares of the norms of their gradients. Later, a series of Lieb-Thirring inequalities for orthonormal systems was established by many authors. In the present paper, using the standard theory of functions, we prove Lieb-Thirring inequalities, which have applications in the theory of partial differential equations.     

An integral operator related to the Stokes system in exterior domains

Consider a bounded domain Ω in ?³ with C²-boundary ?Ω. In [1] the Stokes problem in the exterior domain ?³/Ω , with resolvent parameter [λ??\] ? [∞,0], is solved by using the method of integral equations. However, for estimating the corresponding solutions in L^p norms, it turns out that a certain operator defined on the spaces L^r(?Ω)³, for r ?]1, ∞[, has to be evaluated in the norm of L^r(?Ω)³. This estimate is proved in the present paper.     

Lower bound for the best approximations of periodic summable functions of two variables and their conjugates in terms of Fourier coefficients

In terms of Fourier coefficients, we establish lower bounds for the sum of norms and the sum of the best approximations by trigonometric polynomials for functions from the space L(Q ²) and functions conjugate to them with respect to each variable and with respect to both variables, provided that these functions are summable. Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 60, No. 8, pp. 1042–1050, August, 2008.     

Minimizing a Sum of Norms Subject to Linear Equality Constraints

Numerical analysis of a class of nonlinear duality problems is presented. One side of the duality is to minimize a sum of Euclidean norms subject to linear equality constraints (the constrained MSN problem). The other side is to maximize a linear objective function subject to homogeneous linear equality constraints and quadratic inequalities. Large sparse problems of this form result from the discretization of infinite dimensional duality problems in plastic collapse analysis.The solution method is based on the l ₁ penalty function approach to the constrained MSN problem. This can be formulated as an unconstrained MSN problem for which the first author has recently published an efficient Newton barrier method, and for which new methods are still being developed.Numerical results are presented for plastic collapse problems with up to 180000 variables, 90000 terms in the sum of norms and 90000 linear constraints. The obtained accuracy is of order 10^-8 measured in feasibility and duality gap.     

A numerical comparison of Chebyshev methods for solving fourth order semilinear initial boundary value problems

In solving semilinear initial boundary value problems with prescribed non-periodic boundary conditions using implicit-explicit and implicit time stepping schemes, both the function and derivatives of the function may need to be computed accurately at each time step. To determine the best Chebyshev collocation method to do this, the accuracy of the real space Chebyshev differentiation, spectral space preconditioned Chebyshev tau, real space Chebyshev integration and spectral space Chebyshev integration methods are compared in the L² and W^2,2 norms when solving linear fourth order boundary value problems; and in the L^∞([0,T];L²) and L^∞([0,T];W^2,2) norms when solving initial boundary value problems. We find that the best Chebyshev method to use for high resolution computations of solutions to initial boundary value problems is the spectral space Chebyshev integration method which uses sparse matrix operations and has a computational cost comparable to Fourier spectral discretization.     

The effect of spatial quadrature on finite element galerkin approximations to hyperbolic integro-differential equations

The purpose of this paper is to study the effect of numerical quadrature on the finite element approximations to the solutions of hyperbolic intego-differential equations. Both semidiscrete and fully discrete schemes are analyzed and optimal estimates are derived in L ^∞(H ¹)L ^∞(L ²) norms and quasi-optimal estimate in L ^∞(L ^∞) norm using energy arguments. Further, optimal L(L ²)-estimates are shown to hold with minimal smoothness assumptions on the initial functions. The analysis in the present paper not only improves upon the earlier results of Baker and Dougalis [SIAM J. Numer. Anal. 13 (1976), pp. 577-598] but also confirms the minimum smoothness assumptions of Rauch [SIAM J. Numer. Anal. 22 (1985), pp. 245-249] for purely second order hyperbolic equation with quadrature.     

On the Equivalence of Transmission Problems in Nonoverlapping Domain Decomposition Methods for Quasilinear PDEs

We consider a general quasilinear model problem of second order in divergence form on a Lipschitz domain, where the latter is divided arbitrarily in finitely many Lipschitz subdomains. Regarding this decomposition, several transmission problems, being equivalent to the model problem in a weak sense, are constructed. Thereby, no regularity assumption on the solution beyond H ¹ is necessary. Furthermore, we do not need additional smoothness conditions on the boundaries of the subdomains and decompositions with crosspoints are admissible.