High-order adaptive finite element-singly implicit Runge-Kutta methods for parabolic differential equations

We describe an adaptive mesh refinement finite element method-of-lines procedure for solving one-dimensional parabolic partial differential equations. Solutions are calculated using Galerkin's method with a piecewise hierarchical polynomial basis in space and singly implicit Runge-Kutta (SIRK) methods in time. A modified SIRK formulation eliminates a linear systems solution that is required by the traditional SIRK formulation and leads to a new reduced-order interpolation formula. Stability and temporal error estimation techniques allow acceptance of approximate solutions at intermediate stages, yielding increased efficiency when solving partial differential equations. A priori energy estimates of the local discretization error are obtained for a nonlinear scalar problem. A posteriori estimates of local spatial discretization errors, obtained by order variation, are used with the a priori error estimates to control the adaptive mesh refinement strategy. Computational results suggest convergence of the a posteriori error estimate to the exact discretization error and verify the utility of the adaptive technique.This research was partially supported by the U.S. Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR-90-0194; the U.S. Army Research Office under Contract Number DAAL 03-91-G-0215; by the National Science Foundation under Grant Number CDA-8805910; and by a grant from the Committee on Research, Tulane University.     

Second-order finite element approximations and a posteriori error estimation for two-dimensional parabolic systems

Summary We discuss an adaptive local refinement finite element method of lines for solving vector systems of parabolic partial differential equations on two-dimensional rectangular regions. The partial differential system is discretized in space using a Galerkin approach with piecewise eight-node serendipity functions. An a posteriori estimate of the spatial discretization error of the finite element solution is obtained using piecewise fifth degree polynomials that vanish on the edges of the rectangular elements of a grid. Ordinary differential equations for the finite element solution and error estimate are integrated in time using software for stiff differential systems. The error estimate is used to control a local spatial mesh refinement procedure in an attempt to keep a global measure of the error within prescribed limits. Examples appraising the accuracy of the solution and error estimate and the computational efficiency of the procedure relative to one using bilinear finite elements are presented.Dedicated to Prof. Ivo Babuka on the occasion of his 60th birthdayThis research was partially supported by the U.S. Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR 85-0156 and the U.S. Army Research Office under Contract Number DAAL 03-86-K-0112     

The treatment of nonhomogeneous Dirichlet boundary conditions by thep-version of the finite element method

Summary The paper addresses the problem of the implementation of nonhomogeneous essential Dirichlet type boundary conditions in thep-version of the finite element method.Partially supported by the Office of Naval Research under Grant N-00014-85-K-0169Research partially supported by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR 85-0322     

Locking effects in the finite element approximation of elasticity problems

Summary We consider the finite element approximation of the 2D elasticity problem when the Poisson ratiov is close to 0.5. It is well-known that the performance of certain commonly used finite elements deteriorates asv0, a phenomenon calledlocking. We analyze this phenomenon and characterize the strength of the locking androbustness of varioush-version schemes using triangular and rectangular elements. We prove that thep-andh-p versions are free of locking with respect to the error in the energy norm. A generalization of our theory to the 3D problem is also discussed.The work of this author was supported in part by the Office of Naval Research under Naval Research Grant N00014-90-J-1030The work of this author was supported in part by the Air Force Office of Scientific Research, Air Force Systems Command, U.S. Air Force, under grant AFOSR 89-0252     

On the finite volume element method

Summary The finite volume element method (FVE) is a discretization technique for partial differential equations. It uses a volume integral formulation of the problem with a finite partitioning set of volumes to discretize the equations, then restricts the admissible functions to a finite element space to discretize the solution. this paper develops discretization error estimates for general selfadjoint elliptic boundary value problems with FVE based on triangulations with linear finite element spaces and a general type of control volume. We establishO(h) estimates of the error in a discreteH ¹ semi-norm. Under an additional assumption of local uniformity of the triangulation the estimate is improved toO(h ²). Results on the effects of numerical integration are also included.This research was sponsored in part by the Air Force Office of Scientific Research under grant number AFOSR-86-0126 and the National Science Foundation under grant number DMS-8704169. This work was performed while the author was at the University of Colorado at Denver     

Numerical methods for reaction-diffusion problems with non-differentiable kinetics

Summary We consider a class of steady-state semilinear reaction-diffusion problems with non-differentiable kinetics. The analytical properties of these problems have received considerable attention in the literature. We take a first step in analyzing their numerical approximation. We present a finite element method and establish error bounds which are optimal for some of the problems. In addition, we also discuss a finite difference approach. Numerical experiments for one- and two-dimensional problems are reported.Dedicated to Ivo Babuka on his sixtieth birthdayResearch partially supported by the Air Force Office of Scientific Research, Air Force Systems Command, USAF under Grant Number AFOSR 85-0322     

On conforming finite element methods for the inhomogeneous stationary Navier-Stokes equations

Summary We consider the stationary Navier-Stokes equations, written in terms of the primitive variables, in the case where both the partial differential equations and boundary conditions are inhomogeneous. Under certain conditions on the data, the existence and uniqueness of the solution of a weak formulation of the equations can be guaranteed. A conforming finite element method is presented and optimal estimates for the error of the approximate solution are proved. In addition, the convergence properties of iterative methods for the solution of the discrete nonlinear algebraic systems resulting from the finite element algorithm are given. Numerical examples, using an efficient choice of finite element spaces, are also provided.Supported, in part, by the U.S. Air Force Office of Scientific Research under Grant No. AF-AFOSR-80-0083Supported, in part, by the same agency under Grant No. AF-AFOSR-80-0176-A. Both authors were also partially supported by NASA Contract No. NAS1-15810 while they were in residence at the Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, Hampton, VA 23665, USA     

Finite element methods for semilinear elliptic stochastic partial differential equations

We study finite element methods for semilinear stochastic partial differential equations. Error estimates are established. Numerical examples are also presented to examine our theoretical results. This research is supported by Air Force Office of Scientific Research under the grant number FA9550-05-1-0133 and 985 Project of Jilin University.     

Solution manifolds and submanifolds of parametrized equations and their discretization errors

Summary The paper concerns solution manifolds of nonlinear parameterdependent equations (1)F(u, )=y₀ involving a Fredholm operatorF between (infinite-dimensional) Banach spacesX=Z× andY, and a finitedimensional parameter space . Differntial-geometric ideas are used to discuss the connection between augmented equations and certain onedimensional submanifolds produced by numerical path-tracing procedures. Then, for arbitrary (finite) dimension of , estimates of the error between the solution manifold of (1) and its discretizations are developed. These estimates are shown to be applicable to rather general nonlinear boundaryvalue problems for partial differential equations.This work was in part supported by the U.S. Air Force Office of Scientific Research under Grant 80-0176, the National Science Foundation under Grant MCS-78-05299, and the Office of Naval Research under Contract N-00014-80-C-0455     

Geometric convergence of rational approximations toe −z in infinite sectors

Summary In this paper, we study the geometric convergence of rational approximations toe ^–z in infinite sectors symmetric about the positive real axis.Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2688, and by the University of South Florida Research CouncilResearch supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2729, and by the Atomic Energy Commission under Grant AT (11-1)-2075     

A priori estimates for truncation error of continued fractionsK(1/b n )

A priori estimates are obtained for the truncation error of continued fractions of the formK(1/b _n ), with complex elementsb _n . The method employed is based on the calculation of bounds for successive diameters of a sequence of nested disks, where then-th approximant of the continued fraction is contained in then-th disk. Numerical examples are given to illustrate useful procedures and typical error estimates for continued fraction expansions of the complex logarithm and the ratio of consecutive Bessel functions.This research was supported by the National Science Foundation under Grant No. GP-9009 and by the United States Air Force through the Air Force Office of Scientific Research under Grant No. AFOSR-70-1888.     

Polynomial dual network simplex algorithms

We show how to use polynomial and strongly polynomial capacity scaling algorithms for the transshipment problem to design a polynomial dual network simplex pivot rule. Our best pivoting strategy leads to an O(m ² logn) bound on the number of pivots, wheren andm denotes the number of nodes and arcs in the input network. If the demands are integral and at mostB, we also give an O(m(m+n logn) min(lognB, m logn))-time implementation of a strategy that requires somewhat more pivots.Research supported by AFOSR-88-0088 through the Air Force Office of Scientific Research, by NSF grant DOM-8921835 and by grants from Prime Computer Corporation and UPS.Research supported by NSF Research Initiation Award CCR-900-8226, by U.S. Army Research Office Grant DAAL-03-91-G-0102, and by ONR Contract N00014-88-K-0166.Research supported in part by a Packard Fellowship, an NSF PYI award, a Sloan Fellowship, and by the National Science Foundation, the Air Force Office of Scientific Research, and the Office of Naval Research, through NSF grant DMS-8920550.     

On the sharpness of theorems concerning zero-free regions for certain sequences of polynomials

Summary In this paper, we establish the sharpness of a theorem concerning zero-free parabolic regions for certain sequences of polynomials satisfying a three-term recurrence relation. Similarly, we establish the sharpness of a zero-free sectorial region for certain sequences of Padé approximants toe ^z .Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2688Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2729, and by the Energy Research and Development Administration (ERDA) under Grant E(11-1)-2075     

On the zeros and poles of Padé approximants toe z

Summary In this paper, we study the location of the zeros and poles of general Padé approximats toe ^z. The location of these zeros and poles is useful in the analysis of stability for related numerical methods for solving systems of ordinary differential equations.Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2688, and by the University of South Fla. Research Council.Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2729, and by the Atomic Energy Commission under Grant AT(11-1)-2075.     

On the stability of bilinear-constant velocity-pressure finite elements

Summary An analysis of the Babuka stability of bilinear/constant finite element pairs for viscous flow calculations is given. An unstable mode not of the checkerboard type is given for which the stability constant turns out to beO(h). Thus, the indicated spaces are not stable in general for numerical calculation.Work supported by U.S. Air Force Office of Scientific Research under grant AF-AFOSR-82-0213     

Constrained extrema of bilinear functionals

LetA be an operator on a finite dimensional unitary space. This paper contains results on the set of values taken on by the conjugate bilinear functional (A x, y) asx andy range over all unit vectors with prescribed inner product. By analyzing the same problem for the induced functional on the Grassmannian, results on non-principal subdeterminants are also obtained.The research of this author was supported by the U.S. Air Force Office of Scientific Research under Grant AFOSR 72-2164.     

On the convergence of kernel estimators of probability density functions

Summary The properties of the characteristic function of the fixed-bandwidth kernel estimator of a probability density function are used to derive estimates of the rate of almost sure convergence of such estimators in a family of Hilbert spaces. The convergence of these estimators in a reproducing-kernel Hilbert space is used to prove the uniform convergence of variable-bandwidth estimators. An algorithm employing the fast Fourier transform and heuristic estimates of the optimal bandwidth is presented, and numerical experiments using four density functions are described. This research was supported by the United States Air Force, Air Force Office of Scientific Research, Under Grant Number AFOSR-76-2711.     

Error analysis of a pairwise summation algorithm to compute the sample variance

Summary We give an error analysis of an algorithm for computing the sample variance due to Chan, Golub, and LeVeque [The American Statistician 7 (1983), pp. 242–247]. It is shown that this algorithm is numerically stable. The algorithm computes the sample variance (and the sample mean) using just one pass through the sample data. It is amenable to pairwise summation and thus requires onlyO(logn) parallel steps.Research supported by the Air Force Office of Scientific Research under grant no. AFOSR-88-0161 and by the Office of Naval Research under grant no. N00024-85-C-6041     

On affine scaling and semi-infinite programming

We consider an extension of the affine scaling algorithm for linear programming problems with free variables to problems having infinitely many constraints, and explore the relationship between this algorithm and the finite affine scaling method applied to a discretization of the problem.This material is based on research supported by Air Force Office of Scientific Research Grant AFOSR 89-0410.     

On the zeros and poles of Padé approximants toe z . III

Summary In this paper, we continue our study of the location of the zeros and poles of general Padé approximants toe ^z . We state and prove here new results for the asymptotic location of the normalized zeros and poles for sequences of Padé approximants toe ^z , and for the asymptotic location of the normalized zeros for the associated Padé remainders toe ^z . In so doing, we obtain new results for nontrivial zeros of Whittaker functions, and also generalize earlier results of Szegö and Olver.Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2688Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2729, and by the Energy Research and Development Administration (ERDA) under Grant EY-76-S-02-2075