Notes on the Numerical Solution of the Biharmonic Equation

It is shown that the solution of the differenced form of theDirichlet problem for the biharmonic equation by iteration isachieved in O(h^–1)log h² steps of iteration where h isa step-size parameter from the mesh.     

A uniformly stable family of mixed hp-finite elements with continuous pressures for incompressible flow

A new family of mixed hp-finite elements is presented for thediscretization of planar Stokes flow on meshes of curvilinear,quadrilateral elements. The elements involve continuous pressuresand are shown to be stable with an inf–sup constant boundedbelow independently of the mesh-size h and the spectral orderp. The spaces have balanced approximation properties—theorders of approximation in h and p are equal for both the velocityand the pressure. This is the first example of a uniformly stablemethod with continuous pressures for spectral element discretizationof Stokes equations, valid for geometrically refined meshesand curvilinear elements.     

Quadratic Pareto optimal control of parabolic equation with state-control constraints and an infinite number of variables

A distributed Pareto optimal control problem for the parabolicoperator with an infinite number of variables is considered.The performance index has an integral form. Constraints on controlsand on states are imposed. To obtain optimality conditions forthe Neumann problem, the generalization of the Dubovitskii–MilyutinTheorem given by WALCZAK, S. (1984a) Folia Mathematica, 1, 187–196and (1984b) J. Optimiz. Theory Appl., 42, 561–582, wasapplied.     

The Derivation Problem for Group Algebras of Connected Locally Compact Groups

The derivation problem for a locally compact group G is to decidewhether for each derivation D from L¹(G) into L¹(G) there isa bounded measure µM(G) with D(a) = aµ–µa(a L¹(G)). In this paper we obtain an affirmative answer forthe case of connected groups. To explain the contents of thispaper we give an equivalent formulation of the problem. Supposethat the group G acts as a group of homeomorphisms of the locallycompact space X. Related to this there is an action of G onM(X). A bounded crossed homomorphism from G to M(X) is a map with bounded range and satisfying (gh) = g(h)+(g) (g, h G).The problem for bounded crossed homomorphisms is to decide iffor each such there is an element µ of M(X) with (g)= gµ– µ (g G). The derivation problem isequivalent to this bounded crossed homomorphism problem forthe special case X = G where G acts on X by conjugation (togetherwith some mild continuity hypotheses about the map :GM(X) whichare often automatically satisfied). The bounded crossed homomorphismproblem always has a positive solution if G is amenable anda closely related calculation shows that in solving the boundedcrossed homomorphism problem we need only solve it for functions which are zero on H where H is a given amenable subgroup ofG. It can happen that this condition of being zero on H forces to be zero even when H is a comparatively small subgroup ofG. If h is an element of G such that ‘hⁿx ’ asn for all x X then for any two measures µ and , forlarge values of n, µ and hⁿ have little overlap so ||µ+ hⁿ|| ||µ|| + ||||. Thus if H is the subgroup generatedby h, for any g G .     

A sphere in a second degree polynomial creeping flow parallel to a wall

Comprehensive results are provided for the creeping flow arounda spherical particle in a viscous fluid close to a plane wall,when the external velocity is parallel to the wall and variesas a second degree polynomial in the coordinates. By linearityof Stokes equations, the solution is a sum of flows for typicalunperturbed flows: a pure shear flow, a ‘modulated shearflow’, for which the rate of shear varies linearly inthe direction normal to the wall, and a quadratic flow. Solutionsconsidered here use the bipolar coordinates technique. Theycomplement the accurate results of Chaoui and Feuillebois (2003)for the pure shear flow. The solution of Goren and O'Neill (1971)for the quadratic flow is reconsidered and a new analyticalsolution is derived for the ambient modulated shear flow. Theperturbed flow fields for these two cases are presented in detailand discussed. Results for the force and torque friction factorsare provided with a 5 x 10^–17 accuracy as a reference.For the quadratic flow, there is a force and a torque on a fixedsphere. A minimum value of the torque is found for a gap ofabout 0·18a, where a is the sphere radius. This minimumis interpreted in term of the corresponding flow structure.For the modulated shear flow, there is only a torque. The freemotion of a sphere in an ambient quadratic flow is also determined.     

A fully discrete stabilized finite-element method for the time-dependent Navier-Stokes problem

A fully discrete stabilized finite-element method is presentedfor the two-dimensional time-dependent Navier–Stokes problem.The spatial discretization is based on a finite-element spacepair (X_h, M_h) for the approximation of the velocity and thepressure, constructed by using the Q₁ – P₀ quadrilateralelement or the P₁ – P₀ triangular element; the time discretizationis based on the Euler semi-implicit scheme. It is shown thatthe proposed fully discrete stabilized finite-element methodresults in the optimal order error bounds for the velocity andthe pressure.     

A posteriori L2 error estimation on anisotropic tetrahedral finite element meshes

A new a posteriori L₂ norm error estimator is proposed for thePoisson equation. The error estimator can be applied to anisotropictetrahedral or triangular finite element meshes. The estimatoris rigorously analysed for Dirichlet and Neumann boundary conditions. The lower error bound relies on specifically designed anisotropicbubble functions and the corresponding inverse inequalities.The upper error bound utilizes non-standard anisotropic interpolationestimates. Its proof requires H² regularity of the Poisson problem,and its quality depends on how good the anisotropic mesh resolvesthe anisotropy of the problem. This is measured by a so-called‘matching function’. A numerical example supports the anisotropic error analysis.     

Buckling of an axisymmetric vesicle under compression: the effects of resistance to shear

We consider the axisymmetric deformation of an initially spherical,porous vesicle with incompressible membrane having finite resistanceto in-plane shearing, as the vesicle is compressed between parallelplates. We adopt a thin-shell balance-of-forces formulationin which the mechanical properties of the membrane are describedby a single dimensionless parameter, C, which is the ratio ofthe membrane's resistance to shearing to its resistance to bending.This results in a novel free-boundary problem which we solvenumerically to obtain vesicle shapes as a function of plateseparation, h. For small deformations, the vesicle contactseach plate over a small circular area. At a critical value ofplate separation, h_TC, there is a transcritical bifurcationfrom which a new branch of solutions emerges, representing buckledvesicles which contact each plate along a circular curve. Forthe values of C investigated, we find that the transcriticalbifurcation is subcritical and that there is a further saddle-nodebifurcation (fold) along the branch of buckled solutions ath = h_SN (where h_SN > h_TC). The resulting bifurcation structureis commensurate with a hysteresis loop in which a sudden transitionfrom an unbuckled solution to a buckled one occurs as h is decreasedthrough h_TC and a further sudden transition, this time froma buckled solution to an unbuckled one, occurs as h is increasedthrough h_SN. We find that h_SN and h_TC increase with C, thatis, vesicles that resist shear are more prone to buckling.     

The Fast Numerical Solution of Very Large Elliptic Difference Schemes

Let L_kv_k = g_k be a system of difference equations discretizingan elliptic boundary value problem. Assume the system to be"very large", that means that the number of unknowns exceedsthe capacity of storage. We present a method for solving theproblem with much less storage requirement. For two-dimensionalproblems the size of the needed storage decreases from O(h^–2)to (or even O(h^–5/4)). The computational work increasesonly by a factor about six. The technique can be generalizedto nonlinear problems. The algorithm is also useful for computerswith a small number of parallel processors.     

Compact High-Order Finite Differences for Interface Problems in One Dimension

This paper is concerned with the construction and analysis ofcompact finite difference approximations to the model linearsource problem –(pu')' + qu = f where the functions p,q, and f can have jump discontinuities at a finite number ofpoints. Explicit formulae that give O(h²) O(h³) and O(h⁴) accuracyare derived, and a procedure for computing three-point schemesof any prescribed order of accuracy is presented. A rigoroustruncation and discretization error analysis is offered. Numericalresults are also given.     

A note on least-squares mixed finite elements in relation to standard and mixed finite elements

^** Email: brandts{at}science.uva.nl The least-squares mixed finite-element method for second-orderelliptic problems yields an approximation u_h V_h H₀¹() of thepotential u together with an approximation p_{h h} H(div ; )of the vector field p = – Au. Comparing u_h with the standardfinite-element approximation of u in V_h, and p_h with the mixedfinite-element approximation of p, it turns out that they arehigher-order perturbations of each other. In other words, theyare ‘superclose’. Refined a priori bounds and superconvergenceresults can now be proved. Also, the local mass conservationerror is of higher order than could be concluded from the standarda priori analysis.     

The Modulus of Smoothness and Discrete Data in a Square Domain

This paper relates to a function f on a two-dimensional squaredomain that is finite, infinite, or semi-infinite. It is shownthat, if the second difference of f with respect to a uniformsquare lattice of mesh-size 2^–n is uniformly of order2^–n with 0<<2, then the h-stepsize second differenceof f is uniformly of order h in any direction in the domain.This is deduced from a corresponding, more general weak-type(i.e. Marchaud-type) inequality.     

Generating tuples of free products

Grushko's theorem [Mat. Sb. 8 (1940) 169–182] says thatany generating tuple (g₁, ..., g_m) of a free product H*K isNielsen-equivalent to a tuple (h₁, ..., h_l, k_l+1, ..., k_m) withh_i H and k_i K for all i. The h_i and k_i are clearly not unique.In this paper we address the extent of this non-uniqueness.     

Locking-free DGFEM for elasticity problems in polygons

The h-version of the discontinuous Galerkin finite element method(h-DGFEM) for nearly incompressible linear elasticity problemsin polygons is analysed. It is proved that the scheme is robust(locking-free) with respect to volume locking, even in the absenceof H²-regularity of the solution. Furthermore, it is shown thatan appropriate choice of the finite element meshes leads torobust and optimal algebraic convergence rates of the DGFEMeven if the exact solutions do not belong to H².     

Triple-deck Flows over Wavy Surfaces

Sinusoidally perturbed laminar flow over a flat plate is considered,in which the amplitude and wave number bear the triple-deckrelation to the Reynolds number R. To find the resulting flowfield and in particular the surface shear stress and pressureit is necessary to solve the non-linear lower-deck equation.Analytic solutions of the linearized equations are obtainedand the behaviour of the stresses near the leading edge of thewaviness is examined. As regions further downstream are consideredit is found that the linearized results predict the same surfacestress phase shifts as those derived by Benjamin (1959) forboundary-layer flows over wavy surfaces of amplitude and wavenumberindependent of R. For larger amplitudes, the full non-linearequations are solved numerically via a modification of the spectralmethod of Burggraf & Duck (1981). This modification is shownto significantly increase both the speed and accuracy of theoriginal method for lower-deck problems in general. Specialattention is paid to the problems associated with the semi-infiniteextent of the surface perturbation. The results of these non-linearcalculations of the stresses are examined to determine the effectsof increasing amplitude h and of increasing distance downstream.It is found that the surface stress extrema are phase-shifteddownstream with respect to the surface perturbation both asthe amplitude is increased and as regions further downstreamof the leading edge are considered. Moreover, the stress profilesbecome considerably distorted from sinusoidal as h increases.It is found that separation occurs at higher values of h thanpredicted by linear theory. Finally, differences between resultsfor positive and negative h are examined.     

Optimal control of parabolic equation with an infinite number of variables for non-standard functional and time delay

A distributed control problem for the parabolic operator withan infinite number of variables and time delay is considered.The performance index has an integral form. Constraints on controlsare imposed. To obtain optimality conditions for the Neumannproblem, the generalization of the Dubovitskii–Milyutintheorem given by Walczak in WALCZAK, S. Folia Mathematics, 1,187–196 and WALCZAK, S. J. Optim. Theory Appl., 42, 561–582was applied.     

The streamline-diffusion method for nonconforming Qrot1 elements on rectangular tensor-product meshes

When the streamline–diffusion finite element method isapplied to convection–diffusion problems using nonconformingtrial spaces, it has previously been observed that stabilityand convergence problems may occur. It has consequently beenproposed that certain jump terms should be added to the bilinearform to obtain the same stability and convergence behaviouras in the conforming case. The analysis in this paper showsthat for the Q^rot₁ 1 element on rectangular shape-regular tensor-productmeshes, no jump terms are needed to stabilize the method. Inthis case moreover, for smooth solutions we derive in the streamline–diffusionnorm convergence of order h^3/2 (uniformly in the diffusion coefficientof the problem), where h is the mesh diameter. (This estimateis already known for the conforming case.) Our analysis alsoshows that similar stability and convergence results fail tohold true for analogous piecewise linear nonconforming elements.     

On the Solution of Some Elliptic Difference Equations

Iterative methods for the solution of some nonlinear ellipticdifference systems, approximating the first boundary value problemare considered. If h > 0 is the network step in the spaceof variables x = (x₁, x₂,..., x_p) and 2m is the order of theoriginal boundary value problem, then the iterative methodsproposed give solution of accuracy with the expenditure ofO(|In | h^–(p+m–)) and O(|In | |In h| h^–p)arithmetic operations in the case of a general region and arectangular parallelepiped respectively. In the case p = 2 theestimate O(|In | h^{–[2+ (m/2)]}) is obtained if the regionis made up of rectangles with sides parallel to the co-ordinateaxes.     

Funk-Hecke Formula for Orthogonal Polynomials on Spheres and on Balls

Analogues of the Funk–Hecke formula for spherical harmonicsare proved for Dunkl's h-harmonics associated to the reflectiongroups, and for orthogonal polynomials related to h-harmonicson the unit ball. In particular, an analogue and its applicationare discussed for the weight function (1–|x|²)^µ–1/2on the unit ball in R^d. 2000 Mathematics Subject Classification33C50, 33C55, 42C10.     

The discretized flow on domains of attraction: a structural stability result

It is well known that, for stepsize sufficiently small, compactattractors of ordinary differential equations persist underdiscretization. The present paper describes the structure ofthe discrete-time dynamical system obtained via discretizationon A(M_h)\M_h where M_h is the approximate attractor and A(M_h)is its domain of attraction. The existence of a smooth embeddinginto a continuous-time parallelizable flow is proved. The constructioncan be used to define sections for discretizations and can beinterpreted as a justification of the method of modified equations.