Applications of a space decomposition method to linear and nonlinear elliptic problems

This work presents some space decomposition algorithms for a convex minimization problem. The algorithms has linear rate of convergence and the rate of convergence depends only on four constants. The space decomposition could be a multigrid or domain decomposition method. We explain the detailed procedure to implement our algorithms for a two-level overlapping domain decomposition method and estimate the needed constants. Numerical tests are reported for linear as well as nonlinear elliptic problems. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 717–737, 1998     

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     

半线性抛物方程的时空有限元方法

讨论半线性抛物方程的连续Galerkin时空有限元方法,利用有限元方法和有限差分方法相结合的技巧,证明了弱解的存在唯一性,给出了时间最大模,空间L~2模,即L~∞(L~2)模误差估计.并给出数值算例证明了连续时空有限元方法对于半线性抛物方程的有效性.     

Finite element formulation based on proper orthogonal decomposition for parabolic equations

A proper orthogonal decomposition (POD) method is applied to a usual finite element (FE) formulation for parabolic equations so that it is reduced into a POD FE formulation with lower dimensions and enough high accuracy. The errors between the reduced POD FE solution and the usual FE solution are analyzed. It is shown by numerical examples that the results of numerical computations are consistent with theoretical conclusions. Moreover, it is also shown that this validates the feasibility and efficiency of POD method. This work was supported by National Natural Science Foundation of China (Grant Nos. 10871022, 10771065, and 60573158) and Natural Science Foundation of Hebei Province (Grant No. A2007001027)     

Cauchy problem of semi-linear parabolic equations with weak data in homogeneous space and application to the Navier-Stokes equations

In this paper we study the Cauchy problem for a class of semi-linear parabolic type equations withweak data n the homogeneous spaces.We give a method which can be used to construct local mild solutionsof the abstract Cauchy problem in C(σ,s,p)and L~q([O,T);H~(s,p)by introducing the concept of both admissiblequintuptet and compatible space and establishing estblishing time-space estimates for solutions to the linear parabolic typeequations For the small data,we prove that these results can be extended globally in time. We also study the     

Error estimates for discontinuous Galerkin method for nonlinear parabolic equations

We consider the nonlinear parabolic partial differential equations. We construct a discontinuous Galerkin approximation using a penalty term and obtain an optimal L^∞(L²) error estimate.     

Domain decomposition for a parabolic convection‐diffusion problem

A two‐dimensional convection‐diffusion problem of parabolic type is considered. A multidomain decomposition algorithm with nonoverlapping subdomains based on a upwind scheme and on a piecewise equidistant mesh is investigated. Uniform in a perturbation parameter convergence properties of the algorithm are established. Numerical experiments complement the theoretical results. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

A second-order ADI scheme for three-dimensional parabolic differential equations

A second-order unconditionally stable ADI scheme has been developed for solving three-dimensional parabolic equations. This scheme reduces three-dimensional problems to a succession of one-dimensional problems. Further, the scheme is suitable for simulating fast transient phenomena. Numerical examples show that the scheme gives an accurate solution for the parabolic equation and converges rapidly to the steady state solution. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:159–168, 1998     

A fractional splitting algorithm for nonoverlapping domain decomposition for parabolic problem

In this article we study the convergence of the nonoverlapping domain decomposition for solving large linear system arising from semi‐discretization of two‐dimensional initial value problem with homogeneous boundary conditions and solved by implicit time stepping using first and two alternatives of second‐order FS‐methods. The interface values along the artificial boundary condition line are found using explicit forward Euler's method for the first‐order FS‐method, and for the second‐order FS‐method to use extrapolation procedure for each spatial variable individually. The solution by the nonoverlapping domain decomposition with FS‐method is applicable to problems that requires the solution on nonuniform meshes for each spatial variable, which will enable us to use different time‐stepping over different subdomains and with the possibility of extension to three‐dimensional problem. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 609–624, 2002     

Convergence rate analysis of an asynchronous space decomposition method for convex minimization

We analyze the convergence rate of an asynchronous space decomposition method for constrained convex minimization in a reflexive Banach space. This method includes as special cases parallel domain decomposition methods and multigrid methods for solving elliptic partial differential equations. In particular, the method generalizes the additive Schwarz domain decomposition methods to allow for asynchronous updates. It also generalizes the BPX multigrid method to allow for use as solvers instead of as preconditioners, possibly with asynchronous updates, and is applicable to nonlinear problems. Applications to an overlapping domain decomposition for obstacle problems are also studied. The method of this work is also closely related to relaxation methods for nonlinear network flow. Accordingly, we specialize our convergence rate results to the above methods. The asynchronous method is implementable in a multiprocessor system, allowing for communication and computation delays among the processors.

     

Backward uniqueness for solutions of linear parabolic equations

We address the backward uniqueness property for the equation in . We show that under rather general conditions on and , implies that vanishes to infinite order for all points . It follows that the backward uniqueness holds if and when n/2$">. The borderline case is also covered with an additional continuity and smallness assumption.

     

Strong-norm error estimates for the projective-difference method for approximately solving abstract parabolic equations

Solutions continuously differentiable with respect to time of parabolic equations in Hilbert space are obtained by the projective-difference method approximately. The discretization of the problem is carried out in the spatial variables using Galerkin's method, and in the time variable using Euler's implicit method. Strong-norm error estimates for approximate solutions are obtained. These estimates not only allow one to establish the convergence of the approximate solutions to the exact ones but also yield numerical characteristics of the rates of convergence. In particular, order-sharp error estimates for finite element subspaces are obtained. Translated fromMatematicheskie Zametki, Vol. 63, No. 3, pp. 898–909, March, 1998. Translated by N. K. Kulman     

Exact solutions for variable coefficients fourth-order parabolic partial differential equations in higher-dimensional spaces

In this paper analytic solution of variable coefficient fourth-order parabolic partial differential equation in two and three space variables are developed. The calculations are accelerated by using the noise terms phenomenon for nonhomogeneous problems. Numerical examples are investigated to illustrate the pertinent features of the proposed algorithm.     

A characteristic nonoverlapping domain decomposition method for multidimensional convection‐diffusion equations

We develop a quasi‐two‐level, coarse‐mesh‐free characteristic nonoverlapping domain decomposition method for unsteady‐state convection‐diffusion partial differential equations in multidimensional spaces. The development of the domain decomposition method is carried out by utilizing an additive Schwarz domain decomposition preconditioner, by using an Eulerian‐Lagrangian method for convection‐diffusion equations and by delicately choosing appropriate interface conditions that fully respect and utilize the hyperbolic nature of the governing equations. Numerical experiments are presented to illustrate the method. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Invariant foliations for parabolic equations

It is proved for parabolic equations that under certain conditions the weak (un-) stable manifolds possess invariant foliations, called strongly (un-) stable foliations. The relevant results on center manifoids are generalized to weak hyperbolic manifolds     

Solving parabolic problems with different time steps in different regions in space based on domain decomposition methods

We describe a method for solving parabolic partial differential equations (PDEs) using local refinement in time. Different time steps are used in different spatial regions based on a domain decomposition finite element method. Extrapolation methods based on either a linearly implicit mid-point rule or a linearly implicit Euler method are used to integrate in time. Extrapolation methods are a better fit than BDF methods in our context since local time stepping in different spatial regions precludes history information. Some linear and nonlinear examples demonstrate the effectiveness of the method.     

A fourth order ADI method for semidiscrete parabolic equations

A fourth order fourstep ADI method is described for solving the systems of ordinary differential equations which are obtained when a (nonlinear) parabolic initial-boundary value problem in two dimensions is semi-discretized. The local time-discretization error and the stability conditions are derived. By numerical experiments it is demonstrated that the (asymptotic) fourth order behaviour does not degenerate if the time step increases to relatively large values. Also a comparison is made with the classical ADI method of Peaceman and Rachford showing the superiority of the fourth order method in the higher accuracy region, particularly in nonlinear problems.     

一种新的局部时间积分的区域分解波形松弛算法

提出一种新的区域分解波形松弛算法, 使得可以在不同的子域采用不同的时间步长来并行求解线性抛物方程的初边值问题. 与传统的区域分解波形松弛算法相比, 该算法可以通过预条件子来加快收敛速度, 并且对内存的需求大大降低. 给出了局部时间步长一种具体的实现方法, 证明了离散解的存在唯一性, 并在时间连续水平分析了预条件系统. 数值实验显示了新算法的有效性.     

Boundedness and blowup for nonlinear degenerate parabolic equations

The author deals with the quasilinear parabolic equation _ut=[u^α+g(u)]Δu+bu^α+1+f(u,∇u)$u_t=[u^{\alpha }+g\left(u\right)]\Delta u+b{u}^{\alpha +1}+f(u,\nabla u)$ with Dirichlet boundary conditions in a bounded domain Ω$\Omega$, where f$f$ and g$g$ are lower-order terms. He shows that, under suitable conditions on f$f$ and g$g$, whether the solution is bounded or blows up in a finite time depends only on the first eigenvalue of −Δ$-\Delta$ in Ω$\Omega$ with Dirichlet boundary condition. For some special cases, the result is sharp.