A superconvergent $L^{\infty}$-error estimate of RT1 mixed methods for elliptic control problems with an integral constraint

In this paper, we investigate the superconvergence property of mixed finite element methods for a linear elliptic control problem with an integral constraint. The state and co-state are approximated by the order $k=1$ Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise constant functions. A superconvergent approximation of the control variable $u$ will be constructed by a projection of the discrete adjoint state. It is proved that this approximation have convergence order $h^{2}$ in $L^{\infty}$-norm. Finally, a numerical example is given to demonstrate the theoretical results.     

A global superconvergent $L^{\infty}$-error estimate of mixed finite element methods for semilinear elliptic optimal control problems

In this paper, we discuss the superconvergence of mixed finite element methods for a semilinear elliptic control problem with an integral constraint. The state and costate are approximated by the order $k=1$ Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise constant functions. Approximation of the optimal control of the continuous optimal control problem will be constructed by a projection of the discrete adjoint state. It is proved that this approximation has convergence order $h^{2}$ in $L^{\infty}$-norm. Finally, a numerical example is given to demonstrate the theoretical results.     

半导体瞬态问题的修正迎风有限体积格式

半导体器件的瞬时状态由包含三个拟线性偏微分方程所组成的方程组的初边值问题来描述.其中电子位势方程足椭圆型的,电子和空穴浓度方程是对流扩散型的.对电子位势方程采用一次元有限体积法米逼近,对电子浓度和空穴浓度方程采用修正的迎风有限体积方法来逼近,并进行详细的理论分析,关于位势得到O(h Δt)阶的H1模误差估计结果,关于浓度得到O(h2 Δt)阶的L2模误差估计结果.最后,给出数值例子.     

A C0-WEAK GALERKIN FINITE ELEMENT METHOD FOR THE TWO-DIMENSIONAL NAVIER-STOKES EQUATIONS IN STREAM-FUNCTION FORMULATION

We propose and analyze a $C^0$-weak Galerkin (WG) finite element method for the numerical solution of the Navier-Stokes equations governing 2D stationary incompressible flows. Using a stream-function formulation, the system of Navier-Stokes equations is reduced to a single fourth-order nonlinear partial differential equation and the incompressibility constraint is automatically satisfied. The proposed method uses continuous piecewise-polynomial approximations of degree $k+2$ for the stream-function $\psi$ and discontinuous piecewise-polynomial approximations of degree $k+1$ for the trace of $\nabla\psi$ on the interelement boundaries. The existence of a discrete solution is proved by means of a topological degree argument, while the uniqueness is obtained under a data smallness condition. An optimal error estimate is obtained in $L^2$-norm, $H^1$-norm and broken $H^2$-norm. Numerical tests are presented to demonstrate the theoretical results.     

Analysis of Nonlinear Quadratic Control in Infinite Time

This study refers to minimization of quadratic functionals in infinite time. The coefficients of the quadratic form are quadratic matrices, function of the state variable. Dynamic constraints are represented by a bilinear differential systems of the form. The necessary extremum conditions determine the adjoint variables λ and the control variables u as functions of state variable, respectively the adjoint system corresponding to those functions. Thus it will be obtained a matrix differential equation where the solution representing the positive defined symmetric matrix P ( x ), verifies the Riccati algebraic equation. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Finite difference/$H^1$-Galerkin MFE procedure for a fractional water wave model

In this article, an $H^1$-Galerkin mixed finite element (MFE) method for solving the time fractional water wave model is presented. First-order backward Euler difference method and $L1$ formula are applied to approximate integer derivative and Caputo fractional derivative with order $1/2$, respectively, and $H^1$-Galerkin mixed finite element method is used to approximate the spatial direction. The analysis of stability for fully discrete mixed finite element scheme is made and the optimal space-time orders of convergence for two unknown variables in both $H^1$-norm and $L^2$-norm are derived. Further, some computing results for a priori analysis and numerical figures based on four changed parameters in the studied problem are given to illustrate the effectiveness of the current method     

Meshless methods for solving Dirichlet boundary optimal control problems governed by elliptic PDEs

In this paper, two meshless schemes are proposed for solving Dirichlet boundary optimal control problems governed by elliptic equations. The first scheme uses radial basis function collocation method (RBF-CM) for both state equation and adjoint state equation, while the second scheme employs the method of fundamental solution (MFS) for the state equation when it has a zero source term, and RBF-CM for the adjoint state equation. Numerical examples are provided to validate the efficiency of the proposed schemes.     

Solving optimal control problems for the unsteady Burgers equation in COMSOL Multiphysics

The optimal control of unsteady Burgers equation without constraints and with control constraints are solved using the high-level modelling and simulation package COMSOL Multiphysics. Using the first-order optimality conditions, projection and semi-smooth Newton methods are applied for solving the optimality system. The optimality system is solved numerically using the classical iterative approach by integrating the state equation forward in time and the adjoint equation backward in time using the gradient method and considering the optimality system in the space-time cylinder as an elliptic equation and solving it adaptively. The equivalence of the optimality system to the elliptic partial differential equation (PDE) is shown by transforming the Burgers equation by the Cole-Hopf transformation to a linear diffusion type equation. Numerical results obtained with adaptive and nonadaptive elliptic solvers of COMSOL Multiphysics are presented both for the unconstrained and the control constrained case.     

三维半导体问题的迎风有限体积格式

半导体器件的瞬时状态由包含三个拟线性偏微分方程所组成的方程组的初边值问题来描述.其中电子位势方程是椭圆型的,电子和空穴浓度方程是对流扩散型的.作者对三维半导体模型问题采用四面体网格上的有限体积元方法进行逼近,具体地,对电子位势方程采用一次元有限体积法来逼近,对电子浓度和空穴浓度方程采用迎风有限体积方法来逼近,并进行了详细的理论分析,得到了O(h+\Delta t)阶的L^2模误差估计结果.     

Error estimates for the numerical approximation of Neumann control problems governed by a class of quasilinear elliptic equations

We study the numerical approximation of Neumann boundary optimal control problems governed by a class of quasilinear elliptic equations. The coefficients of the main part of the operator depend on the state function, as a consequence the state equation is not monotone. We prove that strict local minima of the control problem can be approximated uniformly by local minima of discrete control problems and we also get an estimate of the rate of this convergence. One of the main issues in this study is the error analysis of the discretization of the state and adjoint state equations. Some difficulties arise due to the lack of uniqueness of solution of the discrete equations. The theoretical results are illustrated by numerical tests.     

Unconditionally Superclose Analysis of a New Mixed Finite Element Method for Nonlinear Parabolic Equation

This paper develops a framework to deal with the unconditional superclose analysis of nonlinear parabolic equation. Taking the finite element pair $Q_{11}/Q_{01} × Q_{10}$ as an example, a new mixed finite element method (FEM) is established and the $τ$ -independent superclose results of the original variable $u$ in $H^1$-norm and the flux variable $\mathop{q} \limits ^{\rightarrow}= −a(u)∇u$ in $L^2$-norm are deduced ($τ$ is the temporal partition parameter). A key to our analysis is an error splitting technique, with which the time-discrete and the spatial-discrete systems are constructed, respectively. For the first system, the boundedness of the temporal errors is obtained. For the second system, the spatial superclose results are presented unconditionally, while the previous literature always only obtain the convergent estimates or require certain time step conditions. Finally, some numerical results are provided to confirm the theoretical analysis, and show the efficiency of the proposed method.     

Multidomain Legendre-Galerkin Least-Squares Method for Linear Differential Equations with Variable Coefficients

The multidomain Legendre-Galerkin least-squares method is developed for solving linear differential problems with variable coefficients. By introducing a flux, the original differential equation is rewritten into an equivalent first-order system, and the Legendre Galerkin is applied to the discrete form of the corresponding least squares function. The proposed scheme is based on the Legendre-Galerkin method, and the Legendre/Chebyshev-Gauss-Lobatto collocation method is used to deal with the variable coefficients and the right hand side terms. The coercivity and continuity of the method are proved and the optimal error estimate in $H^1$-norm is obtained. Numerical examples are given to validate the efficiency and spectral accuracy of our scheme. Our scheme is also applied to the numerical solutions of the parabolic problems with discontinuous coefficients and the two-dimensional elliptic problems with piecewise constant coefficients, respectively.     

Sharp error estimate of Grünwald-Letnikov scheme for a multi-term time fractional diffusion equation

Mixed and hybrid finite element discretizations for distributed optimal control problems governed by an elliptic equation are analyzed. A cost functional keeping track of both the state and its gradient is studied. A priori error estimates and super-convergence properties for the continuous and discrete optimal states, adjoint states, and controls will be given. The approximating finite-dimensional systems will be solved by adding penalization terms for the state and the associated Lagrange multipliers. In general, performing optimization, discretization, hybridization, and penalization in any order lead to the same optimality system. Numerical examples based on the Raviart–Thomas finite elements will be presented.

     

Residual-based a posteriori error control for Space-time finite element approximations of parabolic optimal control problems

In this paper we investigate a space-time finite element approximation of parabolic optimal control problems. The first order optimality conditions are transformed into an elliptic equation of fourth order in space and second order in time involving only the state or the adjoint state in the space-time domain. We derive a priori and a posteriori error estimates for the time discretization of the state and the adjoint state. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Elliptic Reconstruction and a Posteriori Error Estimates for Fully Discrete Semilinear Parabolic Optimal Control Problems

This article studies a posteriori error analysis of fully discrete finite element approximations for semilinear parabolic optimal control problems. Based on elliptic reconstruction approach introduced earlier by Makridakis and Nochetto [25], a residual based a posteriori error estimators for the state, co-state and control variables are derived. The space discretization of the state and co-state variables is done by using the piecewise linear and continuous finite elements, whereas the piecewise constant functions are employed for the control variable. The temporal discretization is based on the backward Euler method. We derive a posteriori error estimates for the state, co-state and control variables in the $L^\infty(0,T;L^2(\Omega))$-norm. Finally, a numerical experiment is performed to illustrate the performance of the derived estimators.     

A Two-Grid Algorithm of Fully Discrete Galerkin Finite Element Methods for a Nonlinear Hyperbolic Equation

A two-grid finite element approximation is studied in the fully discrete scheme obtained by discretizing in both space and time for a nonlinear hyperbolic equation. The main idea of two-grid methods is to use a coarse-grid space ($S_H$) to produce a rough approximation for the solution of nonlinear hyperbolic problems and then use it as the initial guess on the fine-grid space ($S_h$). Error estimates are presented in $H^1$-norm, which show that two-grid methods can achieve the optimal convergence order as long as the two different girds satisfy $h$ = $\mathcal{O}$($H^2$). With the proposed techniques, we can obtain the same accuracy as standard finite element methods, and also save lots of time in calculation. Theoretical analyses and numerical examples are presented to confirm the methods.     

Discrete and continuous maximum principles for parabolic and elliptic operators

The major qualitative properties of linear parabolic and elliptic operators/PDEs are the different maximum principles (MPs). Another important property is the stabilization property (SP), which connects these two types of operators/PDEs. This means that under some assumptions the solution of the parabolic PDE tends to an equilibrium state when t→∞, which is the solution of the corresponding elliptic PDE. To solve PDEs we need to use some numerical methods, and it is a natural requirement that these qualitative properties are preserved on the discrete level. In this work we investigate this question when a two-level discrete mesh operator is used as the discrete model of the parabolic operator (which is a one-step numerical procedure for solving the parabolic PDE) and a matrix as a discrete elliptic operator (which is a linear algebraic system of equations for solving the elliptic PDE). We clarify the relation between the discrete parabolic maximum principle (DPMP), the discrete elliptic maximum principle (DEMP) and the discrete stabilization property (DSP). The main result is that the DPMP implies the DSP and the DEMP.     

Adjoint concepts for the optimal control of Burgers equation

Adjoint techniques are a common tool in the numerical treatment of optimal control problems. They are used for efficient evaluations of the gradient of the objective in gradient-based optimization algorithms. Different adjoint techniques for the optimal control of Burgers equation with Neumann boundary control are studied. The methods differ in the point in the numerical algorithm at which the adjoints are incorporated. Discretization methods for the continuous adjoint are discussed and compared with methods applying the application of the discrete adjoint. At the example of the implicit Euler method and the Crank Nicolson method it is shown that a discretization for the adjoint problem that is adjoint to the discretized optimal control problem avoids additional errors in gradient-based optimization algorithms. The approach of discrete adjoints coincides with that of automatic differentiation tools (AD) which provide exact gradient calculations on the discrete level.     

带非局部边界条件的非线性抛物方程的隐式差分解法

在准静态弹性力学中常遇到求解带有非局部边界条件的抛物方程初边值问题.本文构造了一个数值求解带有非局部边界条件的非线性抛物方程的隐式差分格式,利用离散泛函分析的知识和不动点定理证明了差分解是存在的,且在离散最大模意义下关于时间步长一阶收敛,关于空间步长二阶收敛,并给出了数值算例.     

具有调和曲率与有限$L^p$曲率的完备流形

Let(M~n, g)(n ≥ 3) be an n-dimensional complete Riemannian manifold with harmonic curvature and positive Yamabe constant. Denote by R and R?m the scalar curvature and the trace-free Riemannian curvature tensor of M, respectively. The main result of this paper states that R?m goes to zero uniformly at infinity if for p ≥ n, the L~p-norm of R?m is finite.As applications, we prove that(M~n, g) is compact if the L~p-norm of R?m is finite and R is positive, and(M~n, g) is scalar flat if(M~n, g) is a complete noncompact manifold with nonnegative scalar curvature and finite L~p-norm of R?m. We prove that(M~n, g) is isometric to a spherical space form if for p ≥n/2, the L~p-norm of R?m is sufficiently small and R is positive.In particular, we prove that(M~n, g) is isometric to a spherical space form if for p ≥ n, R is positive and the L~p-norm of R?m is pinched in [0, C), where C is an explicit positive constant depending only on n, p, R and the Yamabe constant.