On finite element methods for convection dominated phenomena

The aim of this work is to give theoretical justification of several types of finite element approximations to the initial-boundary value problems of first order linear hyperbolic equations. Our approximate scheme is obtained by the piecewise linear continuous finite element method for space variable, x, and the Euler type step by step integration method for time variable, t. An artificial viscosity technique, up-stream type methods are considered within the frame work of L²-theory. The convergence and the error estimate of the approximate solutions to the true one are discussed.     

Solution representations for a wave equation with weak dissipation

We consider the Cauchy problem for the weakly dissipative wave equation □v+μ/1+t v_t=0, x∈?ⁿ, t≥0 parameterized by μ>0, and prove a representation theorem for its solutions using the theory of special functions. This representation is used to obtain L_p–L_q estimates for the solution and for the energy operator corresponding to this Cauchy problem. Especially for the L₂ energy estimate we determine the part of the phase space which is responsible for the decay rate. It will be shown that the situation depends strongly on the value of μand that μ=2 is critical. Copyright © 2004 John Wiley & Sons, Ltd.     

Stability Theory of General Contractions for Delay Equations

We study the persistence of the asymptotic stability of delay equations both under linear and nonlinear perturbations. Namely, we consider nonautonomous linear delay equations v′ = L(t)v _t with a nonuniform exponential contraction. Our main objective is to establish the persistence of the nonuniform exponential stability of the zero solution both under nonautonomous linear perturbations, i.e., for the equation v′ = (L(t) + M(t))v _t , thus discussing the so-called robustness problem, and under a large class of nonlinear perturbations, namely for the equation v′ = L(t)v _t + f(t, v _t ). In addition, we consider general contractions e ^−λρ(t) determined by an increasing function ρ that includes the usual exponential behavior with ρ(t) = t as a very special case. We also obtain corresponding results in the case of discrete time.     

Combination of standard Galerkin and subspace methods for the time‐dependent Navier‐Stokes equations with nonsmooth initial data

We consider a combination of the standard Galerkin method and the subspace decomposition methods for the numerical solution of the two‐dimensional time‐dependent incompressible Navier‐Stokes equations with nonsmooth initial data. Because of the poor smoothness of the solution near t = 0, we use the standard Galerkin method for time interval [0, 1] and the subspace decomposition method time interval [1, ∞). The subspace decomposition method is based on the solution into the sum of a low frequency component integrated using a small time step Δt and a high frequency integrated using a larger time step pΔt with p > 1. From the H¹‐stability and L²‐error analysis, we show that the subspace decomposition method can yield a significant gain in computing time. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2009     

The decay of solutions of the Carleman model

We prove that for positive initial data u₀, v₀ ? C¹ ( R ) ∩ L¹ ( R ) vanishing at infinity, the solution u(x, t) v(x, t) of the Carleman model satisfies the estimate The constant C depends only on the initial mass m.     

New decay estimates for linear damped wave equations and its application to nonlinear problem

We present new decay estimates of solutions for the mixed problem of the equation v_tt?v_xx+v_t=0, which has the weighted initial data [v₀,v₁]∈(H¹₀(0,∞) ∩L^1,γ(0,∞)) × (L²(0,∞)∩L^1,γ(0,∞)) (for definition of L^1,γ(0,∞), see below) satisfying γ∈[0,1]. Similar decay estimates are also derived to the Cauchy problem in ?^N for u_tt?Δu+u_t=0 with the weighted initial data. Finally, these decay estimates can be applied to the one dimensional critical exponent problem for a semilinear damped wave equation on the half line. Copyright © 2004 John Wiley & Sons, Ltd.     

Error Estimates for Finite Element Approximations of a Viscous Wave Equation

We consider a family of fully discrete finite element schemes for solving a viscous wave equation, where the time integration is based on the Newmark method. A rigorous stability analysis based on the energy method is developed. Optimal error estimates in both time and space are obtained. For sufficiently smooth solutions, it is demonstrated that the maximal error in the L ²-norm over a finite time interval converges optimally as O(h ^p+1 + Δt ^s ), where p denotes the polynomial degree, s = 1 or 2, h the mesh size, and Δt the time step.     

The Vlasov-Maxwell-Boltzmann system near Maxwellians

Perhaps the most fundamental model for dynamics of dilute charged particles is described by the Vlasov-Maxwell-Boltzmann system, in which particles interact with themselves through collisions and with their self-consistent electromagnetic field. Despite its importance, no global in time solutions, weak or strong, have been constructed so far. It is shown in this article that any initially smooth, periodic small perturbation of a given global Maxwellian, which preserves the same mass, total momentum and reduced total energy (22), leads to a unique global in time classical solution for such a master system. The construction is based on a recent nonlinear energy method with a new a priori estimate for the dissipation: the linear collision operator L, not its time integration, is positive definite for any solutionf(t,x,v) with small amplitude to the Vlasov-Maxwell-Boltzmann system (8) and (12). As a by-product, such an estimate also yields an exponential decay for the simpler Vlasov-Poisson-Boltzmann system (24).     

Implementation of an optimal first-order method for strongly convex total variation regularization

We present a practical implementation of an optimal first-order method, due to Nesterov, for large-scale total variation regularization in tomographic reconstruction, image deblurring, etc. The algorithm applies to μ-strongly convex objective functions with L-Lipschitz continuous gradient. In the framework of Nesterov both μ and L are assumed known—an assumption that is seldom satisfied in practice. We propose to incorporate mechanisms to estimate locally sufficient μ and L during the iterations. The mechanisms also allow for the application to non-strongly convex functions. We discuss the convergence rate and iteration complexity of several first-order methods, including the proposed algorithm, and we use a 3D tomography problem to compare the performance of these methods. In numerical simulations we demonstrate the advantage in terms of faster convergence when estimating the strong convexity parameter μ for solving ill-conditioned problems to high accuracy, in comparison with an optimal method for non-strongly convex problems and a first-order method with Barzilai-Borwein step size selection.     

Covering arrays of strength 3 and 4 from holey difference matrices

A covering array CA(N; t, k, v) is an N × k array with entries from a set X of v symbols such that every N × t sub-array contains all t-tuples over X at least once, where t is the strength of the array. The minimum size N for which a CA(N; t, k, v) exists is called the covering array number and denoted by CAN(t, k, v). Covering arrays are used in experiments to screen for interactions among t-subsets of k components. One of the main problems on covering arrays is to construct a CA(N; t, k, v) for given parameters (t, k, v) so that N is as small as possible. In this paper, we present some constructions of covering arrays of strengths 3 and 4 via holey difference matrices with prescribed properties. As a consequence, some of known bounds on covering array number are improved. In particular, it is proved that (1) CAN(3, 5, 2v) ≤ 2v ²(4v + 1) for any odd positive integer v with gcd(v, 9) ≠ 3; (2) CAN(3, 6, 6p) ≤ 216p ³ + 42p ² for any prime p > 5; and (3) CAN(4, 6, 2p) ≤ 16p ⁴ + 5p ³ for any prime p ≡ 1 (mod 4) greater than 5.     

Stability and error analysis for spectral Galerkin method for the Navier–Stokes equations with L2 initial data

In this article we consider the spectral Galerkin method with the implicit/explicit Euler scheme for the two‐dimensional Navier–Stokes equations with the L² initial data. Due to the poor smoothness of the solution on [0,1), we use the the spectral Galerkin method based on high‐dimensional spectral space H_M and small time step Δt² on this interval. While on [1,∞), we use the spectral Galerkin method based on low‐dimensional spectral space H_m(m = O(M^1/2)) and large time step Δt. For the spectral Galerkin method, we provide the standard H²‐stability and the L²‐error analysis. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

A second order accuracy for a full discretized time-dependent Navier–Stokes equations by a two-grid scheme

We study a second-order two-grid scheme fully discrete in time and space for solving the Navier–Stokes equations. The two-grid strategy consists in discretizing, in the first step, the fully non-linear problem, in space on a coarse grid with mesh-size H and time step Δt and, in the second step, in discretizing the linearized problem around the velocity u _H computed in the first step, in space on a fine grid with mesh-size h and the same time step. The two-grid method has been applied for an analysis of a first order fully-discrete in time and space algorithm and we extend the method to the second order algorithm. This strategy is motivated by the fact that under suitable assumptions, the contribution of u _H to the error in the non-linear term, is measured in the L ² norm in space and time, and thus has a higher-order than if it were measured in the H ¹ norm in space. We present the following results: if h ² = H ³ = (Δt)², then the global error of the two-grid algorithm is of the order of h ², the same as would have been obtained if the non-linear problem had been solved directly on the fine grid.     

On pulsatile flow of a viscous fluid in a rotating channel

A study is made on the pulsatile flow superposed on a steady laminar flow of a viscous fluid in a parallel plate channel rotating with an angular velocity Ω about an axis perpendicular to the plates. An exact solution of the governing equations of motion is obtained. The solution in dimensionless form contain two parametersK ²=ΩL ²/v which is reciprocal of Ekmann Number and frequency parameter σ=αL ²/v. The effects of these parameters on the principal flow characters such as mean sectional velocity and shear stresses at the plates have been examined. For large σ andK ² the flow near the plates has a multiple boundary layer character.     

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.     

Lower bounds for the blowup rate of solutions of the Zakharov equation in dimension two

We consider the blowup solution ( u,n,v )( t ) of the Zakharov equations where u : R ² → C, n : R ² → R, v: R² → R² in the energy space H₁ = {(u,n,v) η H¹ × L² × L²}. We show that there is a constant c depending on the L²-norm of u₀ such that where T is the blowup time. We check that this estimate is optimal and give further applications. © 1996 John Wiley & Sons, Inc.     

The most visited sites of symmetric stable processes

Let X be a symmetric stable process of index α∈ (1,2] and let L ^x _t denote the local time at time t and position x. Let V(t) be such that L _t ^V(t) = sup _{x∈ ℝ} L _t ^x . We call V(t) the most visited site of X up to time t. We prove the transience of V, that is, lim _{t →∞} |V(t)| = ∞ almost surely. An estimate is given concerning the rate of escape of V. The result extends a well-known theorem of Bass and Griffin for Brownian motion. Our approach is based upon an extension of the Ray–Knight theorem for symmetric Markov processes, and relates stable local times to fractional Brownian motion and further to the winding problem for planar Brownian motion. Received: 14 October 1998 / Revised version: 8 June 1999 / Published online: 7 February 2000     

One‐level and two‐level finite element methods for the Boussinesq problem

Previous works on the convergence of numerical methods for the Boussinesq problem were conducted, while the optimal L²‐norm error estimates for the velocity and temperature are still lacked. In this paper, the backward Euler scheme is used to discrete the time terms, standard Galerkin finite element method is adopted to approximate the variables. The MINI element is used to approximate the velocity and pressure, the temperature field is simulated by the linear polynomial. Under some restriction on the time step, we firstly present the optimal L² error estimates of approximate solutions. Secondly, two‐level method based on Stokes iteration for the Boussinesq problem is developed and the corresponding convergence results are presented. By this method, the original problem is decoupled into two small linear subproblems. Compared with the standard Galerkin method, the two‐level method not only keeps good accuracy but also saves a lot of computational cost. Finally, some numerical examples are provided to support the established theoretical analysis.     

Fujita phenomena in nonlinear pseudo-parabolic system

This paper deals with the Cauchy problem to the nonlinear pseudo-parabolic system ut-△u-αut=vp,vt-△v-αvt=uqwith p,q 1 and pq1,where the viscous terms of third order are included.We first find the critical Fujita exponent,and then determine the second critical exponent to characterize the critical space-decay rate of initial data in the co-existence region of global and non-global solutions.Moreover,time-decay profiles are obtained for the global solutions.It can be found that,diferent from those for the situations of general semilinear heat systems,we have to use distinctive techniques to treat the influence from the viscous terms of the highest order.To fix the non-global solutions,we exploit the test function method,instead of the general Kaplan method for heat systems.To obtain the global solutions,we apply the Lp-Lq technique to establish some uniform Lmtime-decay estimates.In particular,under a suitable classification for the nonlinear parameters and the initial data,various Lmtime-decay estimates in the procedure enable us to arrive at the time-decay profiles of solutions to the system.It is mentioned that the general scaling method for parabolic problems relies heavily on regularizing efect to establish the compactness of approximating solutions,which cannot be directly realized here due to absence of the smooth efect in the pseudo-parabolic system.     

Scattering techniques for a one dimensional inverse problem in geophysics

A one dimensional problem for SH waves in an elastic medium is treated which can be written as v_tt = A^?1 (Av_y)_y, A = (?μ)^1/2, ? = density, and μ = shear modulus. Assume A ? C¹ and A′/A ? L¹; from an input v_y(t, 0) = ?(t) let the response v(t, 0) = g(t) be measured (v(t, y) = 0 for t < 0). Inverse scattering techniques are generalized to recover A(y) for y > 0 in terms of the solution K of a Gelfand-Levitan type equation, .     

Global solution on Cauchy problem in nonlinear non-simple thermoelastic materials

We prove a theorem about global existence (in time) of the solution to the initial-value problem for a nonliear system of coupled partial differential equations of fourth order describing the thermoelasticity of non-simple materias. We consider such the case of thim system in which some nonlinear coeffcients can depend not only on the temperature and the gradient of displacement and also on the second derivative of displacement. The corresponding global existence theorem has been proved using the L ^p – L ^q time decay estmates for the solution of the associated linearized problem. Next, we proved the energy estimate in the Sobolev space with constant independent of time. Such an energy estimate allows us to apply the standard continuation argument and to continue the local solution to one desired for all t ∈ (0, ∞)