A Legendre-Galerkin method for solving general Volterra functional integral equations

We propose in this paper a fully discrete Legendre-Galerkin method for solving general Volterra functional integral equations. The focus of this paper is the stability analysis of this method. Based on this stability result, we prove that the approximation equation has a unique solution, and then show that the Legendre-Galerkin method gives the optimal convergence order \(\mathcal {O}(n^{-m})\), where m denotes the degree of the regularity of the exact solution and n+1 denotes the dimensional number of the approximation space. Moreover, we establish that the spectral condition constant of the coefficient matrix relative to the corresponding linear system is uniformly bounded for sufficiently large n. Finally, we use numerical examples to confirm the theoretical prediction.     

Spectral methods for weakly singular Volterra integral equations with smooth solutions

We propose and analyze a spectral Jacobi-collocation approximation for the linear Volterra integral equations (VIEs) of the second kind with weakly singular kernels. In this work, we consider the case when the underlying solutions of the VIEs are sufficiently smooth. In this case, we provide a rigorous error analysis for the proposed method, which shows that the numerical errors decay exponentially in the infinity norm and weighted Sobolev space norms. Numerical results are presented to confirm the theoretical prediction of the exponential rate of convergence.     

Error estimate of fully discrete discontinuous Galerkin approximation for the viscoelasticity type equation

In this paper we develop fully discrete discontinuous Galerkin approximation using symmetric interior penalty method. We construct finite element spaces which consist of piecewise continuous polynomials. We introduce an appropriate elliptic-type projection of u and prove its optimal convergence. We develop fully discrete discontinuous Galerkin approximations and prove the optimal convergence in ? ^∞(L ²) normed space.     

Fast Fourier-Galerkin methods for solving singular boundary integral equations: Numerical integration and precondition

We develop a fast fully discrete Fourier-Galerkin method for solving a class of singular boundary integral equations. We prove that the number of multiplications used in generating the compressed matrix is O(nlog³n), and the solution of the proposed method preserves the optimal convergence order O(n^−t), where n is the order of the Fourier basis functions used in the method and t denotes the degree of regularity of the exact solution. Moreover, we propose a preconditioning which ensures the numerical stability when solving the preconditioned linear system. Numerical examples are presented to confirm the theoretical estimates and to demonstrate the approximation accuracy and computational efficiency of the proposed algorithm.     

带常系数的Cauchy型奇异积分方程的快速方法

Petrov-Galerkin 方法是研究Cauchy型奇异积分方程的最基本的数值方法. 用此方法离散积分方程可得一系数矩阵是稠密的线性方程组. 如果方程组的阶比较大, 则求解此方程组所需要的计算复杂度则会变得很大. 因此, 发展此类方程的快速数值算法就变成了必然. 该文将就对带常系数的Cauchy型奇异积分方程给出一种快速数值方法. 首先用一稀疏矩阵来代替稠密系数矩阵, 其次用数值积分公式离散上述方程组得到其完全离散的形式,然后用多层扩充方法求解此完全离散的线性方程组. 证明经过上述过程得到方程组的逼进解仍然保持了最优阶, 并且整个过程所需要的计算复杂度是拟线性的. 最后通过数值实验证明结论.     

Finite element method for a class of parabolic integro-differential equations with interfaces

In this paper, convergence of finite element method for a class of parabolic integro-differential equations with discontinuous coefficients are analyzed. Optimal L ²(L ²) and L ² (H ¹) norms are shown to hold when the finite element space consists of piecewise linear functions on a mesh that do not require to fit exactly to the interface. Both continuous time and discrete time Galerkin methods are discussed for arbitrary shape but smooth interfaces.     

A finite element method for a single phase quasilinear free boundary problem in one space dimension

In this paper, we apply finite element Galerkin method to a singlephase quasilinear Stefan problem with a forcing term. To construct the fully discrete approximation we apply the extrapolated Crank-Nicolson method and we derive the optimal order of convergence 2 in the temporal direction inL ²,H ¹ normed spaces.     

A TWO-LEVEL FINITE ELEMENT GALERKIN METHOD FOR THE NONSTATIONARY NAVIER-STOKES EQUATIONS II： TIME DISCRETIZATION

In this article we consider the fully discrete two-level finite element Galerkin method for the two-dimensional nonstationary incompressible Navier-Stokes equations. This method consists in dealing with the fully discrete nonlinear Navier-Stokes problem on a coarse mesh with width $H$ and the fully discrete linear generalized Stokes problem on a fine mesh with width $h << H$. Our results show that if we choose $H=O(h^{1/2}$) this method is as the same stability and convergence as the fully discrete standard finite element Galerkin method which needs dealing with the fully discrete nonlinear Navier-Stokes problem on a fine mesh with width $h$. However, our method is cheaper than the standard fully discrete finite element Galerkin method.     

On some methods for entropy maximization and matrix scaling

We describe and survey in this paper iterative algorithms for solving the discrete maximum entropy problem with linear equality constraints. This problem has applications e.g. in image reconstruction from projections, transportation planning, and matrix scaling. In particular we study local convergence and asymptotic rate of convergence as a function of the iteration parameter. For the trip distribution problem in transportation planning and the equivalent problem of scaling a positive matrix to achieve a priori given row and column sums, it is shown how the iteration parameters can be chosen in an optimal way. We also consider the related problem of finding a matrix X, diagonally similar to a given matrix, such that corresponding row and column norms in X are all equal. Reports of some numerical tests are given.     

A fully discrete H 1-Galerkin method with quadrature for nonlinear advection–diffusion–reaction equations

We propose and analyze a fully discrete H ¹-Galerkin method with quadrature for nonlinear parabolic advection–diffusion–reaction equations that requires only linear algebraic solvers. Our scheme applied to the special case heat equation is a fully discrete quadrature version of the least-squares method. We prove second order convergence in time and optimal H ¹ convergence in space for the computer implementable method. The results of numerical computations demonstrate optimal order convergence of scheme in H ^k for k = 0, 1, 2. Support of the Australian Research Council is gratefully acknowledged.     

Dirac delta methods for Helmholtz transmission problems

In this paper we use a boundary integral method with single layer potentials to solve a class of Helmholtz transmission problems in the plane. We propose and analyze a novel and very simple quadrature method to solve numerically the equivalent system of integral equations which provides an approximation of the solution of the original problem with linear convergence (quadratic in some special cases). Furthermore, we also investigate a modified quadrature approximation based on the ideas of qualocation methods. This new scheme is again extremely simple to implement and has order three in weak norms.      

Construction par des éléments finis p1 d'une approximation convergente de problèmes variationnels

We consider some variational problems with nonlinear boundary conditions. We approximate them by some discrete problems using P₁ finite elements. We know that the discrete problems converge to the continuous ones when we consider linear boundary conditions (see [1]). We are interested by the nonlinear case. Mainly, we prove convergence for this kind of problems.     

Finite volume element approximation and analysis for a kind of semiconductor device simulation

In this paper, we present a finite volume element scheme for a kind of two dimensional semiconductor device simulation. A general framework is developed for finite volume element approximation of the semiconductor problems. We construct a fully discrete finite volume element scheme based on triangulations with a piecewise linear finite element space and a general type of control volume. Optimal-order convergence in H ¹-norm is derived.     

A fast Fourier-collocation method for second boundary integral equations

In this paper we develop a fast collocation method for second boundary integral equations by the trigonometric polynomials. We propose a convenient way to compress the dense matrix representation of a compact integral operator with a smooth kernel under the Fourier basis and the corresponding collocation functionals. The compression leads to a sparse matrix with only O(nlog²n) number of nonzero entries, where 2n+1 denotes the order of the matrix. Thus we develop a fast Fourier-collocation method. We prove that the fast Fourier-collocation method gives the optimal convergence order up to a logarithmic factor. Moreover, we design a fast scheme for solving the corresponding truncated linear system. We establish that this algorithm preserves the quasi-optimal convergence of the approximate solution with requiring a number of O(nlog³n) multiplications.     

Stability and Super Convergence Analysis of ADI-FDTD for the 2D Maxwell Equations in a Lossy Medium

Several new energy identities of the two dimensional(2D) Maxwell equations in a lossy medium in the case of the perfectly electric conducting boundary conditions are proposed and proved. These identities show a new kind of energy conservation in the Maxwell system and provide a new energy method to analyze the alternating direction implicit finite difference time domain method for the 2D Maxwell equations (2D-ADI-FDTD). It is proved that 2D-ADI-FDTD is approximately energy conserved, unconditionally stable and second order convergent in the discrete L² and H¹ norms, which implies that 2D-ADI-FDTD is super convergent. By this super convergence, it is simply proved that the error of the divergence of the solution of 2D-ADI-FDTD is second order accurate. It is also proved that the difference scheme of 2D-ADI-FDTD with respect to time t is second order convergent in the discrete H¹ norm. Experimental results to confirm the theoretical analysis on stability, convergence and energy conservation are presented.     

Discrete boundary element methods on general meshes in 3D

Abstract. This paper is concerned with the stability and convergence of fully discrete Galerkin methods for boundary integral equations on bounded piecewise smooth surfaces in . Our theory covers equations with very general operators, provided the associated weak form is bounded and elliptic on , for some . In contrast to other studies on this topic, we do not assume our meshes to be quasiuniform, and therefore the analysis admits locally refined meshes. To achieve such generality, standard inverse estimates for the quasiuniform case are replaced by appropriate generalised estimates which hold even in the locally refined case. Since the approximation of singular integrals on or near the diagonal of the Galerkin matrix has been well-analysed previously, this paper deals only with errors in the integration of the nearly singular and smooth Galerkin integrals which comprise the dominant part of the matrix. Our results show how accurate the quadrature rules must be in order that the resulting discrete Galerkin method enjoys the same stability properties and convergence rates as the true Galerkin method. Although this study considers only continuous piecewise linear basis functions on triangles, our approach is not restricted in principle to this case. As an example, the theory is applied here to conventional “triangle-based” quadrature rules which are commonly used in practice. A subsequent paper [14] introduces a new and much more efficient “node-based” approach and analyses it using the results of the present paper. Received December 10, 1997 / Revised version received May 26, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

Extrapolated Crank-Nicolson approximation for a linear Stefan problem with a forcing term

In this paper, we apply finite element Galerkin method to a single-phase linear Stefan problem with a forcing term. We apply the extrapolated Crank-Nicolson method to construct the fully discrete approximation and we derive optimal error estimates in the temporal direction inL ²,H ¹ spaces.     

Superconvergence and a posteriori error estimates of RT1 mixed methods for elliptic control problems with an integral constraint

In this paper, we investigate the superconvergence property and a posteriori error estimates 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. Approximations 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 these approximations have convergence order h ². Moreover, we derive a posteriori error estimates both for the control variable and the state variables. Finally, a numerical example is given to demonstrate the theoretical results.     

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently smooth test functions. The formula is then applied to the wave equation, where the spatial approximation is done via the standard continuous finite element method and the time discretization via an I-stable rational approximation to the exponential function. It is found that the rate of weak convergence is twice that of strong convergence. Furthermore, in contrast to the parabolic case, higher order schemes in time, such as the Crank-Nicolson scheme, are worthwhile to use if the solution is not very regular. Finally we apply the theory to parabolic equations and detail a weak error estimate for the linearized Cahn-Hilliard-Cook equation as well as comment on the stochastic heat equation.     

Discrete Dirichlet integral formula

The (discrete) Dirichlet integral is one of the most important quantities in the discrete potential theory and the network theory. In many situations, the dissipation formula which assures that the Dirichlet integral of a function u is expressed as the sum of -u(x)[Δu(x)] seems to play an essential role, where Δu(x) denotes the (discrete) Laplacian of u. This formula can be regarded as a special case of the discrete analogue of Green's Formula. In this paper, we aim to determine the class of functions which satisfy the dissipation formula.