A mixed finite element method with Lagrange multipliers for nonlinear exterior transmission problems

Summary. We apply a mixed finite element method to numerically solve a class of nonlinear exterior transmission problems in R ² with inhomogeneous interface conditions. Besides the usual unknowns required for the dual-mixed method, which include the gradient of the temperature in this nonlinear case, our approach makes use of the trace of the outer solution on the transmission boundary as a suitable Lagrange multiplier. In addition, we use a boundary integral operator to reduce the original transmission problem on the unbounded region into a nonlocal one on a bounded domain. In this way, we are lead to a two-fold saddle point operator equation as the resulting variational formulation. We prove that the continuous formulation and the associated Galerkin scheme defined with Raviart-Thomas spaces are well posed, and derive the a-priori estimates and the corresponding rate of convergence. Then, we introduce suitable local problems and deduce first an implicit reliable and quasi-efficient a-posteriori error estimate, and then a fully explicit reliable one. Finally, several numerical results illustrate the effectivity of the explicit estimate for the adaptive computation of the discrete solutions. Mathematics Subject Classification (2000): 65N30, 65N38, 65N22, 65F10This research was partially supported by CONICYT-Chile through the FONDAP Program in Applied Mathematics, and by the Dirección de Investigación of the Universidad de Concepción through the Advanced Research Groups Program.     

Crouzeix–Raviart boundary elements

This paper establishes a foundation of non-conforming boundary elements. We present a discrete weak formulation of hypersingular integral operator equations that uses Crouzeix–Raviart elements for the approximation. The cases of closed and open polyhedral surfaces are dealt with. We prove that, for shape regular elements, this non-conforming boundary element method converges and that the usual convergence rates of conforming elements are achieved. Key ingredient of the analysis is a discrete Poincaré–Friedrichs inequality in fractional order Sobolev spaces. A numerical experiment confirms the predicted convergence of Crouzeix–Raviart boundary elements. Norbert Heuer is supported by Fondecyt-Chile under grant no. 1080044. F.-J. Sayas is partially supported by MEC-FEDER Project MTM2007-63204 and Gobierno de Aragón (Grupo Consolidado PDIE).     

Two variants of magnetic diffusivity stabilized finite element methods for the magnetic induction equation

We consider the time‐dependent magnetic induction model where the sought magnetic field interacts with a prescribed velocity field. This coupling results in an additional force term and time dependence in Maxwell's equation. We propose two different magnetic diffusivity stabilized continuous nodal‐based finite element methods for this problem. The first formulation simply adds artificial magnetic diffusivity to the partial differential equation, whereas the second one uses a local projected magnetic diffusivity as stabilization. We describe those methods and analyze them semi‐discretized in space to get bounds on stabilization parameters where we distinguish equal‐order elements and Taylor‐Hood elements. Different numerical experiments are performed to illustrate our theoretical findings.     

Spectral element discretization of the Maxwell equations

We consider a variational problem which is equivalent to the electromagnetism system with absorbing conditions on a part of the boundary, and we prove that it is well-posed. Next we propose a discretization relying on a finite difference scheme for the time variable and on spectral elements for the space variables, and we derive error estimates between the exact and discrete solutions. RESUME. On considère un problème variationnel équivalent aux équations de l'électromagnétisme avec conditions aux limites absorbantes sur une partie de la frontière, qu'on prouve être bien posé. Puis on propose une discrétisation de ce problème par schéma aux différences finies en temps et éléments spectraux en espace, et on établit des estimations d'erreur entre solutions exacte et approchée.

     

A high order uniformly convergent alternating direction scheme for time dependent reaction–diffusion singularly perturbed problems

In this work we design and analyze an efficient numerical method to solve two dimensional initial-boundary value reaction–diffusion problems, for which the diffusion parameter can be very small with respect to the reaction term. The method is defined by combining the Peaceman and Rachford alternating direction method to discretize in time, together with a HODIE finite difference scheme constructed on a tailored mesh. We prove that the resulting scheme is ε-uniformly convergent of second order in time and of third order in spatial variables. Some numerical examples illustrate the efficiency of the method and the orders of uniform convergence proved theoretically. We also show that it is easy to avoid the well-known order reduction phenomenon, which is usually produced in the time integration process when the boundary conditions are time dependent. This research has been partially supported by the project MEC/FEDER MTM2004-01905 and the Diputación General de Aragón.     

Numerical Properties of Shifted Tridiagonal LU Factorizations

In this paper, we consider shifted tridiagonal matrices. We prove that the standard algorithm to compute the LU factorization in this situation is mixed forward-backward stable and, therefore, componentwise forward stable. Moreover, we give a formula to compute the corresponding condition number in O(n) flops. This research has been partially supported by Dirección General de Investigación (Ministerio de Ciencia y Tecnología) of Spain through grants BFM2003-06335-C03-02 and MTM2006-06671 as well as by the Postdoctoral Fellowship EX2004-0658 provided by Ministerio de Educación y Ciencia of Spain.     

Coupling of mixed finite element and stabilized boundary element methods for a fluid–solid interaction problem in 3D

We introduce and analyze the coupling of a mixed finite element and a boundary element for a three‐dimensional time‐harmonic fluid–solid interaction problem. We consider a formulation in which the Cauchy stress tensor and the rotation are the main variables in the elastic structure and use the usual pressure formulation in the acoustic fluid. The mixed variational formulation in the solid is completed with boundary integral equations relating the Cauchy data of the acoustic problem on the coupling interface. A crucial point in our formulation is the stabilization technique introduced by Hiptmair and coworkers to avoid the well‐known instability issue appearing in the boundary element method treatment of the exterior Helmholtz problem. The main novelty of this formulation, with respect to a previous approach, consists in reducing the computational domain to the solid media and providing a more accurate treatment of the far field effect. We show that the continuous problem is well‐posed and propose a conforming Galerkin method based on the lowest‐order Arnold–Falk–Winther mixed finite element. Finally, we prove that the numerical scheme is convergent with optimal order.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1211–1233, 2014     

Characterizing the inf-sup condition on product spaces

In this paper we establish characterization results for the continuous and discrete inf-sup conditions on product spaces. The inf-sup condition for each component of the bilinear form involved and suitable decompositions of the pivot space in terms of the associated null spaces are the key ingredients of our theorems. We illustrate the theory through its application to bilinear forms arising from the variational formulations of several boundary value problems. Dedicated to Professor Ivo Babuska on the occasion of his 82nd birthday. This research was partially supported by Centro de Modelamiento Matemático (CMM) of the Universidad de Chile, by Centro de Investigación en Ingenierí a Matemática (CI²MA) of the Universidad de Concepción, by FEDER/MCYT Project MTM2007-63204, and by Gobierno de Aragón (Grupo Consolidado PDIE).     

A finite element method for approximating electromagnetic scattering from a conducting object

We provide an error analysis of a fully discrete finite element – Fourier series method for approximating Maxwell's equations. The problem is to approximate the electromagnetic field scattered by a bounded, inhomogeneous and anisotropic body. The method is to truncate the domain of the calculation using a series solution of the field away from this domain. We first prove a decomposition for the Poincaré-Steklov operator on this boundary into an isomorphism and a compact perturbation. This is proved using a novel argument in which the scattering problem is viewed as a perturbation of the free space problem. Using this decomposition, and edge elements to discretize the interior problem, we prove an optimal error estimate for the overall problem.     

一类带有铁磁材料参数的非线性涡流问题的A-φ有限元法

针对带有铁磁材料的非线性涡流问题,其非线性性通常体现在磁场强度和磁感应强度的关系上.本文提出了一种全离散的有限元A-φ格式,分别在时间和空间上采用向后欧拉公式以及节点有限元进行离散.首先,在合适的函数空间里给出时间上的半离散格式,通过考察其弱形式建立相应的适定性理论,并证明近似解收敛于弱解.其次,给出全离散格式并讨论其误差估计.最后,给出两个数值算例以验证理论结果.     

Analysis of stability and dispersion in a finite element method for Debye and Lorentz dispersive media

We study the stability properties of, and the phase error present in, a finite element scheme for Maxwell's equations coupled with a Debye or Lorentz polarization model. In one dimension we consider a second order formulation for the electric field with an ordinary differential equation for the electric polarization added as an auxiliary constraint. The finite element method uses linear finite elements in space for the electric field as well as the electric polarization, and a theta scheme for the time discretization. Numerical experiments suggest the method is unconditionally stable for both Debye and Lorentz models. We compare the stability and phase error properties of the method presented here with those of finite difference methods that have been analyzed in the literature. We also conduct numerical simulations that verify the stability and dispersion properties of the scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Finite element analysis of pressure formulation of the elastoacoustic problem

In this paper we analyze the non symmetric pressure/displacement formulation of the elastoacoustic vibration problem and show its equivalence with the (symmetric) stiffness coupling formulation. We introduce discretizations for these problems based on Lagrangian finite elements. We show that both formulations are also equivalent at discrete level and prove optimal error estimates for eigenfunctions and eigenvalues. Both formulations are rewritten such as to be solved with a standard Matlab eigensolver. We report numerical results comparing the efficiency of the methods over some test examples. Partially supported by Xunta de Galicia (Spain) through grant No. PGIDT00-PXI20701PR and by MCYT Research Project DPI2001-1613-C02-02Partially supported by Xunta de Galicia (Spain) through grant No. PGIDT00-PXI20701PR and by MCYT Research Project DPI2001-1613-C02-02Partially supported by FONDAP in Applied Mathematics (Chile) and by MCYT Research Projects DPI2001-1613-C02-02 and BFM2001-3261-C02-02Partially supported by FONDECYT (Chile) through grant No. 1.990.346 and FONDAP in Applied Mathematics (Chile)Mathematics Subject Classification (1991):65N30     

A Sharp Form of the Cramér–Wold Theorem

The Cramér–Wold theorem states that a Borel probability measure P on ℝ ^d is uniquely determined by its one-dimensional projections. We prove a sharp form of this result, addressing the problem of how large a subset of these projections is really needed to determine P. We also consider extensions of our results to measures on a separable Hilbert space. First author partially supported by the Spanish Ministerio de Ciencia y Tecnología, grant BFM2002-04430-C02-02. Second author partially supported by Instituto de Cooperación Iberoamericana, Programa de Cooperación Interuniversitaria AL-E 2003. Third author partially supported by grants from NSERC and the Canada research chairs program.     

Mixed and hybrid formulations for the three‐dimensional magnetostatic problem

We propose mixed and hybrid formulations for the three‐dimensional magnetostatic problem. Such formulations are obtained by coupling finite element method inside the magnetic materials with a boundary element method. We present a formulation where the magnetic field is the state variable and the boundary approach uses a scalar Dirichlet‐Neumann map to describe the exterior domain. Also, we propose a second formulation where the magnetic induction is the state variable and a vectorial Dirichlet‐Neumann map is used to describe the outer field. Numerical discretizations with “edge” and “face” elements are proposed, and for each discrete problem we study an “inf‐sup” condition. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 85–104, 2002     

Solution and Asymptotic Behaviour for a Nonlocal Coupled System of Reaction-Diffusion

This paper concerns with the existence, uniqueness and asymptotic behaviour of the solutions for a nonlocal coupled system of reaction-diffusion. We prove the existence and uniqueness of weak solutions by the Faedo-Galerkin method and exponential decay of solutions by the classic energy method. We improve the results obtained by Chipot-Lovato and Menezes for coupled systems. A numerical scheme is presented. Partially supported by CMM, Universidad de Chile, and CI²MA, Universidad de Concepción.     

Analysis of a bilinear finite element for shallow shells I: Approximation of inextensional deformations

We consider a bilinear reduced-strain finite element formulation for a shallow shell model of Reissner-Naghdi type. The formulation is closely related to the facet models used in engineering practice. We estimate the error of this scheme when approximating an inextensional displacement field. We make the strong assumptions that the domain and the finite element mesh are rectangular and that the boundary conditions are periodic and the mesh uniform in one of the coordinate directions. We prove then that for sufficiently smooth fields, the convergence rate in the energy norm is of optimal order uniformly with respect to the shell thickness. In case of elliptic shell geometry the error bound is furthermore quasioptimal, whereas in parabolic and hyperbolic geometries slightly enhanced smoothness is required, except for the degenerate cases where the characteristic lines are parallel with the mesh lines. The error bound is shown to be sharp.

     

Time-space boundary element formulation for boundary-value problems

A time-space boundary element formulation is presented for the boundary-value problems with a governing equation expressed in terms of a certain type of linear operator. The boundary as well as the time domain are divided into a finite series of time-space elements, and the interpolation functions in time and space are introduced in order to construct a final discretized equation for the assembled system. The solving scheme is discussed, and the relation to the practical engineering problems is shown.     

A note on cones associated to Schauder bases

We study the existence of infima of subsets in Banach spaces ordered by normal cones associated to shrinking Schauder bases. Under these conditions we prove the existence of infima for a class of subsets verifying a weakly compactness property. Moreover we prove that a normal cone associated to a Schauder basis in a reflexive Banach space is strongly minihedral extending the known result for unconditional Schauder bases. Several examples are also discussed. Miguel Sama: The work of this author is partially supported by Ministerio de Educación y Ciencia (Spain), project MTM2006-02629 and Ingenio Mathematica (i-MATH) CSD2006-00032 (ConsoliderIngenio 2010).     

Perfectly matched layers in 1-d : energy decay for continuous and semi-discrete waves

In this paper we investigate the efficiency of the method of perfectly matched layers (PML) for the 1-d wave equation. The PML method furnishes a way to compute solutions of the wave equation for exterior problems in a finite computational domain by adding a damping term on the matched layer. In view of the properties of solutions in the whole free space, one expects the energy of solutions obtained by the PML method to tend to zero as t → ∞, and the rate of decay can be understood as a measure of the efficiency of the method. We prove, indeed, that the exponential decay holds and characterize the exponential decay rate in terms of the parameters and damping potentials entering in the implementation of the PML method. We also consider a space semi-discrete numerical approximation scheme and we prove that, due to the high frequency spurious numerical solutions, the decay rate fails to be uniform as the mesh size parameter h tends to zero. We show however that adding a numerical viscosity term allows us to recover the property of exponential decay of the energy uniformly on h. Although our analysis is restricted to finite differences in 1-d, most of the methods and results apply to finite elements on regular meshes and to multi-dimensional problems. This work started while the first author was visiting the Department of Mathematics of the Universidad Autónoma de Madrid, in the frame of the European program “New materials, adaptive systems and their nonlinearities: modeling, control and numerical simulation” HPRN-CT-2002-00284. The work was finished while both authors visited the Isaac Newton Institute of Cambridge within the Program “Highly Oscillatory Problems”.     

Finite element approximation on incompressible Navier-Stokes equations with slip boundary condition

Summary We consider a mixed finite element approximation of the stationary, incompressible Navier-Stokes equations with slip boundary condition, which plays an important rôle in the simulation of flows with free surfaces and incompressible viscous flows at high angles of attack and high Reynold's numbers. The central point is a saddle-point formulation of the boundary conditions which avoids the well-known Babuka paradox when approximating smooth domains by polyhedrons. We prove that for the new formulation one can use any stable mixed finite element for the Navier-Stokes equations with no-slip boundary condition provided suitable bubble functions on the boundary are added to the velocity space. We obtain optimal error estimates under minimal regularity assumptions for the solution of the continous problem. The techniques apply as well to the more general Navier boundary condition.