A NUMERICAL STUDY FOR THE PERFORMANCE OF THE WENO SCHEMES BASED ON DIFFERENT NUMERICAL FLUXES FOR THE SHALLOW WATER EQUATIONS

In this paper we investigate the performance of the weighted essential non-oscillatory （WENO） methods based on different numerical fluxes, with the objective of obtaining better performance for the shallow water equations by choosing suitable numerical fluxes. We consider six numerical fluxes, i.e., Lax-Friedrichs, local Lax-Friedrichs, Engquist-Osher, Harten-Lax-van Leer, HLLC and the first-order centered fluxes, with the WENO finite volume method and TVD Runge-Kutta time discretization for the shallow water equations. The detailed numerical study is performed for both one-dimensional and two-dimensional shallow water equations by addressing the property, and resolution of discontinuities. issues of CPU cost, accuracy, non-oscillatory     

DIRECTIONAL DO-NOTHING CONDITION FOR THE NAVIER-STOKES EQUATIONS

The numerical solution of flow problems usually requires bounded domains although the physical problem may take place in an unbounded or substantially larger domain. In this case, artificial boundaries are necessary. A well established artificial boundary condition for the Navier-Stokes equations diseretized by finite elements is the “do-nothing” condition. The reason for this is the fact that this condition appears automatically in the variational formulation after partial integration of the viscous term and the pressure gradient. This condition is one of the most established outflow conditions for Navier-Stokes but there are very few analytical insight into this boundary condition. We address the question of existence and stability of weak solutions for the Navier-Stokes equations with a “directional do-nothing” condition. In contrast to the usual “do-nothing” condition this boundary condition has enhanced stability properties. In the case of pure outflow, the condition is equivalent to the original one, whereas in the case of inflow a dissipative effect appears. We show existence of weak solutions and illustrate the effect of this boundary condition by computation of steady and non-steady flows.     

COUPLING OF FINITE ELEMENT AND BOUNDARY ELEMENT METHODS FOR THE SCATTERING BY PERIODIC CHIRAL STRUCTURES

Consider a time-harmonic electromagnetic plane wave incident on a biperiodic structure in R^3. The periodic structure separates two homogeneous regions. The medium inside the structure is chiral and nonhomogeneous. In this paper, variational formulations coupling finite element methods in the chiral medium with a method of integral equations on the periodic interfaces are studied. The well-posedness of the continuous and discretized problems is established. Uniform convergence for the coupling variational approximations of the model problem is obtained.     

A FEM-BEM FORMULATION FOR AN EXTERIOR QUASILINEAR ELLIPTIC PROBLEM IN THE PLANE

In this paper, the finite element method and the boundary element method are combined to solve numerically an exterior quasilinear elliptic problem. Based on an appropriate transformation and the Fourier series expansion, the exact quasilinear artificial boundary conditions and a series of the corresponding approximations for the given problem are presented. Then the original problem is reduced into an equivalent problem defined in a bounded computational domain. We provide error estimate for the Galerkin method. Numerical results are presented to illustrate the theoretical results.     

A STOPPING CRITERION FOR HIGHER-ORDER SWEEPING SCHEMES FOR STATIC HAMILTON-JACOBI EQUATIONS

We propose an effective stopping criterion for higher-order fast sweeping schemes for static Hamilton-Jacobi equations based on ratios of three consecutive iterations. To design the new stopping criterion we analyze the convergence of the first-order Lax-Friedrichs sweeping scheme by using the theory of nonlinear iteration. In addition, we propose a fifth-order Weighted PowerENO sweeping scheme for static Hamilton-Jacobi equations with convex Hamiltonians and present numerical examples that validate the effectiveness of the new stopping criterion.     

AN EFFICIENT MOVING MESH METHOD FOR A MODEL OF TURBULENT FLOW IN CIRCULAR TUBES

This paper presents an efficient moving problem with an optimal control constrained mesh method to solve a nonlinear singular condition. The physical problem is governed by a new model of turbulent flow in circular tubes proposed by Luo et al. using Prandtl＇s mixing-length theory. Our algorithm is formed by an outer iterative algorithm for handling the optimal control condition and an inner adaptive mesh redistribution algorithm for solving the singular governing equations. We discretize the nonlinear problem by using a upwinding approach, and the resulting nonlinear equations are solved by using the Newton- Raphson method. The mesh is generated and the grid points are moved by using the arc-length equidistribution principle. The numerical results demonstrate that proposed algorithm is effective in capturing the boundary layers associated with the turbulent model.     

ON THE FINITE ELEMENT APPROXIMATION OF SYSTEMS OF REACTION-DIFFUSION EQUATIONS BY p/hp METHODS

We consider the approximation of systems of reaction-diffusion equations, with the finite element method. The highest derivative in each equation is multiplied by a parameter ε∈ （0, 1], and as ε → 0 the solution of the system will contain boundary layers. We extend the analysis of the corresponding scalar problem from [Melenk, IMA J. Numer. Anal. 17（1997）, pp. 577-601], to construct a finite element scheme which includes elements of size O（εp） near the boundary, where p is the degree of the approximating polynomials. We show that, under the assumption of analytic input data, the method yields exponential rates of convergence, independently of ε, when the error is measured in the energy norm associated with the problem. Numerical computations supporting the theory are also presented, which also show that the method yields robust exponential convergence rates when the error in the maximum norm is used.     

LOCALLY STABILIZED FINITE ELEMENT METHOD FOR STOKES PROBLEM WITH NONLINEAR SLIP BOUNDARY CONDITIONS

Based on the low-order conforming finite element subspace （Vh, Mh） such as the P1-P0 triangle element or the Q1-P0 quadrilateral element, the locally stabilized finite element method for the Stokes problem with nonlinear slip boundary conditions is investigated in this paper. For this class of nonlinear slip boundary conditions including the subdifferential property, the weak variational formulation associated with the Stokes problem is an variational inequality. Since （Vh, Mh） does not satisfy the discrete inf-sup conditions, a macroelement condition is introduced for constructing the locally stabilized formulation such that the stability of （Vh, Mh） is established. Under these conditions, we obtain the H1 and L2 error estimates for the numerical solutions.     

VARIABLE MESH FINITE DIFFERENCE METHOD FOR SELF-ADJOINT SINGULARLY PERTURBED TWO-POINT BOUNDARY VALUE PROBLEMS

A numerical method based on finite difference method with variable mesh is given for self-adjoint singularly perturbed two-point boundary value problems. To obtain parameter- uniform convergence, a variable mesh is constructed, which is dense in the boundary layer region and coarse in the outer region. The uniform convergence analysis of the method is discussed. The original problem is reduced to its normal form and the reduced problem is solved by finite difference method taking variable mesh. To support the efficiency of the method, several numerical examples have been considered.     

EVALUATION OF SINGULAR AND NEARLY SINGULAR INTEGRALS IN THE BEM WITH EXACT GEOMETRICAL REPRESENTATION＊

The geometries of many problems of practical interest are created from circular or ellip- tic arcs. Arc boundary elements can represent these boundaries exactly, and consequently, errors caused by representing such geometries using polynomial shape functions can be removed. To fully utilize the geometry of circular boundary, the non-singular boundary integral equations （BIEs） and a general nonlinear transformation technique available for arc elements are introduced to remove or damp out the singular or nearly singular proper- ties of the integral kernels. Several benchmark 2D elastostatic problems demonstrate that the present algorithm can effectively handle singular and nearly singular integrals occur- ring in the boundary element method （BEM） for boundary layer effect and thin-walled structural problems. Owing to the employment of exact geometrical representation, only a small number of elements need to be divided along the boundary and high accuracy can be achieved without increasing other more computational efforts.     

DISSIPATIVE NUMERICAL METHODS FOR THE HUNTER-SAXTON EQUATION

In this paper, we present further development of the local discontinuous Galerkin （LDG） method designed in [21] and a new dissipative discontinuous Galerkin （DG） method for the HuntermSaxton equation. The numerical fluxes for the LDG and DG methods in this paper are based on the upwinding principle. The resulting schemes provide additional energy dissipation and better control of numerical oscillations near derivative singularities. Stability and convergence of the schemes are proved theoretically, and numerical simulation results are provided to compare with the scheme in [21].     

ERROR ANALYSIS FOR A FAST NUMERICAL METHOD TO A BOUNDARY INTEGRAL EQUATION OF THE FIRST KIND

For two-dimensional boundary integral equations of the first kind with logarithmic kernels, the use of the conventional boundary element methods gives linear systems with dense matrix. In a recent work [J. Comput. Math., 22 （2004）, pp. 287-298], it is demonstrated that the dense matrix can be replaced by a sparse one if appropriate graded meshes are used in the quadrature rules. The numerical experiments also indicate that the proposed numerical methods require less computational time than the conventional ones while the formal rate of convergence can be preserved. The purpose of this work is to establish a stability and convergence theory for this fast numerical method. The stability analysis depends on a decomposition of the coefficient matrix for the collocation equation. The formal orders of convergence observed in the numerical experiments are proved rigorously.     

THE SECOND-ORDER OPTIMALITY CONDITIONS FOR VARIABLE PROGRAMMING

We study in this paper the continuity of the objective function for variable program- ming. In particular, we study the second-order optimality conditions for unconstrained and constrained variable programming. Some new second-order sufficient and necessary conditions are obtained.     

A METHOD FOR SOLVING THE INVERSE SCATTERING PROBLEM FOR SHAPE AND IMPEDANCE

The inverse problem considered in this paper is to determine the shape and the impedance of an obstacle from a knowledge of the time-harmonic incident field and the phase and amplitude of the far field pattern of the scattered wave in two-dimension. Single-layer potential is used to approach the scattered waves. An approximation method is presented and the convergence of the proposed method is established. Numerical examples are given to show that this method is both accurate and easy to use.     

ON THE P1 POWELL-SABIN DIVERGENCE-FREE FINITE ELEMENT FOR THE STOKES EQUATIONS

The stability of the P1-P0 mixed-element is established on general Powell-Sabin triangular grids. The piecewise linear finite element solution approximating the velocity is divergence-free pointwise for the Stokes equations. The finite element solution approximating the pressure in the Stokes equations can be obtained as a byproduct if an iterative method is adopted for solving the discrete linear system of equations. Numerical tests are presented confirming the theory on the stability and the optimal order of convergence for the P1 Powell-Sabin divergence-free finite element method.     

ERROR ESTIMATES FOR THE TIME DISCRETIZATION FOR NONLINEAR MAXWELL＇S EQUATIONS

This paper is devoted to the study of a nonlinear evolution eddy current model of the type δtB（H） ＋ △↓× （ △↓ × H） =0 subject to homogeneous Dirichlet boundary conditions H × v = 0 and a given initial datum. Here, the magnetic properties of a soft ferromagnet are linked by a nonlinear material law described by B（H）. We apply the backward Euler method for the time discretization and we derive the error estimates in suitable function spaces. The results depend on the nonlinearity of B（H）.     

THREE WAY DECOMPOSITION FOR THE BOLTZMANN EQUATION

The initial value problem for the spatially homogeneous Boltzmann equation is considered. A deterministic numerical scheme for this problem is developed by the use of the three way decomposition of the unknown function as well as of the collision integral. On this way, almost linear complexity of the algorithm is achieved. Some numerical examples are presented.     

THE ELLIPSOID ARTIFICIAL BOUNDARY METHOD FOR THREE-DIMENSIONAL UNBOUNDED DOMAINS

The artificial boundary method is applied to solve three-dimensional exterior problems. Two kind of rotating ellipsoids are chosen as the artificial boundaries and the exact artificial boundary conditions are derived explicitly in terms of an infinite series. Then the well-posedness of the coupled variational problem is obtained. It is found that error estimates derived depend on the mesh size, truncation term and the location of the artificial boundary. Three numerical examples are presented to demonstrate the effectiveness and accuracy of the proposed method.     

A COMPACT UPWIND SECOND ORDER SCHEME FOR THE EIKONAL EQUATION

We present a compact upwind second order scheme for computing the viscosity solution of the Eikonal equation. This new scheme is based on： 1. the numerical observation that classical first order monotone upwind schemes for the Eikonal equation yield numerical upwind gradient which is also first order accurate up to singularities; 2. a remark that partial information on the second derivatives of the solution is known and given in the structure of the Eikonal equation and can be used to reduce the size of the stencil. We implement the second order scheme as a correction to the well known sweeping method but it should be applicable to any first order monotone upwind scheme. Care is needed to choose the appropriate stencils to avoid instabilities.     

ON THE ERROR ESTIMATES OF A NEW OPERATE SPLITTING METHOD FOR THE NAVIER-STOKES EQUATIONS

In this paper, a new operator splitting scheme is introduced for the numerical solution of the incompressible Navier-Stokes equations. Under some mild regularity assumptions on the PDE solution, the stability of the scheme is presented, and error estimates for the velocity and the pressure of the proposed operator splitting scheme are given.