A numerical method for computing singular minimizers

Summary. A numerical method, with truncation methods as a special case, for computing singular minimizers in variational problems is described. It is proved that the method can avoid Lavrentiev phenomenon and detect singular minimizers. The convergence of the method is also established. Numerical results on a 2-D problem are given. Received September 21, 1994     

A posteriori error estimates for optimal control problems governed by parabolic equations

Summary. In this paper, we derive a posteriori error estimates for the finite element approximation of quadratic optimal control problem governed by linear parabolic equation. We obtain a posteriori error estimates for both the state and the control approximation. Such estimates, which are apparently not available in the literature, are an important step towards developing reliable adaptive finite element approximation schemes for the control problem. Received July 7, 2000 / Revised version received January 22, 2001 / Published online January 30, 2002 RID="*" ID="*" Supported by EPSRC research grant GR/R31980     

Error estimates for the approximation of semicoercive variational inequalities

Summary. An abstract error estimate for the approximation of semicoercive variational inequalities is obtained provided a certain condition holds for the exact solution. This condition turns out to be necessary as is demonstrated analytically and numerically. The results are applied to the finite element approximation of Poisson's equation with Signorini boundary conditions and to the obstacle problem for the beam with no fixed boundary conditions. For second order variational inequalities the condition is always satisfied, whereas for the beam problem the condition holds if the center of forces belongs to the interior of the convex hull of the contact set. Applying the error estimate yields optimal order of convergence in terms of the mesh size . The numerical convergence rates observed are in good agreement with the predicted ones. Received August 16, 1993 / Revised version received March 21, 1994     

The regularization method for an obstacle problem

Summary. We give a relatively complete analysis for the regularization method, which is usually used in solving non-differentiable minimization problems. The model problem considered in the paper is an obstacle problem. In addition to the usual convergence result and a-priori error estimates, we provide a-posteriori error estimates which are highly desired for practical implementation of the regularization method. Received March 22, 1993 / Revised version received October 11, 1993     

Analysis and finite element approximation of an optimal control problem in electrochemistry with current density controls

Summary. An optimal control problem for impressed cathodic systems in electrochemistry is studied. The control in this problem is the current density on the anode. A matching objective functional is considered. We first demonstrate the existence and uniqueness of solutions for the governing partial differential equation with a nonlinear boundary condition. We then prove the existence of an optimal solution. Next, we derive a necessary condition of optimality and establish an optimality system of equations. Finally, we define a finite element algorithm and derive optimal error estimates. Received March 10, 1993 / Revised version received July 4, 1994     

A finite element method and variable transformations for a forward-backward heat equation

The Galerkin finite element method for the forward-backward heat equation is generalized to a wider class of equations with the use of a result on the existence and uniqueness of a weak solution to the problems. First, the theory for the Galerkin method is extended to forward-backward heat equations which contain additional convection and mass terms on an irregular domain. Second, variable transformations are constructed and applied to solve a wide class of forward-backward heat equations that leads to a substantial improvement. Third, Error estimates are presented. Finally, conducted numerical tests corroborate the obtained results. Received February 4, 1997 / Revised version received December 8, 1997     

On constrained Newton linearization and multigrid for variational inequalities

Summary. We consider the fast solution of a class of large, piecewise smooth minimization problems. For lack of smoothness, usual Newton multigrid methods cannot be applied. We propose a new approach based on a combination of convex minization with constrained Newton linearization. No regularization is involved. We show global convergence of the resulting monotone multigrid methods and give polylogarithmic upper bounds for the asymptotic convergence rates. Efficiency is illustrated by numerical experiments. Received March 22, 1999 / Revised version received February 24, 2001 / Published online October 17, 2001     

A finite-element capacitance matrix method for exterior Helmholtz problems

Summary. We introduce an algorithm for the efficient numerical solution of exterior boundary value problems for the Helmholtz equation. The problem is reformulated as an equivalent one on a bounded domain using an exact non-local boundary condition on a circular artificial boundary. An FFT-based fast Helmholtz solver is then derived for a finite-element discretization on an annular domain. The exterior problem for domains of general shape are treated using an imbedding or capacitance matrix method. The imbedding is achieved in such a way that the resulting capacitance matrix has a favorable spectral distribution leading to mesh independent convergence rates when Krylov subspace methods are used to solve the capacitance matrix equation. Received May 2, 1995     

Non-local approximation of the Mumford-Shah functional

The Mumford-Shah functional, introduced to study image segmentation problems, is approximated in the sense of -convergence by a sequence of non-local integral functionals. Received June 6, 1996 / Accepted July 11, 1996     

Quasi-norm a priori and a posteriori error estimates for the nonconforming approximation of p-Laplacian

Summary. In this paper, we derive quasi-norm a priori and a posteriori error estimates for the Crouzeix-Raviart type finite element approximation of the p-Laplacian. Sharper a priori upper error bounds are obtained. For instance, for sufficiently regular solutions we prove optimal a priori error bounds on the discretization error in an energy norm when . We also show that the new a posteriori error estimates provide improved upper and lower bounds on the discretization error. For sufficiently regular solutions, the a posteriori error estimates are further shown to be equivalent on the discretization error in a quasi-norm. Received January 25, 1999 / Revised version received June 5, 2000 Published online March 20, 2001     

The appearance of microstructures in problems with incompatible wells and their numerical approach

Summary. The goal of the paper is to analyze the creation of microstructure in problems of Calculus of Variations with wells. More precisely we consider a case with strong incompatibility between the wells. This forces the minimizing sequences to use other gradients than the wells in a puzzling way. Using a method we are then able to single out discrete minimizing sequences and to give energy estimates in terms of the mesh size. Received December 23, 1997 / Revised version received September 7, 1998 / Published online: June 29, 1999     

Discrete time high-order schemes for viscosity solutions of Hamilton-Jacobi-Bellman equations

Summary. A general method for constructing high-order approximation schemes for Hamilton-Jacobi-Bellman equations is given. The method is based on a discrete version of the Dynamic Programming Principle. We prove a general convergence result for this class of approximation schemes also obtaining, under more restrictive assumptions, an estimate in of the order of convergence and of the local truncation error. The schemes can be applied, in particular, to the stationary linear first order equation in . We present several examples of schemes belonging to this class and with fast convergence to the solution. Received July 4, 1992 / Revised version received July 7, 1993     

Multigrid for the mortar element method for P1 nonconforming element

In this paper, a multigrid algorithm is presented for the mortar element method for P1 nonconforming element. Based on the theory developed by Bramble, Pasciak, Xu in [5], we prove that the W-cycle multigrid is optimal, i.e. the convergence rate is independent of the mesh size and mesh level. Meanwhile, a variable V-cycle multigrid preconditioner is constructed, which results in a preconditioned system with uniformly bounded condition number. Received May 11, 1999 / Revised version received April 1, 2000 / Published online October 16, 2000     

Substructuring preconditioners for the Q_1 mortar element method

Summary. The mortar element method is a non conforming finite element method with elements based on domain decomposition. For the Laplace equation, it yields an ill conditioned linear system. For solving the linear system, the so called preconditioned conjugate gradient method in a subspace is used. Preconditioners are proposed, and estimates on condition numbers and arithmetical complexity are given. Finally, numerical experiments are presented. Received June 22, 1994 / Revised version received February 6, 1995     

A sparse finite element method with high accuracy Part I

Summary. In this paper, we develop and analyze a new finite element method called the sparse finite element method for second order elliptic problems. This method involves much fewer degrees of freedom than the standard finite element method. We show nevertheless that such a sparse finite element method still possesses the superconvergence and other high accuracy properties same as those of the standard finite element method. The main technique in our analysis is the use of some integral identities. Received October 1, 1995 / Revised version received August 23, 1999 / Published online February 5, 2001     

The full approximation accuracy for the stream function-vorticity-pressure method

Summary. By means of identity techniques, in this paper, we develop the stream function-vorticity-pressure method and obtain the full approximation convergence and global superconvergence estimates for the Stokes equations. Received September 3, 1992 / Revised version received February 1, 1994     

A robust a posteriori estimator for the Residual-free Bubbles method applied to advection-diffusion problems

Summary. We develop the a posteriori error analysis for the RFB method, applied to the linear advection-diffusion problem: the numerical error, measured in suitable norms, is estimated in terms of the numerical residual. The robustness is investiged, in the sense that we prove uniform equivalence between a norm of the numerical residual and a particular norm of the error. Received January 21, 2000 / Published online March 20, 2001     

Convergence of a finite element method for non-parametric mean curvature flow

Summary. Convergence for the spatial discretization by linear finite elements of the non-parametric mean curvature flow is proved under natural regularity assumptions on the continuous solution. Asymptotic convergence is also obtained for the time derivative which is proportional to mean curvature. An existence result for the continuous problem in adequate spaces is included. Received September 30, 1993     

Analysis of a coupled finite-infinite element method for exterior Helmholtz problems

Summary. This analysis of convergence of a coupled FEM-IEM is based on our previous work on the FEM and the IEM for exterior Helmholtz problems. The key idea is to represent both the exact and the numerical solution by the Dirichlet-to-Neumann operators that they induce on the coupling hypersurface in the exterior of an obstacle. The investigation of convergence can then be related to a spectral analysis of these DtN operators. We give a general outline of our method and then proceed to a detailed investigation of the case that the coupling surface is a sphere. Our main goal is to explore the convergence mechanism. In this context, we show well-posedness of both the continuous and the discrete models. We further show that the discrete inf-sup constants have a positive lower bound that does not depend on the number of DOF of the IEM. The proofs are based on lemmas on the spectra of the continuous and the discrete DtN operators, where the spectral characterization of the discrete DtN operator is given as a conjecture from numerical experiments. In our convergence analysis, we show algebraic (in terms of N) convergence of arbitrary order and generalize this result to exponential convergence. Received April 10, 1999 / Revised version received November 10, 1999 / Published online October 16, 2000     

Computation of the lower semicontinuous envelope of integral functionals and non-homogeneous microstructures

A numerical method is established for computing the weakly lower semicontinuous envelope of integral functionals with non-quasiconvex integrands. The convergence of the method is proved and it is shown that the method is capable of capturing curved and non-homogeneous microstructures. Numerical examples are given to show the effectiveness of the method for capturing curved and non-homogeneous laminated microstructures.