Stability and accuracy of adapted finite element methods for singularly perturbed problems

The stability and accuracy of a standard finite element method (FEM) and a new streamline diffusion finite element method (SDFEM) are studied in this paper for a one dimensional singularly perturbed connvection-diffusion problem discretized on arbitrary grids. Both schemes are proven to produce stable and accurate approximations provided that the underlying grid is properly adapted to capture the singularity (often in the form of boundary layers) of the solution. Surprisingly the accuracy of the standard FEM is shown to depend crucially on the uniformity of the grid away from the singularity. In other words, the accuracy of the adapted approximation is very sensitive to the perturbation of grid points in the region where the solution is smooth but, in contrast, it is robust with respect to perturbation of properly adapted grid inside the boundary layer. Motivated by this discovery, a new SDFEM is developed based on a special choice of the stabilization bubble function. The new method is shown to have an optimal maximum norm stability and approximation property in the sense that where u _N is the SDFEM approximation in linear finite element space V ^N of the exact solution u. Finally several optimal convergence results for the standard FEM and the new SDFEM are obtained and an open question about the optimal choice of the monitor function for the moving grid method is answered. This work was supported in part by NSF DMS-0209497 and NSF DMS-0215392 and the Changjiang Professorship through Peking University.     

Nonlinear diffusion waves for hyperbolic p-system with nonlinear damping

This paper is concerned with the p-system of hyperbolic conservation laws with nonlinear damping. When the constant states are small, the solutions of the Cauchy problem for the damped p-system globally exist and converge to their corresponding nonlinear diffusion waves, which are the solutions of the corresponding nonlinear parabolic equation given by the Darcy's law. The optimal convergence rates are also obtained. In order to overcome the difficulty caused by the nonlinear damping, a couple of correction functions have been technically constructed. The approach adopted is the elementary energy method together with the technique of approximating Green function. On the other hand, when the constant states are large, the solutions of the Cauchy problem for the p-system will blow up at a finite time.     

Singularly perturbed finite element methods

Summary This paper introduces a new piecewise linear finite element, which is designed to handle singularly perturbed ordinary differential equations. Both pointwise and global estimates (which are independent of the perturbation parameter) are obtained.     

One-step Taylor–Galerkin methods for convection–diffusion problems

Third and fourth order Taylor–Galerkin schemes have shown to be efficient finite element schemes for the numerical simulation of time-dependent convective transport problems. By contrast, the application of higher-order Taylor–Galerkin schemes to mixed problems describing transient transport by both convection and diffusion appears to be much more difficult. In this paper we develop two new Taylor–Galerkin schemes maintaining the accuracy properties and improving the stability restrictions in convection–diffusion. We also present an efficient algorithm for solving the resulting system of the finite element method. Finally we present two numerical simulations that confirm the properties of the methods.     

A numerical scheme for solving nonhomogeneous time-dependent problems

A numerical technique for solving time-dependent problems with variable coefficient governed by the heat, convection diffusion, wave, beam and telegraph equations is presented. The Sinc–Galerkin method is applied to construct the numerical solution. The method is tested on three problems and comparisons are made with the exact solutions. The numerical results demonstrate the reliability and efficiency of using the Sinc–Galerkin method to solve such problems. Received: January 18, 2005     

Spectral element methods for parabolic problems

A spectral element method for solving parabolic initial boundary value problems on smooth domains using parallel computers is presented in this paper. The space domain is divided into a number of shape regular quadrilaterals of size h and the time step k   is proportional to h²$h^2$. At each time step we minimize a functional which is the sum of the squares of the residuals in the partial differential equation, initial condition and boundary condition in different Sobolev norms and a term which measures the jump in the function and its derivatives across inter-element boundaries in certain Sobolev norms. The Sobolev spaces used are of different orders in space and time. We can define a preconditioner for the minimization problem which allows the problem to decouple. Error estimates are obtained for both the h and p versions of this method.     

Asymptotic behavior of solutions to Euler–Poisson equations for bipolar hydrodynamic model of semiconductors

In this paper we study the Cauchy problem for 1-D Euler–Poisson system, which represents a physically relevant hydrodynamic model but also a challenging case for a bipolar semiconductor device by considering two different pressure functions and a non-flat doping profile. Different from the previous studies (Gasser et al., 2003 [7], Huang et al., 2011 [12], Huang et al., 2012 [13]) for the case with two identical pressure functions and zero doping profile, we realize that the asymptotic profiles of this more physical model are their corresponding stationary waves (steady-state solutions) rather than the diffusion waves. Furthermore, we prove that, when the flow is fully subsonic, by means of a technical energy method with some new development, the smooth solutions of the system are unique, exist globally and time-algebraically converge to the corresponding stationary solutions. The optimal algebraic convergence rates are obtained.     

Finite volume element methods for non-definite problems

Summary. The error estimates for finite volume element method applied to 2 and 3-D non-definite problems are derived. A simple upwind scheme is proven to be unconditionally stable and first order accurate. Received August 27, 1997 / Revised version received May 12, 1998     

On the eigenvalues of a class of saddle point matrices

We study spectral properties of a class of block 2 × 2 matrices that arise in the solution of saddle point problems. These matrices are obtained by a sign change in the second block equation of the symmetric saddle point linear system. We give conditions for having a (positive) real spectrum and for ensuring diagonalizability of the matrix. In particular, we show that these properties hold for the discrete Stokes operator, and we discuss the implications of our characterization for augmented Lagrangian formulations, for Krylov subspace solvers and for certain types of preconditioners. The work of this author was supported in part by the National Science Foundation grant DMS-0207599 Revision dated 5 December 2005.     

Finite element methods for optimal control problems governed by integral equations and integro-differential equations

In this paper, we analyze finite-element Galerkin discretizations for a class of constrained optimal control problems that are governed by Fredholm integral or integro-differential equations. The analysis focuses on the derivation of a priori error estimates and a posteriori error estimators for the approximation schemes.Grants, communicated-by lines, or other notes about the article will be placed here between rules. Such notes are optional.     

Operator-splitting methods in respect of eigenvalue problems for nonlinear equations and applications for Burgers equations

In this article we consider iterative operator-splitting methods for nonlinear differential equations with respect to their eigenvalues. The main focus of the proposed idea is the fixed-point iterative scheme that linearizes our underlying equations. On the basis of the approximated eigenvalues of such linearized systems we choose the order of the operators for our iterative splitting scheme. The convergence properties of such a mixed method are studied and demonstrated. We confirm with numerical applications the effectiveness of the proposed scheme in comparison with the standard operator-splitting methods by providing improved results and convergence rates. We apply our results to deposition processes.     

Stability and robustness of collocation methods for Abel-type integral equations

Summary We study stability aspects of collocation methods for Abel-type integral equations of the first kind using piecewise polynomials. These collocation methods may be formulated as projection methods. Stability is defined as the boundedness of the sequence of projectors in their natural setting. Robustness is essentially the optimal asymptotic insensitivity to perturbations in the data. We show that stability and robustness are equivalent for the above collocation methods. This allows us to obtain optimal error estimates for some methods that are well-known to be robust. We also present numerical results for some methods which appear to be robust.Research supported in part by the United States Army under Contract No. DAAG 29-83-K-0109     

Continuous methods for extreme and interior eigenvalue problems

In this paper, continuous methods are introduced to compute both the extreme and interior eigenvalues and their corresponding eigenvectors for real symmetric matrices. The main idea is to convert the extreme and interior eigenvalue problems into some optimization problems. Then a continuous method which includes both a merit function and an ordinary differential equation (ODE) is introduced for each resulting optimization problem. The convergence of each ODE solution is proved for any starting point. The limit of each ODE solution for any starting point is fully studied. Both the extreme and the interior eigenvalues and their corresponding eigenvectors can be easily obtained under a very mild condition. Promising numerical results are also presented.     

Finite difference methods and their convergence for a class of singular two point boundary value problems

Summary We discuss the construction of three-point finite difference approximations and their convergence for the class of singular two-point boundary value problems: (x y)=f(x,y), y(0)=A, y(1)=B, 0<<1. We first establish a certain identity, based on general (non-uniform) mesh, from which various methods can be derived. To obtain a method having order two for all (0,1), we investigate three possibilities. By employing an appropriate non-uniform mesh over [0,1], we obtain a methodM ₁ based on just one evaluation off. For uniform mesh we obtain two methodsM ₂ andM ₃ each based on three evaluations off. For =0,M ₁ andM ₂ both reduce to the classical second-order method based on one evaluation off. These three methods are investigated, theirO(h ²)-convergence established and illustrated by numerical examples.     

A class of Uzawa-SOR methods for saddle point problems

In this paper, we consider a class of Uzawa-SOR methods for saddle point problems, and prove the convergence of the proposed methods. We solve a lower triangular system per iteration in the proposed methods, instead of solving a linear equation Az=b. Actually, the new methods can be considered as an inexact iteration method with the Uzawa as the outer iteration and the SOR as the inner iteration. Although the proposed methods cannot achieve the same convergence rate as the GSOR methods proposed by Bai et al. [Z.-Z. Bai, B.N. Parlett, Z.-Q. Wang, On generalized successive overrelaxation methods for augmented linear systems, Numer. Math. 102 (2005) 1-38], but our proposed methods have less workloads per iteration step. Experimental results show that our proposed methods are feasible and effective.     

Correction of finite element eigenvalues for problems with natural or periodic boundary conditions

Recent results of Andrew and Paine for a regular Sturm-Liouville problem with essential boundary conditions are extended to problems with natural or periodic boundary conditions. These results show that a simple asymptotic correction technique of Paine, de Hoog and Anderssen reduces the error in the estimate of thekth eigenvalue obtained by the finite element method, with linear hat functions and mesh lengthh, fromO(k ⁴ h ²) toO(kh ²). Numerical results show the correction to be useful even for low values ofk.     

Prime rings with semigroup generalized identity

We show that a prime ring satisfies a nontrivial semigroup generalized identity if and only if its central closure is a primitive ring with nonzero socle and the associated skew field is a field.     

The sdfem on Shishkin meshes for linear convection-diffusion problems

Summary. We consider singularly perturbed linear elliptic problems in two dimensions. The solutions of such problems typically exhibit layers and are difficult to solve numerically. The streamline diffusion finite element method (SDFEM) has been proved to produce accurate solutions away from any layers on uniform meshes, but fails to compute the boundary layers precisely. Our modified SDFEM is implemented with piecewise linear functions on a Shishkin mesh that resolves boundary layers, and we prove that it yields an accurate approximation of the solution both inside and outside these layers. The analysis is complicated by the severe nonuniformity of the mesh. We give local error estimates that hold true uniformly in the perturbation parameter , provided only that , where mesh points are used. Numerical experiments support these theoretical results. Received February 19, 1999 / Revised version received January 27, 2000 / Published online August 2, 2000     

Extrapolation with spline-collocation methods for two-point boundary-value problems I: Proposals and justifications

Asymptotic expansions for the error in some spline interpolation schemes are used to derive asymptotic expansions for the truncation errors in some spline-collocation methods for two-point boundary-value problems. This raises the possibility of using Richardson extrapolation or iterated deferred corrections to develop efficient high-order algorithms based on low-order collocation in analogy with similar codes based on low-order finite difference methods; some specific such procedures are proposed.This research was supported in part by the United States Office of Naval Research under Contract N00014-67-A-0126-0015.     

Convergence analysis for least-squares finite element approximations of second-order two-point boundary value problems

In this paper, a C⁰$C^0$ least-squares finite element method for second-order two-point boundary value problems is considered. The problem is recast as a first-order system. Standard and improved optimal error estimates in maximum-norms are established. Superconvergence estimates at interelement, Lobatto, and Gauss points are developed. Numerical experiments are given to illustrate theoretical results.