A Characteristic Finite Volume Element Method for the Air Pollution Model

In this article, a characteristic finite volume element method is presented for solving air pollution models. The convection term is discretized using the characteristic method and diffusion term is approximated by finite volume element method. Compared with standard finite volume element method, our proposed method is more accurate and efficient, especially suitable to solve convection-dominated problems. The proposed numerical schemes are analyzed for convergence in L ₂ norm. Some numerical results are presented to demonstrate the efficiency and accuracy of the method.     

On the approximation of derivatives using divided difference operators preserving the local convergence order of iterative methods

A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms built up from Ostrowski’s method for solving systems of nonlinear equations are written and analyzed. A direct computation of the local order of convergence for these variants of Ostrowski’s method is given. In order to preserve the local order of convergence, any divided difference operator is not valid. Two counterexamples of computation of a classical divided difference operator without preserving the order are presented. A rigorous study to know a priori if the new method will preserve the order of the original modified method is presented. The conclusion is that this fact does not depend on the method but on the systems of equations and if the associated divided difference verifies a particular condition. A new divided difference operator solving this problem is proposed. Furthermore, a computation that approximates the order of convergence is generated for the examples and it confirms in a numerical way that the order of the methods is well deduced. This study can be applied directly to other Newton’s type methods where derivatives are approximated by divided differences.     

He's homotopy perturbation method for solving the shock wave equation

In this article, we discuss the analytic solution of the fully developed shock waves. The homotopy perturbation method is used to solve the shock wave equation, which describes the flow of gases. Unlike the various numerical techniques, which are usually valid for short period of time, the solution of the presented equation is analytic for 0 < t < ∞. The results presented converge very rapidly, indicating that the method is reliable and accurate.     

On the R-order of the Halley method

An R-order bound for the Halley method is obtained in this work, where an analysis of the convergence of the method is also presented under mild differentiability conditions. To do this, a new technique is developed, where the involved operator must satisfy some recurrence relations.     

An efficient multigrid-FEM method for the simulation of solid–liquid two phase flows

An efficient multigrid-FEM method for the detailed simulation of solid–liquid two phase flows with large number of moving particles is presented. An explicit fictitious boundary method based on a FEM background grid which covers the whole computational domain and can be chosen independently from the particles of arbitrary shape, size and number is used to deal with the interactions between the fluid and the particles. Since the presented method treats the fluid part, the calculation of forces and the movement of particles in a subsequent manner, it is potentially powerful to efficiently simulate real particulate flows with huge number of particles. The presented method is first validated using a series of simple test cases, and then as an illustration, simulations of three big disks plunging into 2000 small particles, and of sedimentation of 10,000 particles in a cavity are presented.     

On the Higher-Order Method for the Solution of a Nonlinear Scalar Equation

In this paper, a higher-order method for the solution of a nonlinear scalar equation is presented. It is proved that the new method is locally convergent with an order of (m+2), where m is the highest order derivative used in the iterative formula. Some numerical examples are used to demonstrate the new method.     

A defect correction method for the time‐dependent Navier‐Stokes equations

A method for solving the time dependent Navier‐Stokes equations, aiming at higher Reynolds' number, is presented. The direct numerical simulation of flows with high Reynolds' number is computationally expensive. The method presented is unconditionally stable, computationally cheap, and gives an accurate approximation to the quantities sought. In the defect step, the artificial viscosity parameter is added to the inverse Reynolds number as a stability factor, and the system is antidiffused in the correction step. Stability of the method is proven, and the error estimations for velocity and pressure are derived for the one‐ and two‐step defect‐correction methods. The spacial error is O(h) for the one‐step defect‐correction method, and O(h²) for the two‐step method, where h is the diameter of the mesh. The method is compared to an alternative approach, and both methods are applied to a singularly perturbed convection–diffusion problem. The numerical results are given, which demonstrate the advantage (stability, no oscillations) of the method presented. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A simple Marquardt algorithm for the nonlinear least-squares problem

A new implementation of the Marquardt method for the nonlinear least-squares problem is presented. The algorithm is very simple but its performance with nine test functions is at least comparable with either Davidon-Fletcher-Powell's method or Moré's adaptive Marquardt method.     

On the bottleneck linear programming problem

In this paper, the results on primal methods for Bottleneck Linear Programming (BLP) problem are briefly surveyed, the primal method is presented and the degenerate case related to Bottleneck Transportation Problem (BTP) is explicitly considered. The algorithm is based on the idea of using auxiliary coefficients as is done by Garfinkel and Rao [6]. The modification presented for the BTP rectifies the defect in Hammer's method in the case of degenerate basic feasible solution. Illustrative numerical examples are also given.     

On the efficient solution of nonlinear finite element equations. II

Summary We consider nonlinear variational inequalities corresponding to a locally convex minimization problem with linear constraints of obstacle type. An efficient method for the solution of the discretized problem is obtained by combining a slightly modified projected SOR-Newton method with the projected version of thec g-accelerated relaxation method presented in a preceding paper. The first algorithm is used to approximately reach in relatively few steps the proper subspace of active constraints. In the second phase a Kuhn-Tucker point is found to prescribed accuracy. Global convergence is proved and some numerical results are presented.     

Numerical analysis of a Picard multilevel stabilization of mixed finite volume method for the 2D/3D incompressible flow with large data

In this article, we develop a branch of nonsingular solutions of a Picard multilevel stabilization of mixed finite volume method for the 2D/3D stationary Navier‐Stokes equations without relying on the unique solution condition. The method presented consists of capturing almost all information of initial problem (the nonlinear problems) on the coarsest mesh and then performs one Picard defect correction (the linear problems) on each subsequent mesh based on previous information thus only solving one large linear systems. What is more, the method presented can results in a better coefficient matrix in the model presented with small viscosity. Theoretical results show that the method presented is derived with the convergence rate of the same order as the corresponding finite volume method/finite element method solving the stationary Navier‐Stokes equations on a fine mesh. Therefore, the method presented is definitely more efficient than the standard finite volume method/finite element method. Finally, numerical experiments clearly show the efficiency of the method presented for solving the stationary Navier‐Stokes equations.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 34: 30–50, 2018     

Decoupled modified characteristics finite element method for the time dependent Navier–Stokes/Darcy problem

In this paper, a modified characteristics finite element method for the time dependent Navier–Stokes/Darcy problem with the Beavers–Joseph–Saffman interface condition is presented. In this method, the Navier–Stokes/Darcy equation is decoupled into two equations, one is the Navier–Stokes equation, the other is the Darcy equation, and the Navier–Stokes equation is solved by the modified characteristics finite element method. The theory analysis shows that this method has a good convergence property. In order to show the effect of our method, some numerical results was presented. The numerical results show that this method is highly efficient. Copyright © 2013 John Wiley & Sons, Ltd.     

On the convergence of the SAOR method and the error bounds for its acceleration

Given a linear system with Hermitian positive definite coefficient matrix A, a splitting of Varga's type [1] is considered, and the corresponding generalised SAOR scheme is presented. We obtain the convergence theorem for the SAOR method and give the error bound for the A-norm of the error vector for the SAOR semi-iterative method, hence extending the SAOR theory.     

Modified regularization method for the Cauchy problem of the Helmholtz equation

In this paper, the Cauchy problem for the Helmholtz equation is investigated. It is known that such problem is severely ill-posed. We propose a modified regularization method to solve it based on the solution given by the method of separation of variables. Convergence estimates are presented under two different a-priori bounded assumptions for the exact solution. Finally, numerical examples are given to show the effectiveness of the proposed numerical method.     

On the quadratic convergence of the Aitken Δ<Superscript>2</Superscript> process

The Aitken Δ² method for finding fixed points of scalar mappings is interpreted as a modification of the Wegstein method. Based on this approach, conditions for the quadratic convergence of this method are obtained for various situations of convergence/divergence of simple iteration. An algorithm for calculating fixed points that keeps track of these situations is presented.     

Estimation of optimal backward perturbation bounds for the linear least squares problem

In this paper a method of estimating the optimal backward perturbation bound for the linear least squares problem is presented. In contrast with the optimal bound, which requires a singular value decomposition, this method is better suited for practical use on large problems since it requiresO(mn) operations. The method presented involves the computation of a strict lower bound for the spectral norm and a strict upper bound for the Frobenius norm which gives a gap in which the optimal bounds for the spectral and the Frobenius norm must be. Numerical tests are performed showing that this method produces an efficient estimate of the optimal backward perturbation bound.     

The convergence and stability analysis of the Jacobi collocation method for solving nonlinear fractional differential equations with integral boundary conditions

In this paper, we apply the Jacobi collocation method for solving nonlinear fractional differential equations with integral boundary conditions. Due to existence of integral boundary conditions, after reformulation of this equation in the integral form, the method is proposed for solving the obtained integral equation. Also, the convergence and stability analysis of the proposed method are studied in two main theorems. Furthermore, the optimum degree of convergence in the L₂ norm is obtained for this method. Furthermore, some numerical examples are presented in order to illustrate the performance of the presented method. Finally, an application of the model in control theory is introduced. Copyright © 2015 John Wiley & Sons, Ltd.     

A Low Complexity Lie Group Method on the Stiefel Manifold

A low complexity Lie group method for numerical integration of ordinary differential equations on the orthogonal Stiefel manifold is presented. Based on the quotient space representation of the Stiefel manifold we provide a representation of the tangent space suitable for Lie group methods. According to this representation a special type of generalized polar coordinates (GPC) is defined and used as a coordinate map. The GPC maps prove to adapt well to the Stiefel manifold. For the n×k matrix representation of the Stiefel manifold the arithmetic complexity of the method presented is of order nk ², and for nk this leads to huge savings in computation time compared to ordinary Lie group methods. Numerical experiments compare the method to a standard Lie group method using the matrix exponential, and conclude that on the examples presented, the methods perform equally on both accuracy and maintaining orthogonality.     

On the use of an inverse shortest paths algorithm for recovering linearly correlated costs

This paper considers the inverse shortest paths problem where arc costs are subject to correlation constraints. The motivation for this research arises from applications in traffic modelling and seismic tomography. A new method is proposed for solving this class of problems. It is constructed as a generalization of the algorithm presented in Burton and Toint (Mathematical Programming 53, 1992) for uncorrelated inverse shortest paths. Preliminary numerical experience with the new method is presented and discussed.     

Error estimates for the interpolating moving least-squares method in n-dimensional space

In this paper, the interpolating moving least-squares (IMLS) method is discussed in details. A simpler expression of the approximation function of the IMLS method is obtained. Compared with the moving least-squares (MLS) approximation, the shape function of the IMLS method satisfies the property of Kronecker δ function. Then the meshless method based on the IMLS method can overcome the difficulties of applying the essential boundary conditions. The error estimates of the approximation function and its first and second order derivatives of the IMLS method are presented in n-dimensional space. The theoretical results show that if the weight function is sufficiently smooth and the order of the polynomial basis functions is big enough, the approximation function and its partial derivatives are convergent to the exact values in terms of the maximum radius of the domains of influence of nodes. Then the interpolating element-free Galerkin (IEFG) method based on the IMLS method is presented for potential problems. The advantage of the IEFG method is that the essential boundary conditions can be applied directly and easily. For the purpose of demonstration, some selected numerical examples are given to prove the theories in this paper.