A new stabilized finite volume method for the stationary Stokes equations

In this paper we develop and study a new stabilized finite volume method for the two-dimensional Stokes equations. This method is based on a local Gauss integration technique and the conforming elements of the lowest-equal order pair (i.e., the P ₁–P ₁ pair). After a relationship between this method and a stabilized finite element method is established, an error estimate of optimal order in the H ¹-norm for velocity and an estimate in the L ²-norm for pressure are obtained. An optimal error estimate in the L ²-norm for the velocity is derived under an additional assumption on the body force. This work is supported in part by the NSF of China 10701001 and by the US National Science Foundation grant DMS-0609995 and CMG Chair Funds in Reservoir Simulation.     

On the k-sample Behrens-Fisher problem for high-dimensional data

For several decades, much attention has been paid to the two-sample Behrens-Fisher (BF) problem which tests the equality of the means or mean vectors of two normal populations with unequal variance/covariance structures. Little work, however, has been done for the k-sample BF problem for high dimensional data which tests the equality of the mean vectors of several high-dimensional normal populations with unequal covariance structures. In this paper we study this challenging problem via extending the famous Scheffe’s transformation method, which reduces the k-sample BF problem to a one-sample problem. The induced one-sample problem can be easily tested by the classical Hotelling’s T ² test when the size of the resulting sample is very large relative to its dimensionality. For high dimensional data, however, the dimensionality of the resulting sample is often very large, and even much larger than its sample size, which makes the classical Hotelling’s T ² test not powerful or not even well defined. To overcome this difficulty, we propose and study an L ²-norm based test. The asymptotic powers of the proposed L ²-norm based test and Hotelling’s T ² test are derived and theoretically compared. Methods for implementing the L ²-norm based test are described. Simulation studies are conducted to compare the L ²-norm based test and Hotelling’s T ² test when the latter can be well defined, and to compare the proposed implementation methods for the L ²-norm based test otherwise. The methodologies are motivated and illustrated by a real data example. The work was supported by the National University of Singapore Academic Research Grant (Grant No. R-155-000-085-112)     

An error estimate uniform in time for spectral semi-galerkin approximations of the nonhomogeneous navier-stokes equations

We consider the spectral semi-Galerkin method applied to the non-homogeneous Navier-Stokes equations, which describes the motion of miscibles fluids. Under certain conditions it is known that the aproximate solutions constructed by using this method converge to a global strong solution of these equations. In this paper we prove that these solutions satisfy an optimal uniform in time error estimate in the H ¹-norm for the velocity. We also derive an uniform error estimate in the L ^∞-norm for the density and an improved error estimate in the L ²-norm for the velocity.     

On time-minimal distributed control of vibrating systems governed by an abstract wave equation

Distributed control of vibrations governed by an abstract wave equation is studied. First it is shown that every initial state of finite energy can be transferred to a position of rest within any finite time interval by a unique control with minimumL ²-norm. If only controls with a uniformly boundedL ²-norm are admitted, the same statement is shown for sufficiently large time intervals. In this case the existence of time-minimal null-controls can be proved by routine arguments. In addition, time-minimal controls are characterized by the property of being least norm controls on the minimum time interval and having asL ²-norm exactly the upper bound that is prescribed. The results partly overlap with results of Fattorini.     

Optimal convergence analysis of an immersed interface finite element method

We analyze an immersed interface finite element method based on linear polynomials on noninterface triangular elements and piecewise linear polynomials on interface triangular elements. The flux jump condition is weakly enforced on the smooth interface. Optimal error estimates are derived in the broken H ¹-norm and L ²-norm.     

On the convergence and superconvergence for a class of two-dimensional time fractional reaction-subdiffusion equations

This paper analyzes a class of two-dimensional (2-D) time fractional reaction-subdiffusion equations with variable coefficients. The high-order L2-1_σ time-stepping scheme on graded meshes is presented to deal with the weak singularity at the initial time t = 0, and the bilinear finite element method (FEM) on anisotropic meshes is used for spatial discretization. Using the modified discrete fractional Grönwall inequality, and combining the interpolation operator and the projection operator, the L²-norm error estimation and H¹-norm superclose results are rigorously proved. The superconvergence result in the H¹-norm is derived by applying the interpolation postprocessing technique. Finally, numerical examples are presented to verify the validation of our theoretical analysis.     

Approximations of linear control problems with bang-bang solutions

We analyse the Euler discretization to a class of linear optimal control problems. First we show convergence of order h for the discrete approximation of the adjoint solution and the switching function, where h is the mesh size. Under the additional assumption that the optimal control has bang-bang structure we show that the discrete and the exact controls coincide except on a set of measure O(h). As a consequence, the discrete optimal control approximates the optimal control with order 1 w.r.t. the L ¹-norm and with order 1/2 w.r.t. the L ²-norm. An essential assumption is that the slopes of the switching function at its zeros are bounded away from zero which is in fact an inverse stability condition for these zeros. We also discuss higher order approximation methods based on the approximation of the adjoint solution and the switching function. Several numerical examples underline the results.     

Weak Galerkin finite element methods for electric interface model with nonhomogeneous jump conditions

In this paper, the weak Galerkin finite element method (WG-FEM) is applied to a pulsed electric model arising in biological tissue when a biological cell is exposed to an electric field. A fitted WG-FEM is proposed to approximate the voltage of the pulsed electric model across the physical media involving an electric interface (surface membrane), and heterogeneous permittivity and a heterogeneous conductivity. This method uses totally discontinuous functions in approximation space and allows the usage of finite element partitions consisting of general polygonal meshes. Optimal pointwise-in-time error estimates in L²-norm and H¹-norm are shown to hold for the semidiscrete scheme even if the regularity of the solution is low on the whole domain. Furthermore, a fully discrete approximation based on backward Euler scheme is analyzed and related optimal error estimates are derived.     

Mixed covolume method for parabolic problems on triangular grids

In this paper, we present a mixed covolume method for parabolic equations on triangular grids. This method use the lowest order Raviart–Thomas (R–T) mixed finite element space as the trial space. We prove the optimal order of convergence for the approximate pressure and velocity in L²-norm. Furthermore, we obtain the quasi-optimal error estimates for the approximate pressure in L^∞-norm.     

Linear and Discontinuous Approximations for Optimal Control Problems

Abstract

An optimal control problem for 2D and 3D elliptic equations is investigated with pointwise control constraints. This paper is concerned with the discretization of the control by piecewise linear but discontinuous functions. The state and the adjoint state are discretized by linear finite elements. The paper is focused on similarities and differences to piecewise constant and piecewise linear (continuous) approximation of the controls. Approximation of order h in the L ^∞-norm is proved in the main result.     

On the existence of square-integrable solutions for systems with weak nonlinearity

The paper considers the problem of structural stability of systems under disturbance of coefficients having small L ²(ℝ)-norm. We derive conditions which guarantee that for every solution of the perturbed system there exists a solution of the original system which is close to the former in L ²(ℝ)-norm.     

A Parameter Selection Method for Wavelet Shrinkage Denoising

Thresholding estimators in an orthonormal wavelet basis are well established tools for Gaussian noise removal. However, the universal threshold choice, suggested by Donoho and Johnstone, sometimes leads to over-smoothed approximations.For the denoising problem this paper uses the deterministic approach proposed by Chambolle et al., which handles it as a variational problem, whose solution can be formulated in terms of wavelet shrinkage. This allows us to use wavelet shrinkage successfully for more general denoising problems and to propose a new criterion for the choice of the shrinkage parameter, which we call H-curve criterion. It is based on the plot, for different parameter values, of the B ₁ ¹(L ₁)-norm of the computed solution versus the L ₂-norm of the residual, considered in logarithmic scale. Extensive numerical experimentation shows that this new choice of shrinkage parameter yields good results both for Gaussian and other kinds of noise.     

Boundary Controllability of a Stationary Stokes System with Linear Convection Observed on an Interior Curve

We study the approximate controllability of a stationary Stokes system with linearized convection in a bounded domain of ^N. The control acts on a part of the boundary and the velocity field is observed on an interior curve (N=2) or surface (N=3). We establish the L ²-approximate controllability under certain compatibility conditions and suitable geometrical assumptions on the curve or surface. We build controls of minimal L ²-norm by duality. To compute the control, we propose a numerical method, based on duality techniques, consisting in the minimization of a nonquadratic functional coupled to a Stokes system. It is tested in several situations leading to interesting numerical results.     

A basic norm equivalence for the theory of multilevel methods

Summary Subspace decompositions of finite element spaces based onL ₂-like orthogonal projections play an important role for the construction and analysis of multigrid like iterative methods. Recently several authors have proved the equivalence of the associated discrete norms with theH ¹-norm. The present paper gives an elementary, self-contained derivation of this result which is based on the use ofK-functionals known from the theory of interpolation spaces.     

Convergence and stability of a stabilized finite volume method for the stationary Navier-Stokes equations

In this paper, a new stabilized finite volume method is studied and developed for the stationary Navier-Stokes equations. This method is based on a local Gauss integration technique and uses the lowest equal order finite element pair P ₁–P ₁ (linear functions). Stability and convergence of the optimal order in the H ¹-norm for velocity and the L ²-norm for pressure are obtained. A new duality for the Navier-Stokes equations is introduced to establish the convergence of the optimal order in the L ²-norm for velocity. Moreover, superconvergence between the conforming mixed finite element solution and the finite volume solution using the same finite element pair is derived. Numerical results are shown to support the developed convergence theory.     

Analysis of space–time discontinuous Galerkin method for nonlinear convection–diffusion problems

The paper presents the theory of the discontinuous Galerkin finite element method for the space–time discretization of a nonstationary convection–diffusion initial-boundary value problem with nonlinear convection and linear diffusion. The problem is not singularly perturbed with dominating convection. The discontinuous Galerkin method is applied separately in space and time using, in general, different space grids on different time levels and different polynomial degrees p and q in space and time dicretization. In the space discretization the nonsymmetric, symmetric and incomplete interior and boundary penalty (NIPG, SIPG, IIPG) approximation of diffusion terms is used. The paper is concerned with the proof of error estimates in “L ²(L ²)”- and “DG”-norm formed by the “L ²(H ¹)”-seminorm and penalty terms. A special technique based on the use of the Gauss–Radau interpolation and numerical integration has been used for the derivation of an abstract error estimate. In the “DG”-norm the error estimates are optimal with respect to the size of the space grid. They are optimal with respect to the time step, if the Dirichlet boundary condition has behaviour in time as a polynomial of degree ≤ q.     

A robust semi-explicit difference scheme for the Kuramoto–Tsuzuki equation

In this paper, we propose a robust semi-explicit difference scheme for solving the Kuramoto–Tsuzuki equation with homogeneous boundary conditions. Because the prior estimate in L_∞-norm of the numerical solutions is very hard to obtain directly, the proofs of convergence and stability are difficult for the difference scheme. In this paper, we first prove the second-order convergence in L₂-norm of the difference scheme by an induction argument, then obtain the estimate in L_∞-norm of the numerical solutions. Furthermore, based on the estimate in L_∞-norm, we prove that the scheme is also convergent with second order in L_∞-norm. Numerical examples verify the correction of the theoretical analysis.     

The Crouzeix-Raviart type nonconforming finite element method for the nonstationary Navier-Stokes equations on anisotropic meshes

This paper is devoted to study the Crouzeix-Raviart （C-R） type nonconforming linear triangular finite element method （FEM） for the nonstationary Navier-Stokes equations on anisotropic meshes. By intro- ducing auxiliary finite element spaces, the error estimates for the velocity in the L2-norm and energy norm, as well as for the pressure in the L2-norm are derived.     

The pointwise estimates of a conservative difference scheme for Burgers' equation

In this article, we are concerned with the numerical analysis of a nonlinear implicit difference scheme for Burgers' equation. A priori estimation of the analytical solution is provided in the sense of L^∞ -norm when the initial value is bounded in H¹-norm. Conservation, boundedness, and unique solvability are proved at length. Inspired by the method of the priori estimation for the analytical solution, we prove the convergence and stability of the difference scheme in L^∞ -norm. Finally, numerical examples are carried out to verify our theoretical results.     

The heterogeneous multiscale finite element method FE-HMM for the homogenization of linear elastic solids

The objective of the present paper is a formulation of the Heterogeneous Multiscale Finite Element Method (FE-HMM) for the homogenization of linear elastic solids in a geometrical linear frame, and doing so, for the first time, of a vector-valued field problem. The macro stiffness is estimated by stiffness sampling on heterogeneous microdomains in terms of a modified quadrature formula, which implies an equivalence of energy densities of the microscale with the macroscale. Existing a-priori estimates are assessed and used for optimal micro-macro refinement strategies in the H¹-norm and the L²-norm. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)