Well-Posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises

The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises. The noise term is approximated through the spectral projection of the covariance operator, which is not required to be commutative with the Laplacian operator.Through the convergence analysis of SPDEs with the noise terms replaced by the projected noises, the well-posedness of the SPDE is established under certain covariance operator-dependent conditions. These SPDEs with projected noises are then numerically approximated with the finite element method. A general error estimate framework is established for the finite element approximations. Based on this framework, optimal error estimates of finite element approximations for elliptic SPDEs driven by power-law noises are obtained. It is shown that with the proposed approach, convergence order of white noise driven SPDEs is improved by half for one-dimensional problems, and by an infinitesimal factor for higher-dimensional problems.     

特征值问题协调/非协调有限元后验误差分析

本文研究对称椭圆特征值问题的有限元后验误差估计,包括协调元和非协调元,具有下列特色:(1)对协调/非协调元建立了有限元特征函数uh的误差与相应的边值问题有限元解的误差在局部能量模意义下的恒等关系式,该边值问题的右端为有限元特征值λh与uh的乘积,有限元解恰好为uh.从而边值问题有限元解在能量模意义下的局部后验误差指示子,包括残差型和重构型后验误差指示子,成为有限元特征函数在能量模意义下的局部后验误差指示子.(2)讨论了协调有限元特征函数的基于插值后处理的梯度重构型后验误差估计,对有限元特征函数的导数得到了最大模意义下的渐近准确局部后验误差指示子.     

Multiscale modeling and analysis for some special additive noises driven stochastic partial differential equations

This paper is concerned with some special additive noises driven stochastic partial differential equations with multiscale parameters. Then, the constraint energy minimizing generalized multiscale finite element method with a novel multiscale spectral representation of the noise is constructed to solve the multiscale models. The corresponding convergence analysis and error estimates are derived, and the effects of noises on the accuracy of the multiscale computation are demonstrated. Some numerical examples are provided to validate our theoretic analysis, and numerical results show the highly efficient computational performance of our method, which is a beneficial attempt to deal with the noises in the complex multiscale stochastic physical system.     

Error estimates of the DtN finite element method for the exterior Helmholtz problem

A priori error estimates are established for the DtN (Dirichlet-to-Neumann) finite element method applied to the exterior Helmholtz problem. The error estimates include the effect of truncation of the DtN boundary condition as well as that of the finite element discretization. A property of the Hankel functions which plays an important role in the proof of the error estimates is introduced.     

On the h-adaptive coupling of FE and BE for viscoplastic and elasto-plastic interface problems

This paper presents a posteriori error estimates for the symmetric finite element and boundary element coupling for a nonlinear interface problem: A bounded body with a viscoplastic or plastic material behaviour is surrounded by an elastic body. The nonlinearity is treated by the finite element method while large parts of the linear elastic body are approximated using the boundary element method. Based on the a posteriori error estimates we derive an algorithm for the adaptive mesh refinement of the boundary elements and the finite elements. Its implementation is documented and numerical examples are included.     

带广义边界条件的四阶抛物型方程的混合间断时空有限元法

构造具有广义边界条件的四阶线性抛物型方程的混合间断时空有限元格式,利用混合有限元方法将高阶方程降阶,利用空间连续而时间允许间断的时空有限元方法离散方程,证明了离散解的存在唯一性,稳定性和收敛性,并给出数值算例验证了方法的有效性.     

CASCADIC MULTIGRID METHODS FOR MORTAR WILSON FINITE ELEMENT METHODS ON PLANAR LINEAR ELASTICITY

Cascadic multigrid technique for mortar Wilson finite element method of homogeneous boundary value planar linear elasticity is described and analyzed. First the mortar Wilson finite element method for planar linear elasticity will be analyzed, and the error estimate under L2 and H1 norm is optimal. Then a cascadic multigrid method for the mortar finite element discrete problem is described. Suitable grid transfer operator and smoother are developed which lead to an optimal cascadic multigrid method. Finally, the computational results are presented.     

Interior estimates for a low order finite element method for the Reissner–Mindlin plate model

Interior error estimates are obtained for a low order finite element introduced by Arnold and Falk for the Reissner–Mindlin plates. It is proved that the approximation error of the finite element solution in the interior domain is bounded above by two parts: one measures the local approximability of the exact solution by the finite element space and the other the global approximability of the finite element method. As an application, we show that for the soft simply supported plate, the Arnold–Falk element still achieves an almost optimal convergence rate in the energy norm away from the boundary layer, even though optimal order convergence cannot hold globally due to the boundary layer. Numerical results are given which support our conclusion. This revised version was published online in June 2006 with corrections to the Cover Date.     

A finite element method for interface problems in domains with smooth boundaries and interfaces

This paper is concerned with the analysis of a finite element method for nonhomogeneous second order elliptic interface problems on smooth domains. The method consists in approximating the domains by polygonal domains, transferring the boundary data in a natural way, and then applying a finite element method to the perturbed problem on the approximate polygonal domains. It is shown that the error in the finite element approximation is of optimal order for linear elements on a quasiuniform triangulation. As such the method is robust in the regularity of the data in the original problem.     

Error analysis of finite element methods for mildly nonlinear variational inequalities

The finite element method is applied through the use of a variational inequality to an obstacle problem involving nonhomogeneous boundary data. For piecewise linear conforming trial functions energy norm error bounds are derived.     

A posterior error estimates for the nonlinear grating problem with transparent boundary condition

The nonlinear grating problem is modeled by Maxwell's equations with transparent boundary conditions. The nonlocal boundary operators are truncated by taking sufficiently many terms in the corresponding expansions. A finite element method with the truncation operators is developed for solving the nonlinear grating problem. The two posterior error estimates are established. The a posterior error estimate consists of two parts: finite element discretization error and the truncation error of the nonlocal boundary operators. In particular, the truncation error caused by truncation operations is exponentially decayed when the parameter N is increased. Numerical experiment is included to illustrate the efficiency of the method. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1101–1118, 2015     

Error estimates of the finite element method for the exterior Helmholtz problem with a modified DtN boundary condition

A priori error estimates in the H¹- and L²-norms are established for the finite element method applied to the exterior Helmholtz problem, with modified Dirichlet-to-Neumann (MDtN) boundary condition. The error estimates include the effect of truncation of the MDtN boundary condition as well as that of discretization of the finite element method. The error estimate in the L²-norm is sharper than that obtained by the author [D. Koyama, Error estimates of the DtN finite element method for the exterior Helmholtz problem, J. Comput. Appl. Math. 200 (1) (2007) 21-31] for the truncated DtN boundary condition.     

A posteriori finite element error estimators for indefinite elliptic boundary value problems ∗

A general construction technique is presented for a posteriori error estimators of finite element solutions of elliptic boundary value problems that satisfy a Gång inequality. The estimators are obtained by an element–by–element solution of ‘weak residual’ with or without considering element boundary residuals. There is no order restriction on the finite element spaces used for the approximate solution or the error estimation; that is, the design of the estimators is applicable in connection with either one of the h–p–, or hp– formulations of the finite element method. Under suitable assumptions it is shown that the estimators are bounded by constant multiples of the true error in a suitable norm. Some numerical results are given to demonstrate the effectiveness and efficiency of the approach.     

Natural Boundary Integral Method and its New Development

In this paper, the natural boundary integral method, and some related methods, including coupling method of the natural boundary elements and finite elements, which is also called DtN method or the method with exact artificial boundary conditions, domain decomposition methods based on the natural boundary reduction, and the adaptive boundary element method with hyper-singular a posteriori error estimates, are discussed.     

一类抛物型方程组的特征修正区域分解有限元方法

在实际生产和科学研究中,有许多物理问题的数学模型为抛物型方程组问题,如可压缩核废料污染问题,地下水资源问题,杨青提出了差分格式和有限元格式,应用先验估计得到了最优的l^2和L^2模误差估计,江城顺等利用交替方向有限元方法得到了H^1模和L^2模误差估计．杨国强等采用显式可解的三层差分格式求解二维方程组得到了H^1模误差估计．     

细菌模型的非协调有限元分析

将非协调元应用于描述细菌传播的反应扩散方程组的初边值问题.借助单元的一些特性和非协调误差估计技巧,分别在半离散和全离散有限元格式下,研究了其数值解与精确解的误差估计,得到了最优的误差估计以及超逼近结果.     

基于二重网格的定常Navier-Stokes方程的局部和并行有限元算法

对二维定常的不可压缩的Navier-Stokes方程的局部和并行算法进行了研究．给出的算法是多重网格和区域分解相结合的算法,它是基于两个有限元空间:粗网格上的函数空间和子区域的细网格上的函数空间．局部算法是在粗网格上求一个非线性问题,然后在细网格上求一个线性问题,并舍掉内部边界附近的误差相对较大的解．最后,基于局部算法,通过有重叠的区域分解而构造了并行算法,并且做了算法的误差分析,得到了比标准有限元方法更好的误差估计,也对算法做了数值试验,数值结果通过比较验证了本算法的高效性和合理性．     

A stochastic collocation method for the second order wave equation with a discontinuous random speed

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and depends on a finite number of random variables. The numerical scheme consists of a finite difference or finite element method in the physical space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space. This approach leads to the solution of uncoupled deterministic problems as in the Monte Carlo method. We consider both full and sparse tensor product spaces of orthogonal polynomials. We provide a rigorous convergence analysis and demonstrate different types of convergence of the probability error with respect to the number of collocation points for full and sparse tensor product spaces and under some regularity assumptions on the data. In particular, we show that, unlike in elliptic and parabolic problems, the solution to hyperbolic problems is not in general analytic with respect to the random variables. Therefore, the rate of convergence may only be algebraic. An exponential/fast rate of convergence is still possible for some quantities of interest and for the wave solution with particular types of data. We present numerical examples, which confirm the analysis and show that the collocation method is a valid alternative to the more traditional Monte Carlo method for this class of problems.     

Meshfree Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Convection Diffusion Equations

In this paper, we investigate a stochastic meshfree finite volume element method for an optimal control problem governed by the convection diffusion equations with random coefficients. There are two contributions of this paper. Firstly, we establish a scheme to approximate the optimality system by using the finite volume element method in the physical space and the meshfree method in the probability space, which is competitive for high-dimensional random inputs. Secondly, the a priori error estimates are derived for the state,the co-state and the control variables. Some numerical tests are carried out to confirm the theoretical results and demonstrate the efficiency of the proposed method.