A theoretical analysis of a new second order finite volume approximation based on a low-order scheme using general admissible spatial meshes for the one dimensional wave equation

This paper details our note [6] and it is an extension of our previous works  and  which dealt with first order (both in time and space) and second order time accurate (second order in time and first order in space) implicit finite volume schemes for second order hyperbolic equations with Dirichlet boundary conditions on general nonconforming multidimensional spatial meshes introduced recently in [14]. We aim in this work (and some forthcoming studies) to get higher order (both in time and space) finite volume approximations for the exact solution of hyperbolic equations using the class of spatial generic meshes introduced recently in [14] on low order schemes from which the matrices used to compute the discrete solutions are sparse. We focus in the present contribution on the one dimensional wave equation and on one of its implicit finite volume schemes described in [4]. The implicit finite volume scheme approximating the one dimensional wave equation we consider (hereafter referred to as the basic finite volume scheme) yields linear systems to be solved successively. The matrices involved in these linear systems are tridiagonal, symmetric and definite positive. The finite volume approximate solution of the basic finite volume scheme is of order h+k$h+k$, where h (resp. k  ) is the mesh size of the spatial (resp. time) discretization. We construct a new finite volume approximation of order (h+k)²${(h+k)}^2$ in several discrete norms which allow us to get approximations of order two for the exact solution and its first derivatives. This new high-order approximation can be computed using linear systems whose matrices are the same ones used to compute the discrete solution of the basic finite volume scheme while the right hand sides are corrected. The construction of these right hand sides includes the approximation of some high order spatial derivatives of the exact solution. The computation of the approximation of these high order spatial derivatives can be performed using the same matrices stated above with another two tridiagonal matrices. The manner by which this new high-order approximation is constructed can be repeated to compute successively finite volume approximations of arbitrary order using the same matrices stated above. These high-order approximations can be obtained on any one dimensional admissible finite volume mesh in the sense of [13] without any condition. To reach the above results, a theoretical framework is developed and some numerical examples supporting the theory are presented. Some of the tools of this framework are new and interesting and they are stated in the one space dimension but they can be extended to several space dimensions. In particular a new and useful a prior estimate for a suitable discrete problem is developed and proved. The proof of this a prior estimate result is based essentially on the decomposition of the solution of the discrete problem into the solutions of two suitable discrete problems. A new technique is used in order to get a convenient finite volume approximation whose discrete time derivatives of order up to order two are also converging towards the solution of the wave equation and their corresponding time derivatives.     

一类偏积分微分方程二阶差分全离散格式

本给出了数值求解一类偏积分微分方程的二阶全离散差分格式．采用了Crank-Nicolson格式；积分项的离散利用了Lubieh的二阶卷积积分公式；给出了稳定性的证明，误差估计及收敛性的结果．     

一类非线性偏积分微分方程二阶差分全离散格式

给出了数值求解一类非线性偏积分微分方程的二阶全离散差分格式.采用了二阶向后差分格式,积分项的离散利用了Lubich的二阶卷积求积公式,给出了稳定性的证明、误差估计及收敛性的结果.     

AN ADI GALERKIN METHOD WITH MOVING FINITE ELEMENT SPACES FOR A CLASS OF SECOND-ORDER HYPERBOLIC EQUATIONS

1　 IntroductionADI Galerkin methods were first formulated for the solution of nonlinear parabolic andlinear second-order hyperbolic problems on rectangular regions by Douglas and Dupont[1 ] .These methods combine alternating-direction method and Galerkin finite element methodtogether.So,they have the advantage of reducing the solution of a multidimensional problemto the solution of sets of independent one-dimensional problems,decreasing the amount ofcalculation,natural parallelism and highe…     

一类偏积分微分方程一阶差分全离散格式

本文给出了数值求解一类偏积分微分方程的一阶差分全离散格式。时间方向采用了一阶向后差分格式,空间方向采用二阶差分格式,给出了稳定性的证明,误差估计及收敛性的结果,并给出了数值例子。     

一类偏积分微分方程二阶差分全离散格式

本文给出了数值求解一类偏积分微分方程的二阶差分全离散格式．时间方向采用了二阶向后差分格式,积分项的离散利用了Lubich的二阶卷积求积公式,给出了稳定性的证明、误差估计及收敛性的结果,并给出了数值例子．     

Finite volume schemes for multi-dimensional hyperbolic systems based on the use of bicharacteristics

In this paper we present recent results for the bicharacteristic based finite volume schemes, the so-called finite volume evolution Galerkin (FVEG) schemes. These methods were proposed to solve multi-dimensional hyperbolic conservation laws. They combine the usually conflicting design objectives of using the conservation form and following the characteristics, or bicharacteristics. This is realized by combining the finite volume formulation with approximate evolution operators, which use bicharacteristics of the multi-dimensional hyperbolic system. In this way all of the infinitely many directions of wave propagation are taken into account. The main goal of this paper is to present a self-contained overview on the recent results. We study the L ¹-stability of the finite volume schemes obtained by various approximations of the flux integrals. Several numerical experiments presented in the last section confirm robustness and correct multi-dimensional behaviour of the FVEG methods. This research has been supported under the VW-Stiftung grant I 76 859, by the grant No 201/03 0570 of the Grant Agency of the Czech Republic, by the Deutsche Forschungsgemeinschaft grant GK 431 and partially by the European network HYKE, funded by the EC as contract HPRN-CT-2002-00282.     

Evolution Galerkin methods for hyperbolic systems in two space dimensions

The subject of the paper is the analysis of three new evolution Galerkin schemes for a system of hyperbolic equations, and particularly for the wave equation system. The aim is to construct methods which take into account all of the infinitely many directions of propagation of bicharacteristics. The main idea of the evolution Galerkin methods is the following: the initial function is evolved using the characteristic cone and then projected onto a finite element space. A numerical comparison is given of the new methods with already existing methods, both those based on the use of bicharacteristics as well as commonly used finite difference and finite volume methods. We discuss the stability properties of the schemes and derive error estimates.

     

A posteriori error estimates by recovered gradients in parabolic finite element equations

This paper considers a posteriori error estimates by averaged gradients in second order parabolic problems. Fully discrete schemes are treated. The theory from the elliptic case as to when such estimates are asymptotically exact, on an element, is carried over to the error on an element at a given time. The basic principle is that the elliptic theory can be extended to the parabolic problems provided the time-step error is smaller than the space-discretization error. Numerical illustrations confirming the theoretical results are given. Our results are not practical in the sense that various constants can not be estimated realistically. They are conceptual in nature. AMS subject classification (2000)  65M60, 65M20, 65M15     

非齐性边界条件双曲型方程的全离散拟谱逼近

求非齐性边界条件的双曲型方程的近似解时,在空间方向采用谱补偿方法使边界条件成为方程的一部分,很有效果(见[3]),尤其[1]中将Chebyshev配置点的易确定性和 Legendre插值多项式的数值易分析性结合起来,提出了Chebyshev-Legendre补偿方法,     

二阶双曲方程一个新的非协调混合元超收敛性分析

研究了一类二阶双曲型方程在新混合元格式下的非协调混合有限元方法.在抛弃传统有限元分析的必要工具-Ritz投影算子的前提下,直接利用单元的插值性质,运用高精度分析和对时间t的导数转移技巧,借助于插值后处理技术,分别导出了关于原始变量u的H~1-模和通量=-▽u在L~2-模下的O(h~2)阶超逼近性质和整体超收敛结果.进一步,给出了一些数值算例验证了理论分析的正确性.     

二阶线性双曲型方程变换为常微分方程求解定理及应用

二个自变量的二阶线性双曲型方程auxx＋2buxy＋cuyy＋dux＋euy＋g=0,当系数a,b,c,d,e,g满足一定条件时,可以利用变换T：ξ=φ（x,y）,η=ψ（x,y）化为一阶线性常微分方程求解,本文给出了求解定理和计算方法.     

双曲型方程的非协调变网格有限元方法

采用变网格的思想讨论了双曲型方程在各向异性网格下的Crouzeix-Raviart型非协调有限元逼近.在不需要引入传统分析中Riesz投影的情况下,得到了相应最优误差估计.