Solution operator approximations for characteristic roots of delay differential equations

In this paper a new method for the numerical computation of characteristic roots for linear autonomous systems of Delay Differential Equations (DDEs) is proposed. The new approach enlarges the class of methods recently developed (see [SIAM J. Numer. Anal. 40 (2002) 629; D. Breda, Methods for numerical computation of characteristic roots for delay differential equations: experimental comparison, in: BIOCOMP2002: Topics in Biomathematics and Related Computational Problems at the Beginning of the Third Millennium, Vietri, Italy, 2002, Sci. Math. Jpn. 58 (2) pp. 377–388; D. Breda, The infinitesimal generator approach for the computation of characteristic roots for delay differential equations using BDF methods, Research Report RR2/2002, Department of Mathematics and Computer Science, Università di Udine, Italy, 2002; IMA J. Numer. Anal. 24 (2004) 1; SIAM J. Sci. Comput. (2004), in press]) and in particular it is based on a Runge–Kutta (RK) time discretization of the solution operator associated with the system. Hence this paper revisits the Linear Multistep (LMS) approach presented in [SIAM J. Numer. Anal. 40 (2002) 629] for the multiple discrete delay case and moreover extends it to the distributed delay case. We prove that the method converges with the same order as the underlying RK scheme and illustrate this with some numerical tests that are also used to compare the method with other existing techniques.     

A Crank‐Nicolson and ADI Galerkin method with quadrature for hyperbolic problems

We propose, analyze, and implement fully discrete two‐time level Crank‐Nicolson methods with quadrature for solving second‐order hyperbolic initial boundary value problems. Our algorithms include a practical version of the ADI scheme of Fernandes and Fairweather [SIAM J Numer Anal 28 (1991), 1265–1281] and also generalize the methods and analyzes of Baker [SIAM J Numer Anal 13 (1976), 564–576] and Baker and Dougalis [SIAM J Numer Anal 13 (1976), 577–598]. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Linearly Implicit Approximations of Diffusive Relaxation Systems

Diffusive relaxation systems provide a general framework to approximate nonlinear diffusion problems, also in the degenerate case (Aregba-Driollet et al. in Math. Comput. 73(245):63–94, 2004; Boscarino et al. in Implicit-explicit Runge-Kutta schemes for hyperbolic systems and kinetic equations in the diffusion limit, 2011; Cavalli et al. in SIAM J. Sci. Comput. 34:A137–A160, 2012; SIAM J. Numer. Anal. 45(5):2098–2119, 2007; Naldi and Pareschi in SIAM J. Numer. Anal. 37:1246–1270, 2000; Naldi et al. in Surveys Math. Indust. 10(4):315–343, 2002). Their discretization is usually obtained by explicit schemes in time coupled with a suitable method in space, which inherits the standard stability parabolic constraint. In this paper we combine the effectiveness of the relaxation systems with the computational efficiency and robustness of the implicit approximations, avoiding the need to resolve nonlinear problems and avoiding stability constraints on time step. In particular we consider an implicit scheme for the whole relaxation system except for the nonlinear source term, which is treated though a suitable linearization technique. We give some theoretical stability results in a particular case of linearization and we provide insight on the general case. Several numerical simulations confirm the theoretical results and give evidence of the stability and convergence also in the case of nonlinear degenerate diffusion.     

Solution of nonlinear convection-diffusion problems by a conservative Galerkin-characteristics method

We consider a scheme for nonlinear (degenerate) convection dominant diffusion problems that arise in contaminant transport in porous media with equilibrium adsorption isotherm. This scheme is based on a regularization relaxation scheme that has been introduced by Jäger and Ka?ur (Numer Math 60:407–427, 1991; M²AN Math Model Numer Anal 29(N5):605–627, 1995) with a type of numerical integration by Bermejo (SIAM J Numer Anal 32:425–455, 1995) to the modified method of characteristics with adjusted advection MMOCAA that was recently developed by Douglas et al. (Numer Math 83(3):353–369, 1999; Comput Geosci 1:155–190, 1997). We present another variant of adjusting advection method. The convergence of the scheme is proved. An error estimate of the approximated scheme is derived. Computational experiments are carried out to illustrate the capability of the scheme to conserve the mass.     

A new approach for admissibility analysis of the direct discontinuous Galerkin method through Hilbert matrices

This article continues the study of the so‐called direct discontinuous Galerkin (DDG) method for diffusion problems as developed in [Liu and Yan, SIAM J Numer Anal 47 (2009), 475–698;, Liu and Yan, Commun Comput Phys 8 (2010), 541–564; C. Vidden and J. Yan, J Comput Math 31 (2013), 638–662; H. Liu, Math Comp (in press)]. A key feature of the DDG method lies with the numerical flux design which includes two (or more) free parameters. This article identifies the class of all admissible numerical flux choices (Theorem 2.2) for degree n polynomial approximations for the symmetric DDG method [C. Vidden and J. Yan, J Comput Math 31 (2013), 638–662], guaranteeing stability of the resulting method. Our main contribution is the new technique of analysis for the DDG admissibility condition. The strategy is to directly evaluate the admissibility condition (Lemma 2.4) by choosing a simple polynomial basis. The admissibility condition is then transformed into an eigenvalue problem resulting in showing needed properties of inverse Hilbert matrices (Lemma 2.3, Appendix). Numerical tests are provided to confirm theoretical results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 350–367, 2016     

Modified Runge–Kutta Verner methods for the numerical solution of initial and boundary-value problems with engineering applications

Two new modified Runge–Kutta methods with minimal phase-lag are developed for the numerical solution of Ordinary Differential Equations with engineering applications. These methods are based on the well-known Runge–Kutta method of Verner RK6(5)9b (see J.H. Verner, some Runge–Kutta formula pairs, SIAM J. Numer. Anal 28 (1991) 496–511) of order six. Numerical and theoretical results in some problems of the plate deflection theory show that this new approach is more efficient compared with the well-known classical sixth order Runge–Kutta Verner method.     

Finite element approximations with quadrature for second‐order hyperbolic equations

In this article, the effect of numerical quadrature on the finite element Galerkin approximations to the solution of hyperbolic equations has been studied. Both semidiscrete and fully discrete schemes are analyzed and optimal estimates are derived in the L^∞(H¹), L^∞(L²) norms, whereas quasi‐optimal estimate is derived in the L^∞(L^∞) norm using energy methods. The analysis in the present paper improves upon the earlier results of Baker and Dougalis [SIAM J Numer Anal 13 (1976), pp 577–598] under the minimum smoothness assumptions of Rauch [SIAM J Numer Anal 22 (1985), pp 245–249] for a purely second‐order hyperbolic equation with quadrature. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 537–559, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10022     

Discontinuous Galerkin methods for solving double obstacle problem

In this article the ideas in Wang et al. [SIAM J Numec Anal 48 (2010), 708–73] are extended to solve the double obstacle problem using discontinuous Galerkin methods. A priori error estimates are established for these methods, which reach optimal order for linear elements. We present a test example, and the numerical results on the convergence order match the theoretical prediction. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Solving inverse eigenvalue problems by a projected newton method

The inverse eigenvalue problem for symmetric matrices (IEP) is formulated as a system of two matrix equations. For solving the system a variation of Newton's method is used which has been proposed by Fusco and Zecca [Calcolo XXIII (1986), pp. 285–303] for the simultaneous computation of eigenvalues and eigenvectors of a given symmetric matrix. an iteration step of this method consists of a Newton step followed by an orthonormalization with the consequence that each iterate satisfies one of the given equations. The method converges locally y quadratically to regular solutions. The algorithm and some numerical examples are presented. In addition, it is shown that the so called Method III proposed by Friedland, Nocedal, and Overton [SIAM J. Numer. Anal.,24 (1987), pp. 634–667] for solving IEP may be constructed similarly to the method presented here     

Robust residual‐ and recovery‐based a posteriori error estimators for interface problems with flux jumps

For elliptic interface problems with flux jumps, this article studies robust residual‐ and recovery‐based a posteriori error estimators for the conforming finite element approximation. The residual estimator is a natural extension of that developed in [Bernardi and Verfürth, Numer Math 85 (2000), 579–608; Petzoldt, Adv Comp Math 16 (2002), 47–75], and the recovery estimator is a nontrivial extension of our method developed in Cai and Zhang, SIAM J Numer Anal 47 (2009) 2132–2156. It is shown theoretically that reliability and efficiency bounds of these error estimators are independent of the jumps provided that the distribution of the coefficients is locally monotone. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28:476–491, 2012     

A numerical scheme for the one‐dimensional pressureless gases system

In this work, we investigate the numerical approximation of the one‐dimensional pressureless gases system. After briefly recalling the mathematical framework of the duality solutions introduced by Bouchut and James (Comm. Partial Differential Equations 24 (1999), 2173–2189), we point out that the upwind scheme for density and momentum does not satisfy the one‐sided Lipschitz (OSL) condition on the expansion rate required for the duality solutions. Then we build a diffusive scheme which allows the OSL condition to be recovered by following the strategy described by Boudin (SIAM J Math Anal 32 (2000), 172–193) for the continuous model. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

关于TLS问题

1.引 言考虑观测线性系统AX=B,（1.1a）其中A∈Cm×n,B∈Cm×d（本文通篇假设m≥n d）,分别是精确但不可观测的A0∈Cm×n,B0∈Cm×d的近似,即精确线性系统是A0X=B0.（1.1b）Golub和Van Loan于1980年提出的总体最小二乘问题（以下简称TLS问题）就是求解线性系统AX=B（1.2）     

Projection method III: Spatial discretization on the staggered grid

In E & Liu (SIAM J Numer. Anal., 1995), we studied convergence and the structure of the error for several projection methods when the spatial variable was kept continuous (we call this the semi-discrete case). In this paper, we address similar questions for the fully discrete case when the spatial variables are discretized using a staggered grid. We prove that the numerical solution in velocity has full accuracy up to the boundary, despite the fact that there are numerical boundary layers present in the semi-discrete solutions.

     

A direct method for accurate solution and gradient computations for elliptic interface problems

Numerical Algorithms - Recently, an augmented IIM (Li et al. SIAM J. Numer. Anal. 55, 570–597 2017) has been developed and analyzed for some interface problems. The augmented IIM can provide...     

An improved error bound for a finite element approximation of a model for phase separation of a multi-component alloy

Using the approach of Rulla (1996 SIAM J. Numer. Anal. 33, 68-87)for analysing the time discretization error and assuming moreregularity on the initial data, we improve on the error boundderived by Barrett and Blowey (1996 IMA J. Numer. Anal. 16,257-287) for a fully practical piecewise linear finite elementapproximation with a backward Euler time discretization of amodel for phase separation of a multi-component alloy.     

Non-Stationary Abstract Friedrichs Systems

Inspired by the results of Ern et al. (Commun Partial Differ Equ 32:317–341, 2007) on the abstract theory for Friedrichs symmetric positive systems, we give the existence and uniqueness result for the initial- (boundary) value problem for the non-stationary abstract Friedrichs system. Despite the absence of the well-posedness result for such systems, there were already attempts for their numerical treatment by Burman et al. (SIAM J Numer Anal 48:2019–2042, 2010) and Bui-Thanh et al. (SIAM J Numer Anal 51:1933–1958, 2013). We use the semigroup theory approach and prove that the operator involved satisfies the conditions of the Hille–Yosida generation theorem. We also address the semilinear problem and apply the new results to a number of examples, such as the symmetric hyperbolic system, the unsteady div–grad problem, and the wave equation. Special attention was paid to the (generalised) unsteady Maxwell system.     

A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values

In this paper we propose a nonmonotone trust region method. Unlike traditional nonmonotone trust region method, the nonmonotone technique applied to our method is based on the nonmonotone line search technique proposed by Zhang and Hager [A nonmonotone line search technique and its application to unconstrained optimization, SIAM J. Optim. 14(4) (2004) 1043–1056] instead of that presented by Grippo et al. [A nonmonotone line search technique for Newton's method, SIAM J. Numer. Anal. 23(4) (1986) 707–716]. So the method requires nonincreasing of a special weighted average of the successive function values. Global and superlinear convergence of the method are proved under suitable conditions. Preliminary numerical results show that the method is efficient for unconstrained optimization problems.     

On the ellipticity of coupled finite element and one-equation boundary element methods for boundary value problems

In this paper we extend some recent results on the stability of the Johnson–Nédelec coupling of finite and boundary element methods in the case of boundary value problems. In Of and Steinbach (Z Angew Math Mech 93:476–484, 2013), Sayas (SIAM J Numer Anal 47:3451–3463, 2009) and Steinbach (SIAM J Numer Anal 49:1521–1531, 2011), the case of a free-space transmission problem was considered, and sufficient and necessary conditions are stated which ensure the ellipticity of the bilinear form for the coupled problem. The proof was based on considering the energies which are related to both the interior and exterior problem. In the case of boundary value problems for either interior or exterior problems, additional estimates are required to bound the energy for the solutions of related subproblems. Moreover, several techniques for the stabilization of the coupled formulations are analysed. Applications involve boundary value problems with either hard or soft inclusions, exterior boundary value problems, and macro-element techniques.     

Newton's Method for Underdetermined Systems of Equations Under the γ-Condition

The convergence criterion of Newton's method for underdetermined system of equations under the γ-condition is established and the radius of the convergence ball is obtained. Applications to analytic operator are provided and some results due to Shub and Smale (SIAM J. Numer. Anal. 1996, 33:128–148) are extended and improved.     

Finite element approximation of nonlocal parabolic problem

In this article, we present a finite element scheme combined with backward Euler method to solve a nonlocal parabolic problem. An important issue in the numerical solution of nonlocal problems while using Newton's method is related to its structure. In fact differently from the local case where the Jacobian matrix is sparse and banded, in the nonlocal case the Jacobian matrix is dense and computations are much more onerous compared to that for differential equations. In order to avoid this difficulty, we use the technique given by Gudi (SIAM J Numer Anal 50 (2012), 657–668) for elliptic nonlocal problem of Kirchhoff type. We discuss the well‐posedness of the weak formulation at continuous as well as at discrete levels. We also derive a priori error estimates for semidiscrete and fully discrete formulations in L² and H¹ norms. Results based on the usual finite element method are provided to confirm the theoretical estimates. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 786–813, 2017