An adaptive method for the numerical solution of Fredholm integral equations of the second kind. I. regular kernels

An adaptive method based on the trapezoidal rule for the numerical solution of Fredholm integral equations of the second kind is developed. The choice of mesh points is made automatically so as to equidistribute both the change in the discrete solution and its gradient. Some numerical experiments with this method are presented.     

A posteriori error estimates in quantities of interest for the finite element heterogeneous multiscale method

We present an “a posteriori” error analysis in quantities of interest for elliptic homogenization problems discretized by the finite element heterogeneous multiscale method. The multiscale method is based on a macro‐to‐micro formulation, where the macroscopic physical problem is discretized in a macroscopic finite element space, and the missing macroscopic data are recovered on‐the‐fly using the solutions of corresponding microscopic problems. We propose a new framework that allows to follow the concept of the (single‐scale) dual‐weighted residual method at the macroscopic level in order to derive a posteriori error estimates in quantities of interests for multiscale problems. Local error indicators, derived in the macroscopic domain, can be used for adaptive goal‐oriented mesh refinement. These error indicators rely only on available macroscopic and microscopic solutions. We further provide a detailed analysis of the data approximation error, including the quadrature errors. Numerical experiments confirm the efficiency of the adaptive method and the effectivity of our error estimates in the quantities of interest. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

有红利美式看跌期权定价树图模型的自适应性改进

本文基于支付固定红利美式看跌期权的三叉树图定价模型,对其进行了自适应性改进,从而解决了树图模型所存在的因为时间离散、状态不连续而产生的"非线性误差"问题.最后给出了实证分析,并与二叉树图和三叉树图进行了比较,结果表明进行自适应性改进后可以得到更加精确、有效的数值解.     

Convergence and complexity of arbitrary order adaptive mixed element methods for the Poisson equation

This paper discusses convergence and complexity of arbitrary,but fixed,order adaptive mixed element methods for the Poisson equation in two and three dimensions.The two main ingredients in the analysis,namely the quasi-orthogonality and the discrete reliability,are achieved by use of a discrete Helmholtz decomposition and a discrete inf-sup condition.The adaptive algorithms are shown to be contractive for the sum of the error of flux in L2-norm and the scaled error estimator after each step of mesh refinement and to be quasi-optimal with respect to the number of elements of underlying partitions.The methods do not require a separate treatment for the data oscillation.     

Convergence of an adaptive Ka?anov FEM for quasi-linear problems

We design an adaptive finite element method to approximate the solutions of quasi-linear elliptic problems. The algorithm is based on a Ka?anov iteration and a mesh adaptation step is performed after each linear solve. The method is thus inexact because we do not solve the discrete nonlinear problems exactly, but rather perform one iteration of a fixed point method (Ka?anov), using the approximation of the previous mesh as an initial guess. The convergence of the method is proved for any reasonable marking strategy and starting from any initial mesh. We conclude with some numerical experiments that illustrate the theory.     

Adaptive computation of smallest eigenvalues of self‐adjoint elliptic partial differential equations

We consider a new adaptive finite element (AFEM) algorithm for self‐adjoint elliptic PDE eigenvalue problems. In contrast to other approaches we incorporate the inexact solutions of the resulting finite‐dimensional algebraic eigenvalue problems into the adaptation process. In this way we can balance the costs of the adaptive refinement of the mesh with the costs for the iterative eigenvalue method. We present error estimates that incorporate the discretization errors, approximation errors in the eigenvalue solver and roundoff errors, and use these for the adaptation process. We show that it is also possible to restrict to very few iterations of a Krylov subspace solver for the eigenvalue problem on coarse meshes. Several examples are presented to show that this new approach achieves much better complexity than the previous AFEM approaches which assume that the algebraic eigenvalue problem is solved to full accuracy. Copyright © 2010 John Wiley & Sons, Ltd.     

Pointwise a posteriori error estimates for monotone semi-linear equations

We derive upper and lower a posteriori estimates for the maximum norm error in finite element solutions of monotone semi-linear equations. The estimates hold for Lagrange elements of any fixed order, non-smooth nonlinearities, and take numerical integration into account. The proof hinges on constructing continuous barrier functions by correcting the discrete solution appropriately, and then applying the continuous maximum principle; no geometric mesh constraints are thus required. Numerical experiments illustrate reliability and efficiency properties of the corresponding estimators and investigate the performance of the resulting adaptive algorithms in terms of the polynomial order and quadrature.     

Adaptive finite element solution of the porous medium equation in pressure formulation

The pressure formulation of the porous medium equation has been commonly used in theoretical studies due to its much better regularities than the original formulation. The goal here is to study its use in the adaptive moving mesh finite element solution. The free boundary is traced explicitly through Darcy's law. The method is shown numerically second‐order in space and first‐order in time in the pressure variable. Moreover, the convergence order of the error in the location of the free boundary is almost second‐order in the maximum norm. However, numerical results also show that the convergence order in the original variable stays between first‐order and second‐order in L¹ norm or between 0.5th‐order and first‐order in L² norm. Nevertheless, the current method can offer some advantages over numerical methods based on the original formulation for situations with large exponents or when a more accurate location of the free boundary is desired.     

Numerical method for a singularly perturbed convection-diffusion problem with delay

This paper deals with the singularly perturbed boundary value problem for a linear second-order delay differential equation. For the numerical solution of this problem, we use an exponentially fitted difference scheme on a uniform mesh which is accomplished by the method of integral identities with the use of exponential basis functions and interpolating quadrature rules with weight and remainder term in integral form. It is shown that one gets first order convergence in the discrete maximum norm, independently of the perturbation parameter. Numerical results are presented which illustrate the theoretical results.     

A TWO-GRID METHOD FOR THE C0 INTERIOR PENALTY DISCRETIZATION OF THE MONGE-AMP(E)RE EQUATION

The purpose of this paper is to analyze an efficient method for the solution of the nonlinear system resulting from the discretization of the elliptic Monge-Ampère equation by a $C^0$ interior penalty method with Lagrange finite elements. We consider the two-grid method for nonlinear equations which consists in solving the discrete nonlinear system on a coarse mesh and using that solution as initial guess for one iteration of Newton's method on a finer mesh. Thus both steps are inexpensive. We give quasi-optimal $W^{1,\infty}$ error estimates for the discretization and estimate the difference between the interior penalty solution and the two-grid numerical solution. Numerical experiments confirm the computational efficiency of the approach compared to Newton's method on the fine mesh.     

A Study on CFL Conditions for the DG Solution of Conservation Laws on Adaptive Moving Meshes

The selection of time step plays a crucial role in improving stability and efficiency in the Discontinuous Galerkin (DG) solution of hyperbolic conservation laws on adaptive moving meshes that typically employs explicit stepping. A commonly used selection of time step is a direct extension based on Courant-Friedrichs-Levy (CFL) conditions established for fixed and uniform meshes. In this work, we provide a mathematical justification for those time step selection strategies used in practical adaptive DG computations. A stability analysis is presented for a moving mesh DG method for linear scalar conservation laws. Based on the analysis, a new selection strategy of the time step is proposed, which takes into consideration the coupling of the $α$-function (that is related to the eigenvalues of the Jacobian matrix of the flux and the mesh movement velocity) and the heights of the mesh elements. The analysis also suggests several stable combinations of the choices of the $α$-function in the numerical scheme and in the time step selection. Numerical results obtained with a moving mesh DG method for Burgers' and Euler equations are presented. For comparison purpose, numerical results obtained with an error-based time step-size selection strategy are also given.     

Projective synchronization between different fractional‐order hyperchaotic systems with uncertain parameters using proposed modified adaptive projective synchronization technique

In the present article, the authors have proposed a modified projective adaptive synchronization technique for fractional‐order chaotic systems. The adaptive projective synchronization controller and identification parameters law are developed on the basis of Lyapunov direct stability theory. The proposed method is successfully applied for the projective synchronization between fractional‐order hyperchaotic Lü system as drive system and fractional‐order hyperchaotic Lorenz chaotic system as response system. A comparison between the effects on synchronization time due to the presence of fractional‐order time derivatives for modified projective synchronization method and proposed modified adaptive projective synchronization technique is the key feature of the present article. Numerical simulation results, which are carried out using Adams–Boshforth–Moulton method show that the proposed technique is effective, convenient and also faster for projective synchronization of fractional‐order nonlinear dynamical systems. Copyright © 2013 John Wiley & Sons, Ltd.     

Adaptive Wavelet Methods for Elliptic Operator Equations with Nonlinear Terms

We present an adaptive wavelet method for the numerical solution of elliptic operator equations with nonlinear terms. This method is developed based on tree approximations for the solution of the equations and adaptive fast reconstruction of nonlinear functionals of wavelet expansions. We introduce a constructive greedy scheme for the construction of such tree approximations. Adaptive strategies of both continuous and discrete versions are proposed. We prove that these adaptive methods generate approximate solutions with optimal order in both of convergence and computational complexity when the solutions have certain degree of Besov regularity.     

Convergence analysis of an adaptive nonconforming finite element method

An adaptive nonconforming finite element method is developed and analyzed that provides an error reduction due to the refinement process and thus guarantees convergence of the nonconforming finite element approximations. The analysis is carried out for the lowest order Crouzeix-Raviart elements and leads to the linear convergence of an appropriate adaptive nonconforming finite element algorithm with respect to the number of refinement levels. Important tools in the convergence proof are a discrete local efficiency and a quasi-orthogonality property. The proof does neither require regularity of the solution nor uses duality arguments. As a consequence on the data control, no particular mesh design has to be monitored. Supported by the DFG Research Center MATHEON ``Mathematics for key technologies' in Berlin.     

Numerical solution for the anisotropic Willmore flow of graphs

The Willmore flow is well known problem from the differential geometry. It minimizes the Willmore functional defined as integral of the mean-curvature square over given manifold. For the graph formulation, we derive modification of the Willmore flow with anisotropic mean curvature. We define the weak solution and we prove an energy equality. We approximate the solution numerically by the complementary finite volume method. To show the stability, we re-formulate the resulting scheme in terms of the finite difference method. By using simple framework of the finite difference method (FDM) we show discrete version of the energy equality. The time discretization is done by the method of lines and the resulting system of ODEs is solved by the Runge–Kutta–Merson solver with adaptive integration step. We also show experimental order of convergence as well as results of the numerical experiments, both for several different anisotropies.     

Maximum principle for the finite element solution of time‐dependent anisotropic diffusion problems

Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the θ ‐method in time for solving time‐dependent anisotropic diffusion problems. It is shown that the numerical solution satisfies a discrete maximum principle when all element angles of the mesh measured in the metric specified by the inverse of the diffusion matrix are nonobtuse, and the time step size is bounded below and above by bounds proportional essentially to the square of the maximal element diameter. The lower bound requirement can be removed when a lumped mass matrix is used. In two dimensions, the mesh and time step conditions can be replaced by weaker Delaunay‐type conditions. Numerical results are presented to verify the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Error estimates for mixed finite element approximations of the viscoelasticity wave equation

This paper studies mixed finite element approximations to the solution of the viscoelasticity wave equation. Two new transformations are introduced and a corresponding system of first‐order differential‐integral equations is derived. The semi‐discrete and full‐discrete mixed finite element methods are then proposed for the problem based on the Raviart–Thomas–Nedelec spaces. The optimal error estimates in L²‐norm are obtained for the semi‐discrete and full‐discrete mixed approximations of the general viscoelasticity wave equation. Copyright © 2004 John Wiley & Sons, Ltd.     

Adaptive Runge-Kutta Discontinuous Galerkin Methods with Modified Ghost Fluid Method for Simulating the Compressible Two-Medium Flow

In this paper, we investigate using the adaptive Runge-Kutta discontinuous Galerkin (RKDG) methods with the modified ghost fluid method (MGFM) in conjunction with the adaptive RKDG methods for solving the level set function to simulate the compressible two-medium flow in one and two dimensions. A shock detection technique (KXRCF method) is adopted as an indicator to identify the troubled cell, which serves for further numerical limiting procedure which uses a modified TVB limiter to reconstruct different degrees of freedom and an adaptive mesh refinement procedure. If the computational mesh should be refined or coarsened, and the detail of the implementation algorithm is presented on how to modulate the hanging nodes and redefine the numerical solutions of the two-medium flow and the level set function on such adaptive mesh. Extensive numerical tests are provided to illustrate the proposed adaptive methods may possess the capability of enhancing the resolutions nearby the discontinuities inside of the single medium flow region and material interfacial vicinities of the two-medium flow region.     

Integrable Discrete Model for One‐Dimensional Soil Water Infiltration

We propose an integrable discrete model of one‐dimensional soil water infiltration. This model is based on the continuum model by Broadbridge and White, which takes the form of nonlinear convection–diffusion equation with a nonlinear flux boundary condition at the surface. It is transformed to the Burgers equation with a time‐dependent flux term by the hodograph transformation. We construct a discrete model preserving the underlying integrability, which is formulated as the self‐adaptive moving mesh scheme. The discretization is based on linearizability of the Burgers equation to the linear diffusion equation, but the naïve discretization based on the Euler scheme which is often used in the theory of discrete integrable systems does not necessarily give a good numerical scheme. Taking desirable properties of a numerical scheme into account, we propose an alternative discrete model that produces solutions with similar accuracy to direct computation on the original nonlinear equation, but with clear benefits regarding computational cost.     

Adaptive stabilized mixed finite volume methods for the incompressible flow

In this article, we study adaptive stabilized mixed finite volume methods for the incompressible flows approximated using the lower order elements. A residual type of a posteriori error estimator is designed and studied with the derivation of upper and lower bounds between the exact solution and the finite volume solution. A discrete local lower bound between two successive finite volume solutions is also obtained. Also, convergence of the adaptive stabilized mixed finite volume methods is established. The presented methods have three prominent features. First, it is of practical convenience in real applications with the same partitions for velocity and pressure. Second, less computational time is required by easily applying both the lower order elements and the local grid refinement necessary for the elements of interest. Third, compared with the standard finite element method, its analysis of H¹‐norm and L²‐norm for the velocity and pressure are usually derived without any high order regularity conditions on the exact solution. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1424–1443, 2015