Fourth-order compact finite difference method for fourth-order nonlinear elliptic boundary value problems

A compact finite difference method with non-isotropic mesh is proposed for a two-dimensional fourth-order nonlinear elliptic boundary value problem. The existence and uniqueness of its solutions are investigated by the method of upper and lower solutions, without any requirement of the monotonicity of the nonlinear term. Three monotone and convergent iterations are provided for resolving the resulting discrete systems efficiently. The convergence and the fourth-order accuracy of the proposed method are proved. Numerical results demonstrate the high efficiency and advantages of this new approach.     

An inexact implicit method for general mixed variational inequalities

In the present paper, we present an inexact implicit method with a variable parameter for general mixed variational inequalities. We use a self-adaptive technique to adjust parameter ρ$\rho$ at each iteration. The main advantage of this technique is that the method can adjust the parameter automatically and the numbers of iteration are not very sensitive to different initial parameter _ρ0.${\rho }_0.$     

On the boundary element method for the Signorini problem of the Laplacian

Summary For the Laplace equation with Signorini boundary conditions two equivalent boundary variational inequality formulations are deduced. We investigate the discretization by a boundary element Galerkin method and obtain quasi-optimal asymptotic error estimates in the underlying Sobolev spaces. An algorithm based on the decomposition-coordination method is used to solve the discretized problems. Numerical examples confirm the predicted rate of convergence.     

A posteriori error estimates for mixed finite element solutions of convex optimal control problems

In this paper, we present an a posteriori error analysis for mixed finite element approximation of convex optimal control problems. We derive a posteriori error estimates for the coupled state and control approximations under some assumptions which hold in many applications. Such estimates can be used to construct reliable adaptive mixed finite elements for the control problems.     

An additional projection step to He and Liao's method for solving variational inequalities

In this paper, we proposed a modified extragradient method for solving variational inequalities. The method can be viewed as an extension of the method proposed by He and Liao [Improvement of some projection methods for monotone variational inequalities, J. Optim. Theory Appl. 112 (2002) 111–128], by performing an additional projection step at each iteration and another optimal step length is employed to reach substantial progress in each iteration. We used a self-adaptive technique to adjust parameter ρ$\rho$ at each iteration. Under certain conditions, the global convergence of the proposed method is proved. Preliminary numerical experiments are included to compare our method with some known methods.     

A posteriori error estimates for hp finite element solutions of convex optimal control problems

In this paper, we present a posteriori error analysis for hp finite element approximation of convex optimal control problems. We derive a new quasi-interpolation operator of Clément type and a new quasi-interpolation operator of Scott-Zhang type that preserves homogeneous boundary condition. The Scott-Zhang type quasi-interpolation is suitable for an application in bounding the errors in L²-norm. Then hp a posteriori error estimators are obtained for the coupled state and control approximations. Such estimators can be used to construct reliable adaptive finite elements for the control problems.     

Analysis of artificial boundary conditions for exterior boundary value problems in three dimensions

Summary. Simple boundary conditions on an artificial boundary are discussed, then an exact boundary condition on the artificial boundary is obtained. Approximation to this boundary condition with high accuracy is given, and the error estimates are obtained. A numerical example is presented, and the numerical results are compared with the exact solution. Received January 27, 1997 / Revised version received May 14, 1999 / Published online February 17, 2000     

An iterative substructuring method for the p-version of the boundary element method for hypersingular integral operators in three dimensions

Summary. We study preconditioners for the -version of the boundary element method for hypersingular integral equations in three dimensions. The preconditioners are based on iterative substructuring of the underlying ansatz spaces which are constructed by using discretely harmonic basis functions. We consider a so-called wire basket preconditioner and a non-overlapping additive Schwarz method based on the complete natural splitting, i.e. with respect to the nodal, edge and interior functions, as well as an almost diagonal preconditioner. In any case we add the space of piecewise bilinear functions which eliminate the dependence of the condition numbers on the mesh size. For all these methods we prove that the resulting condition numbers are bounded by . Here, is the polynomial degree of the ansatz functions and is a constant which is independent of and the mesh size of the underlying boundary element mesh. Numerical experiments supporting these results are reported. Received July 8, 1996 / Revised version received January 8, 1997     

An iterative adaptive finite element method for elliptic eigenvalue problems

We consider the task of resolving accurately the n$n$th eigenpair of a generalized eigenproblem rooted in some elliptic partial differential equation (PDE), using an adaptive finite element method (FEM). Conventional adaptive FEM algorithms call a generalized eigensolver after each mesh refinement step. This is not practical in our situation since the generalized eigensolver needs to calculate n$n$ eigenpairs after each mesh refinement step, it can switch the order of eigenpairs, and for repeated eigenvalues it can return an arbitrary linear combination of eigenfunctions from the corresponding eigenspace. In order to circumvent these problems, we propose a novel adaptive algorithm that only calls a generalized eigensolver once at the beginning of the computation, and then employs an iterative method to pursue a selected eigenvalue–eigenfunction pair on a sequence of locally refined meshes. Both Picard’s and Newton’s variants of the iterative method are presented. The underlying partial differential equation (PDE) is discretized with higher-order finite elements (hp$hp$-FEM) but the algorithm also works for standard low-order FEM. The method is described and accompanied with theoretical analysis and numerical examples. Instructions on how to reproduce the results are provided.     

A mesh transformation method for computing microstructures

Summary. A numerical method is established to solve the problem of minimizing a nonquasiconvex potential energy. Convergence of the method is proved both in the case on its own and in the case when it is combined with a weak boundary condition. Numerical examples are given to show that the method, especially when applied together with a continuation method and some other numerical techniques, is not only successful and efficient in solving problems with laminated microstructures but also capable of computing more complicated microstructures. Received March 17, 2000 / Published online April 5, 2001     

A characteristic finite element method for optimal control problems governed by convection-diffusion equations

In this paper we analyze a characteristic finite element approximation of convex optimal control problems governed by linear convection-dominated diffusion equations with pointwise inequality constraints on the control variable, where the state and co-state variables are discretized by piecewise linear continuous functions and the control variable is approximated by either piecewise constant functions or piecewise linear discontinuous functions. A priori error estimates are derived for the state, co-state and the control. Numerical examples are given to show the efficiency of the characteristic finite element method.     

Adaptive boundary element methods for strongly elliptic integral equations

Summary Integral operators are nonlocal operators. The operators defined in boundary integral equations to elliptic boundary value problems, however, are pseudo-differential operators on the boundary and, therefore, provide additional pseudolocal properties. These allow the successful application of adaptive procedures to some boundary element methods. In this paper we analyze these methods for general strongly elliptic integral equations and obtain a-posteriori error estimates for boundary element solutions. We also apply these methods to nodal collocation with odd degree splines. Some numerical examples show that these adaptive procedures are reliable and effective.This work was carried out while Dr. De-hao Yu was an Alexander-von-Humboldt-Stiftung research fellow at the University of Stuttgart in 1987, 1988     

A domain decomposition algorithm for elliptic problems in three dimensions

Summary Most domain decomposition algorithms have been developed for problems in two dimensions. One reason for this is the difficulty in devising a satisfactory, easy-to-implement, robust method of providing global communication of information for problems in three dimensions. Several methods that work well in two dimension do not perform satisfactorily in three dimensions.A new iterative substructuring algorithm for three dimensions is proposed. It is shown that the condition number of the resulting preconditioned problem is bounded independently of the number of subdomains and that the growth is quadratic in the logarithm of the number of degrees of freedom associated with a subdomain. The condition number is also bounded independently of the jumps in the coefficients of the differential equation between subdomains. The new algorithm also has more potential parallelism than the iterative substructuring methods previously proposed for problems in three dimensions.This work was supported in part by the National Science Foundation under grant NSF-CCR-8903003 and by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy, under Contract W-31-109-Eng-38.     

A locking-free nonconforming triangular element for planar elasticity with pure traction boundary condition

A new nonconforming triangular element for the equations of planar linear elasticity with pure traction boundary conditions is considered. By virtue of construction of the element, the discrete version of Korn’s second inequality is directly proved to be valid. Convergence rate of the finite element methods is uniformly optimal with respect to λ. Error estimates in the energy norm and L²-norm are O(h²) and O(h³), respectively.     

Two-scale composite finite element method for Dirichlet problems on complicated domains

In this paper, we define a new class of finite elements for the discretization of problems with Dirichlet boundary conditions. In contrast to standard finite elements, the minimal dimension of the approximation space is independent of the domain geometry and this is especially advantageous for problems on domains with complicated micro-structures. For the proposed finite element method we prove the optimal-order approximation (up to logarithmic terms) and convergence estimates valid also in the cases when the exact solution has a reduced regularity due to re-entering corners of the domain boundary. Numerical experiments confirm the theoretical results and show the potential of our proposed method.     

Sparsity reconstruction in electrical impedance tomography: An experimental evaluation

We investigate the potential of sparsity constraints in the electrical impedance tomography (EIT) inverse problem of inferring the distributed conductivity based on boundary potential measurements. In sparsity reconstruction, inhomogeneities of the conductivity are a priori assumed to be sparse with respect to a certain basis. This prior information is incorporated into a Tikhonov-type functional by including a sparsity-promoting ?¹-penalty term. The functional is minimized with an iterative soft shrinkage-type algorithm. In this paper, the feasibility of the sparsity reconstruction approach is evaluated by experimental data from water tank measurements. The reconstructions are computed both with sparsity constraints and with a more conventional smoothness regularization approach. The results verify that the adoption of ?¹-type constraints can enhance the quality of EIT reconstructions: in most of the test cases the reconstructions with sparsity constraints are both qualitatively and quantitatively more feasible than that with the smoothness constraint.     

An additive Schwarz preconditioner for p-version boundary element approximation of the hypersingular operator in three dimensions

Summary. Additive Schwarz preconditioners are developed for the p-version of the boundary element method for the hypersingular integral equation on surfaces in three dimensions. The principal preconditioner consists of decomposing the subspace into local spaces associated with the element interiors supplemented with a wirebasket space associated with the the element interfaces. The wirebasket correction involves inverting a diagonal matrix. If exact solvers are used on the element interiors then theoretical analysis shows that growth of the condition number of the preconditioned system is bounded by for an open surface and for a closed surface. A modified form of the preconditioner only requires the inversion of a diagonal matrix but results in a further degradation of the condition number by a factor . Received December 15, 1998 / Revised version received March 26, 1999 / Published online March 16, 2000     

The Laguerre spectral method for solving Neumann boundary value problems

In this paper, we propose a Laguerre spectral method for solving Neumann boundary value problems. This approach differs from the classical spectral method in that the homogeneous boundary condition is satisfied exactly. Moreover, a tridiagonal matrix is employed, instead of the full stiffness matrix encountered in the classical variational formulation of such problems. For analyzing the numerical errors, some basic results on Laguerre approximations are established. The convergence is proved. The numerical results demonstrate the efficiency of this approach.     

A multigrid method for constrained optimal control problems

We consider the fast and efficient numerical solution of linear-quadratic optimal control problems with additional constraints on the control. Discretization of the first-order conditions leads to an indefinite linear system of saddle point type with additional complementarity conditions due to the control constraints. The complementarity conditions are treated by a primal-dual active set strategy that serves as outer iteration. At each iteration step, a KKT system has to be solved. Here, we develop a multigrid method for its fast solution. To this end, we use a smoother which is based on an inexact constraint preconditioner.We present numerical results which show that the proposed multigrid method possesses convergence rates of the same order as for the underlying (elliptic) PDE problem. Furthermore, when combined with a nested iteration, the solver is of optimal complexity and achieves the solution of the optimization problem at only a small multiple of the cost for the PDE solution.     

A finite difference method for free boundary problems

Fornberg and Meyer-Spasche proposed some time ago a simple strategy to correct finite difference schemes in the presence of a free boundary that cuts across a Cartesian grid. We show here how this procedure can be combined with a minimax-based optimization procedure to rapidly solve a wide range of elliptic-type free boundary value problems.