A robust optimal preconditioner for the mixed finite element discretization of elliptic optimal control problems

In this paper, we consider the efficient solving of the resulting algebraic system for elliptic optimal control problems with mixed finite element discretization. We propose a block‐diagonal preconditioner for the symmetric and indefinite algebraic system solved with minimum residual method, which is proved to be robust and optimal with respect to both the mesh size and the regularization parameter. The block‐diagonal preconditioner is constructed based on an isomorphism between appropriately chosen solution space and its dual for a general control problem with both state and gradient state observations in the objective functional. Numerical experiments confirm the efficiency of our proposed preconditioner.     

Error estimators and the adaptive finite element method on large strain deformation problems

We generalize the well‐known residual‐based error estimator in linear elasticity to the case of non‐linear deformation problems based on large strain and demonstrate its use in adaptive mesh control. Copyright © 2009 John Wiley & Sons, Ltd.     

A new methodology for anisotropic mesh refinement based upon error gradients

We introduce a new strategy for controlling the use of anisotropic mesh refinement based upon the gradients of an a posteriori approximation of the error in a computed finite element solution. The efficiency of this strategy is demonstrated using a simple anisotropic mesh adaption algorithm and the quality of a number of potential a posteriori error estimates is considered.     

On the solution of Maxwell's equations in polygonal domains

This paper is concerned with the structure of the singular and regular parts of the solution of time‐harmonic Maxwell's equations in polygonal plane domains and their effective numerical treatment. The asymptotic behaviour of the solution near corner points of the domain is studied by means of discrete Fourier transformation and it is proved that the solution of the boundary value problem does not belong locally to H² when the boundary of the domain has non‐acute angles. A splitting of the solution into a regular part belonging to the space H², and an explicitly described singular part is presented. For the numerical treatment of the boundary value problem, we propose a finite element discretization which combines local mesh grading and the singular field methods and derive a priori error estimates that show optimal convergence as known for the classical finite element method for problems with regular solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Improved L2 and H1 error estimates for the Hessian discretization method

The Hessian discretization method (HDM) for fourth-order linear elliptic equations provides a unified convergence analysis framework based on three properties namely coercivity, consistency, and limit-conformity. Some examples that fit in this approach include conforming and nonconforming finite element methods (ncFEMs), finite volume methods (FVMs) and methods based on gradient recovery operators. A generic error estimate has been established in L², H¹, and H²-like norms in literature. In this paper, we establish improved L² and H¹ error estimates in the framework of HDM and illustrate it on various schemes. Since an improved L² estimate is not expected in general for FVM, a modified FVM is designed by changing the quadrature of the source term and a superconvergence result is proved for this modified FVM. In addition to the Adini ncFEM, in this paper, we show that the Morley ncFEM is an example of HDM. Numerical results that justify the theoretical results are also presented.     

A new cubic nonconforming finite element on rectangles

A new nonconforming rectangle element with cubic convergence for the energy norm is introduced. The degrees of freedom (DOFs) are defined by the 12 values at the three Gauss points on each of the four edges. Due to the existence of one linear relation among the above DOFs, it turns out the DOFs are 11. The nonconforming element consists of . We count the corresponding dimension for Dirichlet and Neumann boundary value problems of second‐order elliptic problems. We also present the optimal error estimates in both broken energy and norms. Finally, numerical examples match our theoretical results very well. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 691–705, 2015     

A posteriori boundary control for FEM approximation of elliptic eigenvalue problems

We derive new a posteriori error estimates for the finite element solution of an elliptic eigenvalue problem, which take into account also the effects of the polygonal approximation of the domain. This suggests local error indicators that can be used to drive a procedure handling the mesh refinement together with the approximation of the domain. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 369–388, 2012     

Nonconforming cell boundary element methods for elliptic problems on triangular mesh

The nonconforming cell boundary element (CBE) methods are proposed. The methods are designed in such a way that they enjoy the mass conservation at the element level and the normal component of fluxes at inter-element boundaries are continuous for unstructured triangular meshes. Normal flux continuity and the optimal order error estimates in a broken H¹ norm for the P₁ method are established, which are completion of authors' earlier works [Y. Jeon, D. Sheen, Analysis of a cell boundary element method, Adv. Comput. Math. 22 (3) (2005) 201–222; Y. Jeon, E.-J. Park, D. Sheen, A cell boundary element method for elliptic problems, Numer. Methods Partial Differential Equations 21 (3) (2005) 496–511]. Moreover, two second order methods (the and modified methods) and a multiscale CBE method are constructed and numerical experiments are performed. Numerical results show feasibility and effectiveness of the CBE methods.     

Local a posteriori error estimates and adaptive control of pollution effects

Local a posteriori error estimators are derived for linear elliptic problems over general polygonal domains in 2d. The estimators lead to a sharp upper bound for the energy error in a local region of interest. This upper bound consists of H¹‐type local error indicators in a slightly larger subdomain, plus weighted L²‐type local error indicators outside this subdomain, which account for the pollution effects. This constitutes the basis of a local adaptive refinement procedure. Numerical experiments show a superior performance than the standard global procedure as well as the generation of locally quasi‐optimal meshes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 421–442, 2003     

A preconditioned MinRes solver for time‐periodic parabolic optimal control problems

This work is devoted to the multiharmonic analysis of parabolic optimal control problems in a time‐periodic setting. In contrast to previous approaches, we include the cases of different control and observation domains, the observation in certain energy spaces, and the presence of control constraints. In all these cases, we propose a new preconditioned MinRes solver for the frequency domain equations and show that this solver is robust with respect to the space and time discretization parameters as well as the involved ‘bad’ model parameters of the state equation. Copyright © 2012 John Wiley & Sons, Ltd.     

Partition of unity refinement for local approximation

In this article, we propose a Partition of Unity Refinement (PUR) method to improve the local approximations of elliptic boundary value problems in regions of interest. The PUR method only needs to refine the local meshes and hanging nodes generate no difficulty. The mesh qualities such as uniformity or quasi‐uniformity are kept. The advantages of the PUR include its effectiveness and relatively easy implementation. In this article, we present the basic ideas and implementation of the PUR method on triangular meshes. Numerical results for elliptic Dirichlet boundary value problem on an L‐shaped domain are shown to demonstrate the effectiveness of the proposed method. The extensions of the PUR method to multilevel and higher dimension are straightforward. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 803–817, 2011     

Convergence analysis of the adaptive finite element method with the red-green refinement

In this paper, we analyze the convergence of the adaptive conforming P 1 element method with the red-green refinement. Since the mesh after refining is not nested into the one before, the Galerkin-orthogonality does not hold for this case. To overcome such a difficulty, we prove some quasi-orthogonality instead under some mild condition on the initial mesh (Condition A). Consequently, we show convergence of the adaptive method by establishing the reduction of some total error. To weaken the condition on the...     

A discontinuous interpolated finite volume approximation of semilinear elliptic optimal control problems

In this article, we describe a discontinuous finite volume method with interpolated coefficients for the numerical approximation of the distributed optimal control problem governed by a class of semilinear elliptic equations with control constraints. The proposed distributed control problem involves three unknown variable: control, state and costate. For the approximation of control, we have adopted three different methodologies: variational discretization, piecewise constant and piecewise linear discretization, while the approximation of state and costate variables is based on discontinuous piecewise linear polynomials. As the resulted scheme is non‐symmetric, optimize‐then‐discretize approach is used to approximate the control problem. Optimal a priori error estimates in suitable natural norms for state, costate and control variables are derived. Moreover, numerical experiments are presented to support the derived theoretical results. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2090–2113, 2017     

Local discontinuous Galerkin methods with explicit-implicit-null time discretizations for solving nonlinear diffusion problems

In this paper,we discuss the local discontinuous Galerkin methods coupled with two specific explicitimplicit-null time discretizations for solving one-dimensional nonlinear diffusion problems Ut=(a(U)Ux)x.The basic idea is to add and subtract two equal terms a0 Uxx the right-hand side of the partial differential equation,then to treat the term a0 Uxx implicitly and the other terms(a(U)Ux)x-a0 Uxx explicitly.We give stability analysis for the method on a simplified model by the aid of energy analysis,which gives a guidance for the choice of a0,i.e.,a0≥max{a(u)}/2 to ensure the unconditional stability of the first order and second order schemes.The optimal error estimate is also derived for the simplified model,and numerical experiments are given to demonstrate the stability,accuracy and performance of the schemes for nonlinear diffusion equations.     

Graded mesh refinement and error estimates of higher order for DGFE solutions of elliptic boundary value problems in polygons

Error estimates for DGFE solutions are well investigated if one assumes that the exact solution is sufficiently regular. In this article, we consider a Dirichlet and a mixed boundary value problem for a linear elliptic equation in a polygon. It is well known that the first derivatives of the solutions develop singularities near reentrant corner points or points where the boundary conditions change. On the basis of the regularity results formulated in Sobolev–Slobodetskii spaces and weighted spaces of Kondratiev type, we prove error estimates of higher order for DGFE solutions using a suitable graded mesh refinement near boundary singular points. The main tools are as follows: regularity investigation for the exact solution relying on general results for elliptic boundary value problems, error analysis for the interpolation in Sobolev–Slobodetskii spaces, and error estimates for DGFE solutions on special graded refined meshes combined with estimates in weighted Sobolev spaces. Our main result is that there exist a local grading of the mesh and a piecewise interpolation by polynoms of higher degree such that we will get the same order O (h^α) of approximation as in the smooth case. © 2011 Wiley Periodicals, Inc. Numer Mehods Partial Differential Eq, 2012     

Numerical analysis for the approximation of optimal control problems with pointwise observations

In this paper, we study the numerical methods for optimal control problems governed by elliptic PDEs with pointwise observations of the state. The first order optimality conditions as well as regularities of the solutions are derived. The optimal control and adjoint state have low regularities due to the pointwise observations. For the finite dimensional approximation, we use the standard conforming piecewise linear finite elements to approximate the state and adjoint state variables, whereas variational discretization is applied to the discretization of the control. A priori and a posteriori error estimates for the optimal control, the state and adjoint state are obtained. Numerical experiments are also provided to confirm our theoretical results. Copyright © 2013 John Wiley & Sons, Ltd.     

Convergence analysis of virtual element methods for semilinear parabolic problems on polygonal meshes

In this article, we discuss and analyze new conforming virtual element methods (VEMs) for the approximation of semilinear parabolic problems on convex polygonal meshes in two spatial dimension. The spatial discretization is based on polynomial and suitable nonpolynomial functions, and a Euler backward scheme is employed for time discretization. The discrete formulation of both the proposed schemes—semidiscrete and fully discrete (with time discretization) is discussed in detail, and the unique solvability of the resulted schemes is discussed. A priori error estimates for the proposed schemes (semidiscrete and fully discrete) in H¹‐ and L²‐norms are derived under the assumption that the source term f is Lipschitz continuous. Some numerical experiments are conducted to illustrate the performance of the proposed scheme and to confirm the theoretical convergence rates.     

Finite element methods for elliptic optimal control problems with boundary observations

We study in this paper the finite element approximations to elliptic optimal control problems with boundary observations. The main feature of this kind of optimal control problems is that the observations or measurements are the outward normal derivatives of the state variable on the boundary, this reduces the regularity of solutions to the optimal control problems. We propose two kinds of finite element methods: the standard FEM and the mixed FEM, to efficiently approximate the underlying optimal control problems. For both cases we derive a priori error estimates for problems posed on polygonal domains. Some numerical experiments are carried out at the end of the paper to support our theoretical findings.     

美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .