AC 0-collocation-like method for two-point boundary value problems

Summary A method of a collocation type based onC ⁰-piecewise polynomial spaces is presented for a two-point boundary value problem of the second order. The method has an optimal order of convergence under smoothness requirements on the exact solution which are weaker than forC ¹-collocation methods. If the differential operator is symmetric, a modification of this method leads to a symmetric system of linear equations. It is shown that if the collocation solution is a piecewise polynomial of degree not greater thanr, the method is stable and convergent with orderh ^r inH ¹-norm. A similar symmetric modification forC ⁰-colloction-finite element method [7] is also obtained. Superconvergence at the nodes is established.     

Approximation of pseudodifferential operators in absorbing boundary conditions for hyperbolic equations

Summary Engquist and Majda [3] proposed a pseudodifferential operator as asymptotically valid absorbing boundary condition for hyperbolic equations. (In the case of the wave equation this boundary condition is valid at all frequencies.) Here, least-squares approximation of the symbol of the pseudodifferential operator is proposed to obtain differential operators as boundary conditions. It is shown that for the wave equation this approach leads to Kreiss well-posed initial boundary value problems and that the expectation of the reflected energy is lower than in the case of Taylor- and Padé-approximations [3, 4]. Numerical examples indicate that this method works even more effectively for hyperbolic systems. The least-squares approach may be used to generate the boundary conditions automatically.     

Numerical solutions for some coupled systems of nonlinear boundary value problems

Summary In the well-known Volterra-Lotka model concerning two competing species with diffusion, the densities of the species are governed by a coupled system of reaction diffusion equations. The aim of this paper is to present an iterative scheme for the steady state solutions of a finite difference system which corresponds to the coupled nonlinear boundary value problems. This iterative scheme is based on the method of upper-lower solutions which leads to two monotone sequences from some uncoupled linear systems. It is shown that each of the two sequences converges to a nontrivial solution of the discrete equations. The model under consideration may have one, two or three nonzero solutions and each of these solutions can be computed by a suitable choice of initial iteration. Numerical results are given for these solutions under both the Dirichlet boundary condition and the mixed type boundary condition.     

The treatment of nonhomogeneous Dirichlet boundary conditions by thep-version of the finite element method

Summary The paper addresses the problem of the implementation of nonhomogeneous essential Dirichlet type boundary conditions in thep-version of the finite element method.Partially supported by the Office of Naval Research under Grant N-00014-85-K-0169Research partially supported by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR 85-0322     

On the boundary element method for some nonlinear boundary value problems

Summary Here we analyse the boundary element Galerkin method for two-dimensional nonlinear boundary value problems governed by the Laplacian in an interior (or exterior) domain and by highly nonlinear boundary conditions. The underlying boundary integral operator here can be decomposed into the sum of a monotoneous Hammerstein operator and a compact mapping. We show stability and convergence by using Leray-Schauder fixed-point arguments due to Petryshyn and Neas.Using properties of the linearised equations, we can also prove quasioptimal convergence of the spline Galerkin approximations.This work was carried out while the first author was visiting the University of Stuttgart     

On some boundary element methods for the heat equation

Summary The object of this paper is to study some boundary element methods for the heat equation. Two approaches are considered. The first, based on the heat potential, has been studied numerically by previous authors. Here the convergence analysis in one space dimension is presented. In the second approach, the heat equation is first descretized in time and the resulting elliptic problem is put in the boundary formulation. A straight forward implicit method and Crank-Nicolson's method are thus studied. Again convergence in one space dimension is proved.     

Numerical solution of a hyperbolic free boundary problem with a method of characteristics

Summary For a free boundary problem for a linear hyperbolic system in one space dimension with two unknowns we discuss a numerical algorithm which combines the method of characteristics and the front tracking method. We prove quadratic resp. linear convergence and illustrate this with numerical examples.     

Multi-grid methods for Hamilton-Jacobi-Bellman equations

Summary In this paper we develop multi-grid algorithms for the numerical solution of Hamilton-Jacobi-Bellman equations. The proposed schemes result from a combination of standard multi-grid techniques and the iterative methods used by Lions and mercier in [11]. A convergence result is given and the efficiency of the algorithms is illustrated by some numerical examples.     

A nonconforming combined method for solving Laplace's boundary value problems with singularities

Summary For solving Laplace's boundary value problems with singularities, a nonconforming combined approach of the Ritz-Galerkin method and the finite element method is presented. In this approach, singular functions are chosen to be admissible functions in the part of a solution domain where there exist singularities; and piecewise linear functions are chosen to be admissible functions in the rest of the solution domain. In addition, the admissible functions used here are constrained to be continuous only at the element nodes on the common boundary of both methods. This method is nonconforming; however, the nonconforming effect does not result in larger errors of numerical solutions as long as a suitable coupling strategy is used.In this paper, we will develop such an approach by using a new coupling strategy, which is described as follows: IfL+1=O(|lnh|), the average errors of numerical solutions and their generalized derivatives are stillO(h), whereh is the maximal boundary length of quasiuniform triangular elements in the finite element method, andL+1 is the total number of singular admissible functions in the Ritz-Galerkin method. The coupling relation,L+1=O(|lnh|), is significant because only a few singular functions are required for a good approximation of solutions.This material is from Chapter 5 in my Ph.D. thesis: Numerical Methods for Elliptic Boundary Value Problems with Singularities. Part I: Boundary Methods for Solving Elliptic Problems with Singularities. Part II: Nonconforming Combinations for Solving Elliptic Problems with Singularities, the Department of Mathematics and Applied Mathematics, University of Toronto, May 1986     

Multi-grid methods for stokes and navier-stokes equations

Summary In the present paper we introduce transforming iterations, an approach to construct smoothers for indefinite systems. This turns out to be a convenient tool to classify several well-known smoothing iterations for Stokes and Navier-Stokes equations and to predict their convergence behaviour, epecially in the case of high Reynolds-numbers. Using this approach, we are able to construct a new smoother for the Navier-Stokes equations, based on incomplete LU-decompositions, yielding a highly effective and robust multi-grid method. Besides some qualitative theoretical convergence results, we give large numerical comparisons and tests for the Stokes as well as for the Navier-Stokes equations. For a general convergence theory we refer to [29].This work was supported in part by Deutsche Forschungsgemeinschaft     

Estimates for multigrid methods based on red-black Gauss-Seidel smoothings

Summary TheMGR[v] algorithms of Ries, Trottenberg and Winter, the Algorithms 2.1 and 6.1 of Braess and the Algorithm 4.1 of Verfürth are all multigrid algorithms for the solution of the discrete Poisson equation (with Dirichlet boundary conditions) based on red-black Gauss-Seidel smoothing. Both Braess and Verfürth give explicit numerical upper bounds on the rate of convergence of their methods in convex polygonal domains. In this work we reconsider these problems and obtain improved estimates for theh–2h Algorithm 4.1 as well asW-cycle estimates for both schemes in non-convex polygonal domains. The proofs do not depend on the strengthened Cauchy inequality.Sponsored by the Air Force Office of Scientific Research under Contract No. AFOSR-86-0163     

An asymptotic finite element method for improvement of solutions of boundary layer problems

Summary A scheme that uses singular perturbation theory to improve the performance of existing finite element methods is presented. The proposed scheme improves the error bounds of the standard Galerkin finite element scheme by a factor of O(ⁿ⁺¹) (where is the small parameter andn is the order of the asymptotic approximation). Numerical results for linear second order O.D.E.'s are given and are compared with several other schemes.     

Error estimates of a Galerkin method for some nonlinear Sobolev equations in one space dimension

Summary A semidiscrete Galerkin finite element method is defined and analyzed for nonlinear evolution equations of Sobolev type in a single space variable. Optimal orderL ^p error estimates are derived for 2p. And it is shown that the rates of convergence of the approximate solution and its derivative are one order better than the optimal order at certain spatial Jacobi and Gauss points, respectively. Also the standard nodal superconvergence results are established. Futher, it is considered that an a posteriori procedure provides superconvergent approximations at the knots for the spatial derivatives of the exact solution.     

Error estimates for semidiscrete Galerkin type approximations to semilinear evolution equations with nonsmooth initial data

Summary Error estimates for the semidiserete Galerkin method for abstract semilinear evolution equations with non-smooth initial data are given. In concrete cases almost optimal order of convergence for linear finite elements results.To Professor Dr. J.A. Nitsche on the occasion of his sixtieth birthday     

Approximation of tricomi problem with Neumann boundary condition

Summary The Tricomi problem with Neumann boundary condition is reduced to a degenerate problem in the elliptic region with a non-local boundary condition and to a Cauchy problem in the hyperbolic region. A variational formulation is given to the elliptic problem and a finite element approximation is studied. Also some regularity results in weighted Sobolev spaces are discussed.     

Domain decomposition methods for pseudo spectral approximations

Summary Multidomain pseudo spectral approximations of second order boundary value problems in one dimension are considered. The equation is collocated at the Chebyshev nodes inside each subinterval. Different patching conditions at the interfaces are analyzed. Results of stability and convergence are given.Research supported in part by AFOSR Grant 85-0303     

Total flux estimates for a finite element approximation of the Dirichlet problem using the boundary penalty method

Summary This paper considers a fully practical piecewise linear finite element approximation of the Dirichlet problem for a second order self-adjoint elliptic equation,Au=f, in a smooth region< ⁿ (n=2 or 3) by the boundary penalty method. Using an unfitted mesh; that is ^h , an approximation of with dist (, ^h )Ch ² is not in general a union of elements; and assuminguH ⁴ () we show that one can recover the total flux across a segment of the boundary of with an error ofO(h ²⁾. We use these results to study a fully practical piecewise linear finite element approximation of an elliptic equation by the boundary penalty method when the prescribed data on part of the boundary is the total flux.Supported by a SERC research studentship     

General framework,stability and error analysis for numerical stiff boundary value methods

Summary This paper provides a general framework, called theoretical multiple shooting, within which various numerical methods for stiff boundary value ordinary differential problems can be analyzed. A global stability and error analysis is given, allowing (as much as possible) the specificities of an actual numerical method to come in only locally. We demonstrate the use of our results for both one-sided and symmetric difference schemes. The class of problems treated includes some with internal (e.g. turning point) layers.     

Approximation of a bending plate problem with a boundary unilateral constraint

Summary We study a variational formulation of the unilaterally supported bent plate problem and we analyze the approximation of the problem by a mixed finite element method. We proveO(h) andO(h|lnh|^1/2) error bounds respectively for the moments and the displacement.Work partially supported by M.P.I., by G.N.I.M. of C.N.R. and by I.A.N. of C.N.R. of Pavia     

Finite element approximation on incompressible Navier-Stokes equations with slip boundary condition

Summary We consider a mixed finite element approximation of the stationary, incompressible Navier-Stokes equations with slip boundary condition, which plays an important rôle in the simulation of flows with free surfaces and incompressible viscous flows at high angles of attack and high Reynold's numbers. The central point is a saddle-point formulation of the boundary conditions which avoids the well-known Babuka paradox when approximating smooth domains by polyhedrons. We prove that for the new formulation one can use any stable mixed finite element for the Navier-Stokes equations with no-slip boundary condition provided suitable bubble functions on the boundary are added to the velocity space. We obtain optimal error estimates under minimal regularity assumptions for the solution of the continous problem. The techniques apply as well to the more general Navier boundary condition.