On approximation in the fictitious domain method for a bidimensional transport equation

In this article a numerical method for solving a two‐dimensional transport equation in the stationary case is presented. Using the techniques of the variational calculus, we find the approximate solution for a homogeneous boundary‐value problem that corresponds to a square domain D₂. Then, using the method of the fictitious domain, we extend our algorithm to a boundary value problem for a set D that has an arbitrary shape. In this approach, the initial computation domain D (called physical domain) is immersed in a square domain D₂. We prove that the solution obtained by this method is a good approximation of the exact solution. The theoretical results are verified with the help of a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Newton method for ℓ0-regularized optimization

As a tractable approach, regularization is frequently adopted in sparse optimization. This gives rise to regularized optimization, which aims to minimize the ?₀ norm or its continuous surrogates that characterize the sparsity. From the continuity of surrogates to the discreteness of the ?₀ norm, the most challenging model is the ?₀-regularized optimization. There is an impressive body of work on the development of numerical algorithms to overcome this challenge. However, most of the developed methods only ensure that either the (sub)sequence converges to a stationary point from the deterministic optimization perspective or that the distance between each iteration and any given sparse reference point is bounded by an error bound in the sense of probability. In this paper, we develop a Newton-type method for the ?₀-regularized optimization and prove that the generated sequence converges to a stationary point globally and quadratically under the standard assumptions, theoretically explaining that our method can perform surprisingly well.

     

Polarization of vacuum by an external magnetic field in the (2+1)-dimensional quantum electrodynamics with a nonzero fermion density

The Green's function of the Dirac equation with an external stationary homogeneous magnetic field in the (2+1)-dimensional quantum electrodynamics (QED ₂₊₁) with a nonzero fermion density is constructed. An expression for the polarization operator in an external stationary homogenous magnetic field with a nonzero chemical potential is derived in the one-loopQED ₂₊₁ approximation. The contribution of the induced Chern—Simons term to the polarization operator and the effective Lagrangian for the fermion density corresponding to the occupation of n relativistic Landau levels in an external magnetic field are calculated. An expression of the induced Chern—Simons term in a magnetic field for the case of a finite temperature and a nonzero chemical potential is obtained. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 125, No. 1, pp. 132–151, October, 2000.     

Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints

Generalized stationary points of the mathematical program with equilibrium constraints (MPEC) are studied to better describe the limit points produced by interior point methods for MPEC. A primal-dual interior-point method is then proposed, which solves a sequence of relaxed barrier problems derived from MPEC. Global convergence results are deduced under fairly general conditions other than strict complementarity or the linear independence constraint qualification for MPEC (MPEC-LICQ). It is shown that every limit point of the generated sequence is a strong stationary point of MPEC if the penalty parameter of the merit function is bounded. Otherwise, a point with certain stationarity can be obtained. Preliminary numerical results are reported, which include a case analyzed by Leyffer for which the penalty interior-point algorithm failed to find a stationary point.Mathematics Subject Classification (1991):90C30, 90C33, 90C55, 49M37, 65K10     

A Richardson-type iterative approach for identification of delamination boundaries

A direct problem of applied mathematical modelling is to determine the response of a system given the governing partial differential equations, the geometry of interest, the complete boundary and initial conditions, and material properties. When one or more of the conditions for the solution of the direct problem are unknown, an inverse problem can be formulated. One of the methods frequently used for the solution of inverse problems involves finding the values of the unknowns in a mathematical formulation such that the behavior calculated with the model matches the measured response to a degree evaluated in terms of the classical L ₂ norm. Considered in this sense, the inverse problem is equivalent to an ill-posed optimization problem for the estimation of parameters whose solution in the majority of cases is a real mathematical challenge. In this contribution, we report a novel approach that avoids the mathematical difficulties inspired by the ill-posed character of the model. Our method is devoted to the computation of inverse problems furnished by second-order elliptical systems of partial differential equations and falls in the same conceptual line with the method initiated by Kozlov et al. and further extended and algorithmized by Weikl et al. We construct and employ a weak version of the algorithm found by Weikl et al. Proofs for the convergence and regularity of this version are given for the case of a single layer. The computational realization of the algorithm (called briefly AICRA) is applied and numerical results are obtained. Comparison with experiments demonstrates a good significance and representativeness. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 12, No. 4, pp. 209–230, 2006.     

Local Whittle likelihood estimators and tests for non-Gaussian stationary processes

In this paper, we propose a local Whittle likelihood estimator for spectral densities of non-Gaussian processes and a local Whittle likelihood ratio test statistic for the problem of testing whether the spectral density of a non-Gaussian stationary process belongs to a parametric family or not. Introducing a local Whittle likelihood of a spectral density f _θ (λ) around λ, we propose a local estimator [^(q)] = [^(q)] (l){\hat{\theta } = \hat{\theta } (\lambda ) } of θ which maximizes the local Whittle likelihood around λ, and use f_{[^(q)] (l)} (l){f_{\hat{\theta } (\lambda )} (\lambda )} as an estimator of the true spectral density. For the testing problem, we use a local Whittle likelihood ratio test statistic based on the local Whittle likelihood estimator. The asymptotics of these statistics are elucidated. It is shown that their asymptotic distributions do not depend on non-Gaussianity of the processes. Because our models include nonlinear stationary time series models, we can apply the results to stationary GARCH processes. Advantage of the proposed estimator is demonstrated by a few simulated numerical examples.     

High order implicit method for odes stiff systems

This paper presents a new difference scheme for numerical solution of stiff systems of ODE’s. The present study is mainly motivated to develop an absolutely stable numerical method with a high order of approximation. In this work a double implicit A-stable difference scheme with the sixth order of approximation is suggested. Another purpose of this study is to introduce automatic choice of the integration step size of the difference scheme which is derived from the proposed scheme and the one step scheme of the fourth order of approximation. The algorithm was tested by means of solving the Kreiss problem and a chemical kinetics problem. The behavior of the gas explosive mixture (H ₂ + O₂) in a closed space with a mobile piston is considered in test problem 2. It is our conclusion that a hydrogen-operated engine will permit to decrease the emitted levels of hazardous atmospheric pollutants.     

An optimal order error estimate for an upwind discretization of the Navier—Stokes equations

We analyze a finite-element approximation of the stationary incompressible Navier–Stokes equations in primitive variables. This approximation is based on the nonconforming P₁/P₀ element pair of Crouzeix/Raviart and a special upwind discretization of the convective term. An optimal error estimate in a discrete H¹-norm for the velocity and in the L²-norm for the pressure is proved. Some numerical results are presented. © 1996 John Wiley & Sons, Inc.     

A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models

In this work, we propose a hybrid radial basis functions (RBFs) collocation technique for the numerical solution of fractional advection–diffusion models. In the formulation of hybrid RBFs (HRBFs), there exist shape parameter (c* ) and weight parameter (ϵ) that control numerical accuracy and stability. For these parameters, an adaptive algorithm is developed and validated. The proposed HRBFs method is tested for numerical solutions of some fractional Black–Sholes and diffusion models. Numerical simulations performed for several benchmark problems verified the proposed method accuracy and efficiency. The quantitative analysis is made in terms of L_∞, L₂, L_rms , and L_rel error norms as well as number of nodes N over space domain and time-step δt. Numerical convergence in space and time is also studied for the proposed method. The unconditional stability of the proposed HRBFs scheme is obtained using the von Neumann methodology. It is observed that the HRBFs method circumvented the ill-conditioning problem greatly, a major issue in the Kansa method.     

2-fold and 3-fold mixing: why 3-dot-type counterexamples are impossible in one dimension

V.A. Rohlin asked in 1949 whether 2-fold mixing implies 3-fold mixing for a stationary process (ξ_i )_i2ℤ, and the question remains open today. In 1978, F. Ledrappier exhibited a counterexample to the 2-fold mixing implies 3-fold mixing problem, the socalled 3-dot system, but in the context of stationary random fields indexed by ℤ². In this work, we first present an attempt to adapt Ledrappier's construction to the onedimensional case, which finally leads to a stationary process which is 2-fold but not 3-fold mixing conditionally to the σ-algebra generated by some factor process. Then, using arguments coming from the theory of joinings, we will give some strong obstacles proving that Ledrappier's counterexample can not be fully adapted to one-dimensional stationary processes.     

Efficient Filon-type methods for $$\int_a^bf(x)\,{\rm e}^{{\rm i}\omega g(x)}\,{\rm d}x$$

Based on the transformation y = g(x), some new efficient Filon-type methods for integration of highly oscillatory function ò_a^bf(x) e^iwg(x) dx\int_a^bf(x)\,{\rm e}^{{\rm i}\omega g(x)}\,{\rm d}x with an irregular oscillator are presented. One is a moment-free Filon-type method for the case that g(x) has no stationary points in [a,b]. The others are based on the Filon-type method or the asymptotic method together with Filon-type method for the case that g(x) has stationary points. The effectiveness and accuracy are tested by numerical examples.     

Numerical approximations and solution techniques for the space-time Riesz–Caputo fractional advection-diffusion equation

In this paper, we consider a space-time Riesz–Caputo fractional advection-diffusion equation. The equation is obtained from the standard advection-diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α ∈ (0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of order β ₁ ∈ (0,1) and β ₂ ∈ (1,2], respectively. We present an explicit difference approximation and an implicit difference approximation for the equation with initial and boundary conditions in a finite domain. Using mathematical induction, we prove that the implicit difference approximation is unconditionally stable and convergent, but the explicit difference approximation is conditionally stable and convergent. We also present two solution techniques: a Richardson extrapolation method is used to obtain higher order accuracy and the short-memory principle is used to investigate the effect of the amount of computations. A numerical example is given; the numerical results are in good agreement with theoretical analysis.     

Superconvergence of a stabilized finite element approximation for the Stokes equations using a local coarse mesh L2 projection

This article first recalls the results of a stabilized finite element method based on a local Gauss integration method for the stationary Stokes equations approximated by low equal‐order elements that do not satisfy the inf‐sup condition. Then, we derive general superconvergence results for this stabilized method by using a local coarse mesh L² projection. These supervergence results have three prominent features. First, they are based on a multiscale method defined for any quasi‐uniform mesh. Second, they are derived on the basis of a large sparse, symmetric positive‐definite system of linear equations for the solution of the stationary Stokes problem. Third, the finite elements used fail to satisfy the inf‐sup condition. This article combines the merits of the new stabilized method with that of the L² projection method. This projection method is of practical importance in scientific computation. Finally, a series of numerical experiments are presented to check the theoretical results obtained. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 28: 115‐126, 2012     

An L2 finite element approximation for the incompressible Navier–Stokes equations

This paper utilizes the Picard method and Newton's method to linearize the stationary incompressible Navier–Stokes equations and then uses an LL* approach, which is a least-squares finite element method applied to the dual problem of the corresponding linear system. The LL* approach provides an L²-approximation to a given problem, which is not typically available with conventional finite element methods for nonlinear second-order partial differential equations. We first show that the proposed combination of linearization scheme and LL* approach provides an L²-approximation to the stationary incompressible Navier–Stokes equations. The validity of L²-approximation is proven through the analysis of the weak problem corresponding to the linearized Navier–Stokes equations. Then, the convergence is analyzed, and numerical results are presented.     

Stability of Preconditioned Finite Volume Schemes at Low Mach Numbers

A finite volume method for inviscid unsteady flows at low Mach numbers is studied. The method uses a preconditioning of the dissipation term within the numerical flux function only. It can be observed by numerical experiments that the preconditioned scheme combined with an explicit time integrator is unstable if the time step Δt does not satisfy the requirement to be as the Mach number M tends to zero, whereas the corresponding standard method remains stable up to , M → 0, though producing unphysical results. A comprehensive mathematical substantiation of this numerical phenomenon by means of a von Neumann stability analysis is presented, which reveals that in contrast to the standard approach, the dissipation matrix of the preconditioned numerical flux function possesses an eigenvalue growing like M^–2 as M tends to zero, thus causing the diminishment of the stability region of the explicit scheme. The theoretical results are afterwards confirmed by numerical experiments. AMS subject classification (2000) 35L65, 35C20, 76G25     

Splitting extrapolation algorithm for first kind boundary integral equations with singularities by mechanical quadrature methods

The accuracy of numerical solutions near singular points is crucial for numerical methods. In this paper we develop an efficient mechanical quadrature method (MQM) with high accuracy. The following advantages of MQM show that it is very promising and beneficial for practical applications: (1) the O(h_max³) O(h_{\rm {max}}^{3}) convergence rate; (2) the O(h_max⁵)O(h_{\rm {max}}^{5}) convergence rate after splitting extrapolation; (3) Cond = O(h_min^-1)O(h_{\rm {min}}^{-1}); (4) the explicit discrete matrix entries. In this paper, the above theoretical results are briefly addressed and then verified by numerical experiments. The solutions of MQM are more accurate than those of other methods. Note that for the discontinuous model in Li et al. (Eng Anal Bound Elem 29:59–75, 2005), the highly accurate solutions of MQM may even compete with those of the collocation Trefftz method.     

Numerical and theoretical study of weak Galerkin finite element solutions of Turing patterns in reaction–diffusion systems

In this paper, we introduce numerical schemes and their analysis based on weak Galerkin finite element framework for solving 2‐D reaction–diffusion systems. Weak Galerkin finite element method (WGFEM) for partial differential equations relies on the concept of weak functions and weak gradients, in which differential operators are approximated by weak forms through the Green's theorem. This method allows the use of totally discontinuous functions in the approximation space. In the current work, the WGFEM solves reaction–diffusion systems to find unknown concentrations (u, v) in element interiors and boundaries in the weak Galerkin finite element space WG(P₀, P₀, RT₀) . The WGFEM is used to approximate the spatial variables and the time discretization is made by the backward Euler method. For reaction–diffusion systems, stability analysis and error bounds for semi‐discrete and fully discrete schemes are proved. Accuracy and efficiency of the proposed method successfully tested on several numerical examples and obtained results satisfy the well‐known result that for small values of diffusion coefficient, the steady state solution converges to equilibrium point. Acquired numerical results asserted the efficiency of the proposed scheme.     

A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations

In the past decade, eigenvalue optimization has gained remarkable attention in various engineering applications. One of the main difficulties with numerical analysis of such problems is that the eigenvalues, considered as functions of a symmetric matrix, are not smooth at those points where they are multiple. We propose a new explicit nonsmooth second-order bundle algorithm based on the idea of the proximal bundle method on minimizing the arbitrary eigenvalue over an affine family of symmetric matrices, which is a special class of eigenvalue function–D.C. function. To the best of our knowledge, few methods currently exist for minimizing arbitrary eigenvalue function. In this work, we apply the -Lagrangian theory to this class of D.C. functions: the arbitrary eigenvalue function λ_i with affine matrix-valued mappings, where λ_i is usually not convex. We prove the global convergence of our method in the sense that every accumulation point of the sequence of iterates is stationary. Moreover, under mild conditions we show that, if started close enough to the minimizer x*, the proposed algorithm converges to x* quadratically. The method is tested on some constrained optimization problems, and some encouraging preliminary numerical results show the efficiency of our method.     

On the Turbulence Modelling of 3D-Atmospheric Boundary Layer Flow

The paper presents a mathematical and numerical investigation of the 3D–flow in the atmospheric boundary layer (ABL) over complex relief. The two–equation k - ε model is applied to account for the turbulence. The flow is also supposed to be viscous, incompressible and stationary. The boundary conditions are realized through the wall-functions. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Assessment of subgrid-scale models for the incompressible Navier-Stokes equations

In this paper, we assess two kinds of subgrid finite element methods for the two-dimensional (2D) incompressible Naver-Stokes equations (NSEs). These methods introduce subgrid-scale (SGS) eddy viscosity terms which do not act on the large flow structures. The eddy viscous terms consist of the fluid flow fluctuation strain rate stress tensors. The fluctuation tensor can be calculated by a elliptic projection or a simple L² projection (projective filter) in finite element spaces. The finite element pair P₂/P₁ is adopted to numerically implement analysis and computation. We give a complete error analysis based on the assumptions of some regularity conditions. On the part of numerical tests, the numerical computations for the stationary flows show that the numerical results agree with some benchmark solutions and theoretical analysis very well. Furthermore, the given SGS models are applied to the non-stationary fluid flows.