A numerical method for spatial diffusion in age‐structured populations

We propose a method to approximate numerically the diffusion of an age‐structured population in a spatial environment. We integrate separately the age and time variables by finite differences and we discretize the space variable by finite elements. The method is implicit in time and, inside each time step, implicit in age. We provide stability and convergence results and we illustrate our approach with some numerical result. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method

In this paper we present a finite volume method for solving Hamilton-Jacobi-Bellman(HJB) equations governing a class of optimal feedback control problems. This method is based on a finite volume discretization in state space coupled with an upwind finite difference technique, and on an implicit backward Euler finite differencing in time, which is absolutely stable. It is shown that the system matrix of the resulting discrete equation is an M-matrix. To show the effectiveness of this approach, numerical experiments on test problems with up to three states and two control variables were performed. The numerical results show that the method yields accurate approximate solutions to both the control and the state variables.     

A Haar wavelets based approximation for nonlinear inverse problems influenced by unknown heat source

In this discussion, a new numerical algorithm focused on the Haar wavelet is used to solve linear and nonlinear inverse problems with unknown heat source. The heat source is dependent on time and space variables. These types of inverse problems are ill-posed and are challenging to solve accurately. The linearization technique converted the nonlinear problem into simple nonhomogeneous partial differential equation. In this Haar wavelet collocation method (HWCM), the time part is discretized by using finite difference approximation, and space variables are handled by Haar series approximation. The main contribution of the proposed method is transforming this ill-posed problem into well-conditioned algebraic equation with the help of Haar functions, and hence, there is no need to implement any sort of regularization technique. The results of numerical method are efficient and stable for this ill-posed problems containing different noisy levels. We have utilized the proposed method on several numerical examples and have valuable efficiency and accuracy.     

A new stable,explicit, and generic third-order method for simulating conductive heat transfer

In this paper we introduce a new type of explicit numerical algorithm to solve the spatially discretized linear heat or diffusion equation. After discretizing the space variables as in standard finite difference methods, this novel method does not approximate the time derivatives by finite differences, but use three stage constant-neighbor and linear neighbor approximations to decouple the ordinary differential equations and solve them analytically. In the final expression for the new values of the variable, the time step size appears not in polynomial or rational, but in exponential form with negative coefficients, which can guarantee unconditional stability. The scheme contains a free parameter p. We show that the convergence of the method is third-order in the time step size regardless of the values of p, and, according to von Neumann stability analysis, the method is stable for a wide range of p. We validate the new method by testing the results in a case where the analytical solution exists, then we demonstrate the competitiveness by comparing its performance with several other numerical solvers.     

Numerical solutions for optimal control of monodomain equations

We present the numerical solutions of optimality systems corresponding to optimal control problems governed by the mono-domain equations which are widely used for describing the electrical activity of the cardiac tissue. This mono-domain model is based on a parabolic equation and a system of stiff ordinary differential equations. The space discretization of the state variables and dual variables is done using piecewise linear finite elements and the time discretization is based on linearly implicit Runge-Kutta methods. The main goal of this work is to study the optimal control behavior of the electrical potentials under the influence of extracellular ionic currents as control variables. The numerical results presented are based on first and second order optimization methods. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Two-grid stabilized mixed finite element method for fully discrete reaction-diffusion equations

Two-grid mixed finite element method is proposed based on backward Euler schemes for the unsteady reaction-diffusion equations. The scheme combines with the stabilized mixed finite element scheme by using the lowest equal-order pairs for the velocity and pressure. The space two-grid method is also used to reduce the time consuming. The benefits of this approach are to avoid the higher derivative, but to have more favorable stability, and to get the numerical solution of the two unknown variables simultaneously. Stability analysis and error estimates are given in this work. Finally, the theoretical results are verified by the numerical examples.     

Galerkin finite element methods for two-dimensional RLW and SRLW equations

In this paper, Galerkin finite methods for two-dimensional regularized long wave and symmetric regularized long wave equation are studied. The discretization in space is by Galerkin finite element method and in time is based on linearized backward Euler formula and extrapolated Crank–Nicolson scheme. Existence and uniqueness of the numerical solutions have been shown by Brouwer fixed point theorem. The error estimates of linearlized Crank–Nicolson method for RLW and SRLW equations are also presented. Numerical experiments, including the error norms and conservation variables, verify the efficiency and accuracy of the proposed numerical schemes.     

The h-p version of the finite element method for parabolic equations. Part I. The p-version in time

The paper is the first in the series addressing the h-p version of the finite element method for parabolic equations. The h-p version is applied to both time and space variables. The present paper addresses the case when in time the p-version with one single time element is used. Error estimation is given and numerical computations are presented.     

An Energy-Stable Parametric Finite Element Method for Simulating Solid-State Dewetting Problems in Three Dimensions

We propose an accurate and energy-stable parametric finite element method for solving the sharp-interface continuum model of solid-state dewetting in three-dimensional space. The model describes the motion of the film\slash vapor interface with contact line migration and is governed by the surface diffusion equation with proper boundary conditions at the contact line. We present a weak formulation for the problem, in which the contact angle condition is weakly enforced. By using piecewise linear elements in space and backward Euler method in time, we then discretize the formulation to obtain a parametric finite element approximation, where the interface and its contact line are evolved simultaneously. The resulting numerical method is shown to be well-posed and unconditionally energy-stable. Furthermore, the numerical method is generalized to the case of anisotropic surface energies in the Riemannian metric form. Numerical results are reported to show the convergence and efficiency of the proposed numerical method as well as the anisotropic effects on the morphological evolution of thin films in solid-state dewetting.     

Numerical study of a regularized barotropic vorticity model of geophysical flow

We study a Crank–Nicolson in time, finite element in space, numerical scheme for a Bardina regularization of the barotropic vorticity (BV) model. We derive the regularized model from the simplified Bardina model in primitive variables, present a numerical algorithm for it, and prove the algorithm is unconditionally stable with respect to the timestep size and optimally convergent in both space and time. Numerical experiments are provided that verify the theoretical convergence rates, and also that test the model/scheme on a benchmark double‐gyre wind forcing experiment. For the latter test, we find the proposed model/scheme gives a good coarse mesh approximation to the highly resolved direct numerical simulation of the BV model, and compares favorably to related regularization model results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1492–1514, 2015     

Identification of an unknown source depending on both time and space variables by a variational method

The present paper is devoted to solve the problem of identifying an unknown heat source depending simultaneously on both space and time variables. This problem is transformed into an optimization problem and the uniqueness of minimum element is proved rigorously. Then a variational formulation for solving the optimization problem is given. A conjugate gradient method and a finite difference method are used to solve the variational problem. Some numerical examples are also provided to show the efficiency of the proposed method.     

MIXED FINITE ELEMENT METHODS FOR FRACTIONAL NAVIER-STOKES EQUATIONS

This paper gives the detailed numerical analysis of mixed finite element method for fractional Navier-Stokes equations.The proposed method is based on the mixed finite element method in space and a finite difference scheme in time.The stability analyses of semi-discretization scheme and fully discrete scheme are discussed in detail.Furthermore,We give the convergence analysis for both semidiscrete and flly discrete schemes and then prove that the numerical solution converges the exact one with order O(h2+k),where h and k:respectively denote the space step size and the time step size.Finally,numerical examples are presented to demonstrate the effectiveness of our numerical methods.     

对流扩散反应方程的局部投影稳定化连续时空有限元方法

本文将局部投影稳定化(LPS)方法和连续时空有限元方法相结合研究对流扩散反应方程,给出稳定化连续时空有限元离散格式.与传统的时空有限元研究思路不同,时间方向利用Lagrange插值多项式,解耦时间和空间变量,降低时空有限元解的维数,具有减少计算量和简化理论分析的优点.通过引入Legendre多项式给出了有限元解的稳定性...     

A stabilized method for a secondary consolidation Biot's model

This work deals with the numerical solution of a secondary consolidation Biot's model. A family of finite difference methods on staggered grids in both time and spatial variables is considered. These numerical methods use a weighted two‐level discretization in time and the classical central difference discretization in space. A priori estimates and convergence results for displacements and pressure in discrete energy norms are obtained. Numerical examples illustrate the convergence properties of the proposed numerical schemes, showing also a non‐oscillatory behavior of the pressure approximation. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A stochastic collocation method for the second order wave equation with a discontinuous random speed

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and depends on a finite number of random variables. The numerical scheme consists of a finite difference or finite element method in the physical space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space. This approach leads to the solution of uncoupled deterministic problems as in the Monte Carlo method. We consider both full and sparse tensor product spaces of orthogonal polynomials. We provide a rigorous convergence analysis and demonstrate different types of convergence of the probability error with respect to the number of collocation points for full and sparse tensor product spaces and under some regularity assumptions on the data. In particular, we show that, unlike in elliptic and parabolic problems, the solution to hyperbolic problems is not in general analytic with respect to the random variables. Therefore, the rate of convergence may only be algebraic. An exponential/fast rate of convergence is still possible for some quantities of interest and for the wave solution with particular types of data. We present numerical examples, which confirm the analysis and show that the collocation method is a valid alternative to the more traditional Monte Carlo method for this class of problems.     

Numerical solution of the two-dimensional shallow water equations by the application of relaxation methods

A generalization and extension of a finite difference method for calculating numerical solutions of the two dimensional shallow water system of equations is investigated. A previously developed non-oscillatory relaxation scheme is generalized as to included problems with source terms in two dimensions, with emphasis given to the bed topography, resulting to a class of methods of first- and second-order in space and time. The methods are based on classical relaxation models combined with TVD Runge–Kutta time stepping mechanisms where neither Riemann solvers nor characteristic decompositions are needed. Numerical results are presented for several test problems with or without the source term present. The wetting and drying process is also considered. The presented schemes are verified by comparing the results with documented ones.     

An Approximation of Three-Dimensional Semiconductor Devices by Mixed Finite Element Method and Characteristics-Mixed Finite Element Method

The mathematical model for semiconductor devices in three space dimensions are numerically discretized. The system consists of three quasi-linear partial differential equations about three physical variables: the electrostatic potential, the electron concentration and the hole concentration. We use standard mixed finite element method to approximate the elliptic electrostatic potential equation. For the two convection-dominated concentration equations, a characteristics-mixed finite element method is presented. The scheme is locally conservative. The optimal $L^2$-norm error estimates are derived by the aid of a post-processing step. Finally, numerical experiments are presented to validate the theoretical analysis.     

A posteriori error estimates for an optimal control problem of laser surface hardening of steel

The main focus of this article is on the development of a posteriori error estimates for an optimal control problem of laser surface hardening of steel, governed by a dynamical system consisting of a semi-linear parabolic equation and an ordinary differential equation. A posteriori error estimators are developed for the variables representing temperature, formation of austenite, and laser energy using residual method when a continuous piecewise linear discretization has been used for the finite element approximation of space variables and a discontinuous Galerkin method has been used for time and control discretizations. The error indicators are used in the implementation and numerical results are obtained.     

Unstructured mesh finite difference/finite element method for the 2D time-space Riesz fractional diffusion equation on irregular convex domains

Fractional differential equations are powerful tools to model the non-locality and spatial heterogeneity evident in many real-world problems. Although numerous numerical methods have been proposed, most of them are limited to regular domains and uniform meshes. For irregular convex domains, the treatment of the space fractional derivative becomes more challenging and the general methods are no longer feasible. In this work, we propose a novel numerical technique based on the Galerkin finite element method (FEM) with an unstructured mesh to deal with the space fractional derivative on arbitrarily shaped convex and non-convex domains, which is the most original and significant contribution of this paper. Moreover, we present a second order finite difference scheme for the temporal fractional derivative. In addition, the stability and convergence of the method are discussed and numerical examples on different irregular convex domains and non-convex domains illustrate the reliability of the method. We also extend the theory and develop a computational model for the case of a multiply-connected domain. Finally, to demonstrate the versatility and applicability of our method, we solve the coupled two-dimensional fractional Bloch–Torrey equation on a human brain-like domain and exhibit the effects of the time and space fractional indices on the behaviour of the transverse magnetization.     

发展型方程的时间间断时空有限元方法

时空有限元方法通过统一时间和空间变量,克服了传统有限元方法对时间作差分离散引起的时间上的低精度,不但具有时、空高精度,而且在无结构网格上耗散特性好、无条件稳定,成为解决时间依赖问题的有效方法.本文利用抛物问题给出时间允许间断而空间连续的时空有限元方法的基本概念和过程,给出抛物型方程、积分-微分方程、双曲方程、Sobolev方程和其他高阶方程的算例,验证方法的精度和稳定性,并综合评价时间间断时空有限元方法目前的发展现状和应用前景.