AMLI preconditioner for the p‐version of the FEM

From the literature it is known that the conjugate gradient method with domain decomposition preconditioners is one of the most efficient methods for solving systems of linear algebraic equations resulting from p‐version finite element discretizations of elliptic boundary value problems. One ingredient of such a preconditioner is a preconditioner related to the Dirichlet problems. In the case of Poisson's equation, we present a preconditioner for the Dirichlet problems which can be interpreted as the stiffness matrix K_h,k resulting from the h‐version finite element discretization of a special degenerated problem. We construct an AMLI preconditioner C_h,k for the matrix K_h,k and show that the condition number of C K_h,k is independent of the discretization parameter. This proof is based on the strengthened Cauchy inequality. The theoretical result is confirmed by numerical examples. Copyright © 2003 John Wiley & Sons, Ltd.     

Combinatorial preconditioners for scalar elliptic finite-element problems

We present a new preconditioner for linear systems arising from finite-elements discretizations of scalar elliptic partial differential equations. The solver is based on building a symmetric diagonally dominant (SDD) approximation of the stiffness matrix K. The approximation is built by approximating each element inside the collection {K_e } of element matrices by an SDD matrix L_e. The SDD approximation L is built by assembling the collection {L_e }. We then sparsify L using a graph algorithm, and use the sparsified matrix as a preconditioner. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

<Emphasis Type="Italic">K</Emphasis>-finite matrix elements of irreducible Harish-Chandra modules are hypergeometric functions

We show that each K-finite matrix element of an irreducible infinite-dimensional representation of a semisimple Lie group can be obtained from spherical functions by a finite collection of operations. In particular, each matrix element admits a finite expression via the Heckman-Opdam hypergeometric functions.     

Stabilized multiscale finite element method for the stationary Navier-Stokes equations

In the paper, a stabilized multiscale finite element method for the stationary incompressible Navier-Stokes equations is considered. The method is a Petrov-Galerkin approach based on the multiscale enrichment of the standard polynomial space enriched with the unusual bubble functions which no longer vanish on every element boundary for the velocity space. The stability of the P₁-P₀ triangular element (or the Q₁-P₀ quadrilateral element) is established. And the optimal error estimates of the stabilized multiscale finite element method for the stationary Navier-Stokes equations are obtained.     

On the Density Property of P𝒮C Fields

Let 𝒮 be a finite set of finite and real local primes of a field K. We prove two results. First, a PAC field over K is already PAC over each nonempty 𝒮‐open subset of K; if K is global, this implies that it is also PAC over each separable Hilbert subset of K. Second, each P𝒮C field inside K_tot,𝒮 has the 𝒮‐density property.     

Two-level pressure projection finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions

The two-level pressure projection stabilized finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions are investigated in this paper, whose variational formulation is the Navier-Stokes type variational inequality problem of the second kind. Based on the P₁-P₁ triangular element and using the pressure projection stabilized finite element method, we solve a small Navier-Stokes type variational inequality problem on the coarse mesh with mesh size H and solve a large Stokes type variational inequality problem for simple iteration or a large Oseen type variational inequality problem for Oseen iteration on the fine mesh with mesh size h. The error analysis obtained in this paper shows that if h=O(H²), the two-level stabilized methods have the same convergence orders as the usual one-level stabilized finite element methods, which is only solving a large Navier-Stokes type variational inequality problem on the fine mesh. Finally, numerical results are given to verify the theoretical analysis.     

Subspaces of matrices with special rank properties

Let K be a field and let M_m×n(K) denote the space of m×n matrices over K. We investigate properties of a subspace M of M_m×n(K) of dimension n(m-r+1) in which each non-zero element of M has rank at least r and enumerate the number of elements of a given rank in M when K is finite. We also provide an upper bound for the dimension of a constant rank r subspace of M_m×n(K) when K is finite and give non-trivial examples to show that our bound is optimal in some cases. We include a similar a bound for the maximum dimension of a constant rank subspace of skew-symmetric matrices over a finite field.     

A Variational Finite Element Model for Large-Eddy Simulations of Turbulent Flows

The authors introduce a new Large Eddy Simulation model in a channel,based on the projection on finite element spaces as filtering operation in its variational form,for a given triangulation{Th}h>0.The eddy viscosity is expressed in terms of the friction velocity in the boundary layer due to the wall,and is of a standard sub grid-model form outside the boundary layer.The mixing length scale is locally equal to the grid size.The computational domain is the channel without the linear sub-layer of the boundary layer.The no-slip boundary condition(or BC for short)is replaced by a Navier(BC)at the computational wall.Considering the steady state case,the authors show that the variational finite element model they have introduced,has a solution(vh,ph)h>0that converges to a solution of the steady state Navier-Stokes equation with Navier BC.     

Sur une méthode d'éléments finis pour les écoulements de polymères

In this Note, we present a finite element method for the approximation of the Oldroyd's problem (cf. Bird et al., Dynamics of Polymeric Liquids I, Wiley, Amsterdam, 1987) which allows us to take into account the linearized Maxwell's problem. Based on (Sandri, Comput. Methods Appl. Mech. Engrg. 191 (2002) 5045–5065), this method allows us to introduce in the constitutive equation mesh dependent upwinding of the kind τ+δ_KB(τ), where δ_K is constant on each triangle. To cite this article: D. Sandri, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

A fast boundary element algorithm for time-dependant potential problems

The numerical solution of time-dependant potential problems via the boundary element has been crippled by the high computational cost due to the inherent time history constraint in the integral representation. Using a boundary-only formulation, the time integrations, at any instant in time, have to be evaluated starting from the initial time. This time-history dependence becomes impractical and inadequate for problems where computations are to be performed for extended times. This also made the boundary element uncompetitive compared to the domain-mesh based methods, such as finite difference and finite element methods, for the solution of transient potential problems. Generally, the evaluation of the potential at N domain points using M boundary points at the Kth time step requires an amount of computer operations of the order O(KM²+KNM). This paper presents an algorithm which requires a computational cost of the order of only O(M²+NM), where the dependence from the past K-steps is removed. The algorithm combines the boundary element method and a scheme, which uses virtual collocation points and radial basis functions to approximate the domain integral.     

Adaptive p-version of the finite element method for solving boundary value problems for ordinary second-order differential equations

We suggest an adaptive strategy for constructing a hierarchical basis for a p-version of the finite element method used to solve boundary value problems for second-order ordinary differential equations. The choice of the order of an element on each grid interval is based on estimates of the change, in the norm of C, of the approximate solution or the value of the functional to be minimized when increasing the degree of the basis function added on this interval. The results of numerical experiments estimating the method efficiency are given for sample problems whose solutions have singularities of the boundary layer type. We make a comparison with the p-version of the finite element method, which uses a uniform growth of the degree of the basis functions, and with the h-version, which uses uniform grid refinement along with an adaptive grid refinement and coarsening strategy.     

Updating incomplete factorization preconditioners for shifted linear systems arising in a wind model

The efficiency of a finite element mass consistent model for wind field adjustment depends on the stability parameter α which allows adjustment from a strictly horizontal wind to a pure vertical one. Each simulation with the wind model leads to the resolution of a linear system of equations, the matrix of which depends on a function ε(α), i.e., (M+εN)x_ε=b_ε, where M and N are constant, symmetric and positive definite matrices with the same sparsity pattern for a given level of discretization. The estimation of this parameter may be carried out by using genetic algorithms. This procedure requires the evaluation of a fitness function for each individual of the population defined in the searching space of α, that is, the resolution of one linear system of equations for each value of α. Preconditioned Conjugate Gradient algorithm (PCG) is usually applied for the resolution of these types of linear systems due to its good convergence results. In order to solve this set of linear systems, we could either construct a different preconditioner for each of them or use a single preconditioner constructed from the first value of ε to solve all the systems. In this paper, an intermediate approach is proposed. An incomplete Cholesky factorization of matrix A_ε is constructed for the first linear system and it is updated for each ε at a low computational cost. Numerical experiments related to realistic wind field are presented in order to show the performance of the proposed preconditioning strategy.     

Expected present value of total dividends in a delayed claims risk model under stochastic interest rates

In this paper, a compound binomial risk model with a constant dividend barrier under stochastic interest rates is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim and may be delayed for one time period with a certain probability. In the evaluation of the expected present value of dividends, the interest rates are assumed to follow a Markov chain with finite state space. A system of difference equations with certain boundary conditions for the expected present value of total dividend payments prior to ruin is derived and solved. Explicit results are obtained when the claim sizes are K_n distributed or the claim size distributions have finite support. Numerical results are also provided to illustrate the impact of the delay of by-claims on the expected present value of dividends.     

A complete parametrization of cyclic field extensions of 2-power degree

Letq be a power of 2 at least equal to 8 and ζ be a primitiveq-th root of unity, and letK be any field of characteristic zero. We define the group of special projective conormsS _K as a quotient of the group of elements ofK(ζ) of norm 1:S _K is obviously trival if the groul Gal (K(ζ)/K) is cyclic. We prove that for some fieldsK, the groupS _K is finite, and it is even trivial for certain fields such as ? or ?(X ₁,...,X _m). We then prove that the groupS _K completely paramatrizes the cycle extensions ofK of degreeq. We exhibit an explicit polynomial defined over ?(T ₀,...,T _q/2) which parametrizes all cyclic extensions ofK of degreeq associated to the trivial element ofS _K. In particular, this polynomial parametrizes all cyclic extensions ofK of degreeq whenever the groupS _K is trivial.     

A finite element method scheme for boundary value problems with noncoordinated degeneration of input data

A finite element method scheme is constructed for boundary value problems with noncoordinated degeneration of input data and singularity of a solution. We look at a rate with which an approximate solution by the proposed finite element method converges toward an exact R _ν -generalized solution in the weight set W _2,ν*+β ^2+1/1 (Ω, δ), and establish estimates for the finite element approximation.     

Compatible wavelet-Galerkin method to solve stokes interior problem with circular boundary

This article addresses Neumann boundary value interior problem of Stokes equations with circular boundary. By using natural boundary element method, the Stokes interior problem is reduced into an equivalent natural integral equation with a hyper-singular kernel, which is viewed as Hadamard finite part. Based on trigonometric wavelet functions, the compatible wavelet space is constructed so that it can serve as Galerkin trial function space. In proposed compatible wavelet-Galerkin method, the simple and accurate computational formulae of the entries in stiffness matrix are obtained by singularity removal technique. It is also proved that the stiffness matrix is almost a block diagonal matrix, and its diagonal sub-blocks all are both symmetric and circulant submatrices. These good properties indicate that a 2 ^J+3 × 2 ^J+3 stiffness matrix can be determined only by its 2 ^J + 3J + 1 entries. It greatly decreases the computational complexity. Some error estimates for the compatible wavelet-Galerkin projection solutions are established. Finally, several numerical examples are given to demonstrate the validity of the proposed approach.     

On geodesic structures of weakly median graphs I. Decomposition and octahedral graphs

We prove that the non-trivial (finite or infinite) weakly median graphs which are undecomposable with respect to gated amalgamation and Cartesian multiplication are the 5-wheels, the subhyperoctahedra different from K₁, the path K_1,2 and the 4-cycle K_2,2, and the two-connected K₄- and K_1,1,3-free bridged graphs. These prime graphs are exactly the weakly median graphs which do not have any proper gated subgraphs other than singletons. For finite graphs, these results were already proved in [H.-J. Bandelt, V.C. Chepoi, The algebra of metric betweenness I: subdirect representation, retracts, and axiomatics of weakly median graphs, preprint, 2002]. A graph G is said to have the half-space copoint property (HSCP) if every non-trivial half-space of the geodesic convexity of G is a copoint at each of its neighbors. It turns out that any median graph has the HSCP. We characterize the weakly median graphs having the HSCP. We prove that the class of these graphs is closed under gated amalgamation and Cartesian multiplication, and we describe the prime and the finite regular elements of this class.     

Convexity and log convexity for the spectral radius

The starting point of this paper is a theorem by J. F. C. Kingman which asserts that if the entries of a nonnegative matrix are log convex functions of a variable then so is the spectral radius of the matrix. A related result of J. Cohen asserts that the spectral radius of a nonnegative matrix is a convex function of the diagonal elements. The first section of this paper gives a new, unified proof of these results and also analyzes exactly when one has strict convexity. The second section gives some very simple proofs of results of Friedland and Karlin concerning “min-max” characterizations of the spectral radius of nonnegative matrices. These arguments also yield, as will be shown in another paper, min-max characterizations of the principal eigenvalue of second order elliptic boundary value problems on bounded domains. The third section considers the cone K of nonnegative vectors in Rⁿ and continuous maps f: K → K which are homogeneous of degree one and preserve the partial order induced by K. The (cone) spectral radius of such maps is defined and a direct generalization of Kingman's theorem to a subclass of such nonlinear maps is given. The final section of this paper treats a problem that arises in population biology. If K₀ denotes the interior of K and f is as above, when can one say that f has a unique eigenvector (to within normalization) in K₀? A subtle point to be noted is that f may have other eigenvectors in the boundary of K. If u ϵ K₀ is an eigenvector of f, |u| = 1, and g(x) = f(x)/|f(x)|, when can one say that for any x ϵ K₀, g^p(x), the pth iterate of g acting on x, converges geometrically to u? The fourth section provides answers to these questions that are adequate for many of the population biology problems.     

Non-axisymmetric consolidation of poroelastic multilayered materials with anisotropic permeability and compressible constituents

This paper presents an analytical layer-element solution to non-axisymmetric consolidation of multilayered poroelastic materials with anisotropic permeability and compressible constituents. By applying Fourier expansions, Hankel transforms and Laplace transforms to the state variables involved in the governing equations of poroelasticity with respect to the circumferential, radial and time coordinates, respectively, the analytical layer-element (i.e. a symmetric stiffness matrix) is derived, which describes the relationship between the transformed generalized stresses and displacements at the surface (z = 0) and those at an arbitrary depth z, considering the corresponding boundary and continuity conditions at the layer interfaces, the global stiffness matrix of a multilayered system is assembled in the transformed domain. The actual solutions in the physical domain are acquired by applying numerical quadrature schemes for the inversion of the Laplace–Hankel transform. Finally, numerical calculation is presented to investigate the influence of layering and poroelastic material parameters on consolidation process.