Finite element methods and their convergence for elliptic and parabolic interface problems

In this paper, we consider the finite element methods for solving second order elliptic and parabolic interface problems in two-dimensional convex polygonal domains. Nearly the same optimal -norm and energy-norm error estimates as for regular problems are obtained when the interfaces are of arbitrary shape but are smooth, though the regularities of the solutions are low on the whole domain. The assumptions on the finite element triangulation are reasonable and practical. Received July 7, 1996 / Revised version received March 3, 1997     

Finite element approximation of a semilinear elliptic problem with a singular nonlinearity

Given , we consider the following problem: find , such that where or 3, and in . We prove and error bounds for the standard continuous piecewise linear Galerkin finite element approximation with a (weakly) acute triangulation. Our bounds are nearly optimal. In addition, for d = 1 and 2 and we analyze a more practical scheme involving numerical integration on the nonlinear term. We obtain nearly optimal and error bounds for d = 1. For this case we also present some numerical results. Received July 4, 1996 / Revised version received December 18, 1997     

Finite element analysis of varitional crimes for a quasilinear elliptic problem in 3D

Summary. We examine a finite element approximation of a quasilinear boundary value elliptic problem in a three-dimensional bounded convex domain with a smooth boundary. The domain is approximated by a polyhedron and a numerical integration is taken into account. We apply linear tetrahedral finite elements and prove the convergence of approximate solutions on polyhedral domains in the -norm to the true solution without any additional regularity assumptions. Received May 23, 1997 / Published online December 6, 1999     

Mixed finite element approximation of a degenerate elliptic problem

Summary. We present a mixed finite element approximation of an elliptic problem with degenerate coefficients, arising in the study of the electromagnetic field in a resonant structure with cylindrical symmetry. Optimal error bounds are derived. Received May 4, 1994 / Revised version received September 27, 1994     

Finite element approximation of a problem with a nonlinear Newton boundary condition

The paper is concerned with the study of an elliptic boundary value problem with a nonlinear Newton boundary condition. The existence and uniqueness of the solution of the continuous problem is established with the aid of the monotone operator theory. The main attention is paid to the investigation of the finite element approximation using numerical integration for the computation of nonlinear boundary integrals. The solvability of the discrete finite element problem is proved and the convergence of the approximate solutions to the exact one is analysed. Received April 15, 1996 / Revised version received November 22, 1996     

A high order direct method for solving Poisson's equation in a disc

Summary. A direct method is developed for solving Poisson's equation on an annulus region with Hermite bicubic collocation approximation. In terms of FFT, the operation count is on an mesh. Received May 11, 1990 / Revised version received August 19, 1994     

Mathematical analysis of a structure-preserving approximation of the bidimensional vorticity equation

Summary. We show the consistency and the convergence of a spectral approximation of the bidimensional vorticity equation, proposed by V. Zeitlin in[13] and studied numerically by I. Szunyogh, B. Kadar, and D. Dévényi in [12], whose main feature is that it preserves the Hamiltonian structure of the vorticity equation. Received February 22, 2000 / Revised version received October 23, 2000 / Published online June 20, 2001     

Finite difference preconditioning cubic spline collocation method of elliptic equations

Summary. We discuss a finite difference preconditioner for the interpolatory cubic spline collocation method for a uniformly elliptic operator defined by in (the unit square) with homogeneous Dirichlet boundary conditions. Using the generalized field of values arguments, we discuss the eigenvalues of the preconditioned matrix where is the matrix of the collocation discretization operator corresponding to , and is the matrix of the finite difference operator corresponding to the uniformly elliptic operator given by in with homogeneous Dirichlet boundary conditions. Finally we mention a bound of -singular values of for a general elliptic operator in . Received December 11, 1995 / Revised version received June 20, 1996     

Finite volume element methods for non-definite problems

Summary. The error estimates for finite volume element method applied to 2 and 3-D non-definite problems are derived. A simple upwind scheme is proven to be unconditionally stable and first order accurate. Received August 27, 1997 / Revised version received May 12, 1998     

Adaptive finite element methods for elliptic equations with non-smooth coefficients

Summary. We consider a second-order elliptic equation with discontinuous or anisotropic coefficients in a bounded two- or three dimensional domain, and its finite-element discretization. The aim of this paper is to prove some a priori and a posteriori error estimates in an appropriate norm, which are independent of the variation of the coefficients. Received February 5, 1999 / Published online March 16, 2000     

Finite element approximation of a fourth order nonlinear degenerate parabolic equation

Summary. We consider a fully practical finite element approximation of the fourth order nonlinear degenerate parabolic equation where generically for any given . An iterative scheme for solving the resulting nonlinear discrete system is analysed. In addition to showing well-posedness of our approximation, we prove convergence in one space dimension. Finally some numerical experiments are presented. Received July 29, 1997     

A finite element method and variable transformations for a forward-backward heat equation

The Galerkin finite element method for the forward-backward heat equation is generalized to a wider class of equations with the use of a result on the existence and uniqueness of a weak solution to the problems. First, the theory for the Galerkin method is extended to forward-backward heat equations which contain additional convection and mass terms on an irregular domain. Second, variable transformations are constructed and applied to solve a wide class of forward-backward heat equations that leads to a substantial improvement. Third, Error estimates are presented. Finally, conducted numerical tests corroborate the obtained results. Received February 4, 1997 / Revised version received December 8, 1997     

An operator splitting method for nonlinear convection-diffusion equations

Summary. We present a semi-discrete method for constructing approximate solutions to the initial value problem for the -dimensional convection-diffusion equation . The method is based on the use of operator splitting to isolate the convection part and the diffusion part of the equation. In the case , dimensional splitting is used to reduce the -dimensional convection problem to a series of one-dimensional problems. We show that the method produces a compact sequence of approximate solutions which converges to the exact solution. Finally, a fully discrete method is analyzed, and demonstrated in the case of one and two space dimensions. ReceivedFebruary 1, 1996 / Revised version received June 24, 1996     

Finite element approximation of a model for phase separation of a multi-component alloy with non-smooth free energy

Summary. A model for the phase separation of a multi-component alloy with non-smooth free energy is considered. An error bound is proved for a fully practical piecewise linear finite element approximation using a backward Euler time discretization. An iterative scheme for solving the resulting nonlinear algebraic system is analysed. Finally numerical experiments with three components in one and two space dimensions are presented. In the one dimensional case we compare some steady states obtained numerically with the corresponding stationary solutions of the continuous problem, which we construct explicitly. Received September 28, 1995 / Revised version received May 6, 1996     

Least-squares mixed finite element methods for non-selfadjoint elliptic problems: I. Error estimates

Summary. A least-squares mixed finite element method for general second-order non-selfadjoint elliptic problems in two- and three-dimensional domains is formulated and analyzed. The finite element spaces for the primary solution approximation and the flux approximation consist of piecewise polynomials of degree and respectively. The method is mildly nonconforming on the boundary. The cases and are studied. It is proved that the method is not subject to the LBB-condition. Optimal - and -error estimates are derived for regular finite element partitions. Numerical experiments, confirming the theoretical rates of convergence, are presented. Received October 15, 1993 / Revised version received August 2, 1994     

Convergence and stability of finite element nonlinear Galerkin method for the Navier-Stokes equations

In this article, we present a new fully discrete finite element nonlinear Galerkin method, which are well suited to the long time integration of the Navier-Stokes equations. Spatial discretization is based on two-grid finite element technique; time discretization is based on Euler explicit scheme with variable time step size. Moreover, we analyse the boundedness, convergence and stability condition of the finite element nonlinear Galerkin method. Our discussion shows that the time step constraints of the method depend only on the coarse grid parameter and the time step constraints of the finite element Galerkin method depend on the fine grid parameter under the same convergence accuracy. Received February 2, 1994 / Revised version received December 6, 1996     

Bounds on spectral condition numbers of matrices arising in the p-version of the finite element method

Summary. We estimate condition numbers of -version matrices for tensor product elements with two choices of reference element degrees of freedom. In one case (Lagrange elements) the condition numbers grow exponentially in , whereas in the other (hierarchical basis functions based on Tchebycheff polynomials) the condition numbers grow rapidly but only algebraically in . We conjecture that regardless of the choice of basis the condition numbers grow like or faster, where is the dimension of the spatial domain. Received August 8, 1992 / Revised version received March 25, 1994     

Finite element analysis of the vibration problem of a plate coupled with a fluid

Summary. We consider the approximation of the vibration modes of an elastic plate in contact with a compressible fluid. The plate is modelled by Reissner-Mindlin equations while the fluid is described in terms of displacement variables. This formulation leads to a symmetric eigenvalue problem. Reissner-Mindlin equations are discretized by a mixed method, the equations for the fluid with Raviart-Thomas elements and a non conforming coupling is used on the interface. In order to prove that the method is locking free we consider a family of problems, one for each thickness , and introduce appropriate scalings for the physical parameters so that these problems attain a limit when . We prove that spurious eigenvalues do not arise with this discretization and we obtain optimal order error estimates for the eigenvalues and eigenvectors valid uniformly on the thickness parameter t. Finally we present numerical results confirming the good performance of the method. Received February 4, 1998 / Revised version received May 26, 1999 / Published online June 21, 2000     

Block monotone iterative methods for numerical solutions of nonlinear elliptic equations

Summary. Two block monotone iterative schemes for a nonlinear algebraic system, which is a finite difference approximation of a nonlinear elliptic boundary-value problem, are presented and are shown to converge monotonically either from above or from below to a solution of the system. This monotone convergence result yields a computational algorithm for numerical solutions as well as an existence-comparison theorem of the system, including a sufficient condition for the uniqueness of the solution. An advantage of the block iterative schemes is that the Thomas algorithm can be used to compute numerical solutions of the sequence of iterations in the same fashion as for one-dimensional problems. The block iterative schemes are compared with the point monotone iterative schemes of Picard, Jacobi and Gauss-Seidel, and various theoretical comparison results among these monotone iterative schemes are given. These comparison results demonstrate that the sequence of iterations from the block iterative schemes converges faster than the corresponding sequence given by the point iterative schemes. Application of the iterative schemes is given to a logistic model problem in ecology and numerical ressults for a test problem with known analytical solution are given. Received August 1, 1993 / Revised version received November 7, 1994     

Convergence of the infinite element methods for the Helmholtz equation in separable domains

To the best knowledge of the authors, this work presents the first convergence analysis for the Infinite Element Method (IEM) for the Helmholtz equation in exterior domains. The approximation applies to separable geometries only, combining an arbitrary Finite Element (FE) discretization on the boundary of the domain with a spectral-like approximation in the “radial” direction, with shape functions resulting from the separation of variables. The principal idea of the presented analysis is based on the spectral decomposition of the problem. Received February 10, 1996 / Revised version received February 17, 1997