An $L^{\infty}$ Second Order Cartesian Method for 3D Anisotropic Interface Problems

A second order accurate method in the infinity norm is proposed for general three dimensional anisotropic elliptic interface problems in which the solution and its derivatives, the coefficients, and source terms all can have finite jumps across one or several arbitrary smooth interfaces. The method is based on the 2D finite element-finite difference (FE-FD) method but with substantial differences in method derivation, implementation, and convergence analysis. One of challenges is to derive 3D interface relations since there is no invariance anymore under coordinate system transforms for the partial differential equations and the jump conditions. A finite element discretization whose coefficient matrix is a symmetric semi-positive definite is used away from the interface; and the maximum preserving finite difference discretization whose coefficient matrix part is an M-matrix is constructed at irregular elements where the interface cuts through. We aim to get a sharp interface method that can have second order accuracy in the point-wise norm. We show the convergence analysis by splitting errors into several parts. Nontrivial numerical examples are presented to confirm the convergence analysis.     

PPIFE Method with Non-Homogeneous Flux Jump Conditions and Its Efficient Numerical Solver for Elliptic Optimal Control Problems with Interfaces

In this paper, we design a partially penalized immersed finite element method for solving elliptic interface problems with non-homogeneous flux jump conditions. The method presented here has the same global degrees of freedom as classic immersed finite element method. The non-homogeneous flux jump conditions can be handled accurately by additional immersed finite element functions. Four numerical examples are provided to demonstrate the optimal convergence rates of the method in $L^{\infty}$, $L^{2}$ and $H^{1}$ norms. Furthermore, the method is combined with post-processing technique to solve elliptic optimal control problems with interfaces. To solve the resulting large-scale system, block diagonal preconditioners are introduced. These preconditioners can lead to fast convergence of the Krylov subspace methods such as GMRES and are independent of the mesh size. Four numerical examples are presented to illustrate the efficiency of the numerical schemes and preconditioners.     

An Adaptive Subdivision Algorithm for the Identification of the Diffusion Coefficient in Two-dimensional Elliptic Problems

In this work, we consider the identification problem of the diffusion coef-ficient in two-dimensional elliptic equations. For parameterization, we use the zonation method: the diffusion coefficient is assumed to be a piecewise constant space function and unknowns are both the diffusion coefficient values and the geometry of the zones. An algorithm based on geometric principles is developed in order to determine the boundaries between the zones. This algorithm uses the refinement indicators which are easily computed from the gradient of the objective function. The efficiency of the algorithm is proved by testing it in some simple cases with and without noise on the data.      

An Efficient Cartesian Grid-Based Method for Scattering Problems with Inhomogeneous Media

Boundary integral equations provide a powerful tool for the solution of scattering problems. However, often a singular kernel arises, in which case the standard quadratures will give rise to unavoidable deteriorations in numerical precision, thus special treatment is needed to handle the singular behavior. Especially, for inhomogeneous media, it is difficult if not impossible to find out an analytical expression for Green’s function. In this paper, an efficient fourth-order accurate Cartesian grid-based method is proposed for the two-dimensional Helmholtz scattering and transmission problems with inhomogeneous media. This method provides an alternative approach to indirect integral evaluation by solving equivalent interface problems on Cartesian grid with a modified fourth-order accurate compact finite difference scheme and a fast Fourier transform preconditioned conjugate gradient (FFT-PCG) solver. A remarkable point of this method is that there is no need to know analytical expressions for Green’s function. Numerical experiments are provided to demonstrate the advantage of the current approach, including its simplicity in implementation, its high accuracy and efficiency.     

基于三维弹性问题的多极边界元法核函数分解

多极边界元法已经成功地应用于大规模工程计算中.得到并且证明了基于三维弹性问题的多极边界元法核函数分解的定理(定理1),完善了多击边界元法的数学理论.     

On the subdomain‐Galerkin/least squares method for 2‐ and 3‐D mixed elliptic problems with reaction terms

In this article we apply the subdomain‐Galerkin/least squares method, which is first proposed by Chang and Gunzburger for first‐order elliptic systems without reaction terms in the plane, to solve second‐order non‐selfadjoint elliptic problems in two‐ and three‐dimensional bounded domains with triangular or tetrahedral regular triangulations. This method can be viewed as a combination of a direct cell vertex finite volume discretization step and an algebraic least‐squares minimization step in which the pressure is approximated by piecewise linear elements and the flux by the lowest order Raviart‐Thomas space. This combined approach has the advantages of both finite volume and least‐squares methods. Among other things, the combined method is not subject to the Ladyzhenskaya‐Babus?ka‐Brezzi condition, and the resulting linear system is symmetric and positive definite. An optimal error estimate in the H¹(Ω) × H(div; Ω) norm is derived. An equivalent residual‐type a posteriori error estimator is also given. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 738–751, 2002; Published online in Wiley InterScience (www.interscience.wiley.com); DOI 10.1002/num.10030.     

Sparse Approximations of the Schur Complement for Parallel Algebraic Hybrid Solvers in 3D

<正>In this paper we study the computational performance of variants of an algebraic additive Schwarz preconditioner for the Schur complement for the solution of large sparse linear systems.In earlier works,the local Schur complements were computed exactly using a sparse direct solver.The robustness of the preconditioner comes at the price of this memory and time intensive computation that is the main bottleneck of the approach for tackling huge problems.In this work we investigate the use of sparse approximation of the dense local Schur complements.These approximations are computed using a partial incomplete LU factorization.Such a numerical calculation is the core of the multi-level incomplete factorization such as the one implemented in pARMS. The numerical and computing performance of the new numerical scheme is illustrated on a set of large 3D convection-diffusion problems;preliminary experiments on linear systems arising from structural mechanics are also reported.     

H1-superconvergence of finite difference method based on Q1-element on quasi-uniform mesh for the 3D Poisson equation

In this paper, the finite difference (FD) method is considered for the 3D Poisson equation by using the Q₁-element on a quasi-uniform mesh. First, under the regularity assumption of , the H¹-superconvergence of the FD solution u_h based on the Q₁-element to the first-order interpolation function is obtained. Next, the H¹-superconvergence of the second-order interpolation postprocessing function based on the FD solution u_h to u is provided. Finally, numerical tests are presented to show the H¹-superconvergence result of the FD postprocessing function to u if .     

Harmonic and Refined Extraction Methods for the Singular Value Problem,with Applications in Least Squares Problems

For the accurate approximation of the minimal singular triple (singular value and left and right singular vector) of a large sparse matrix, we may use two separate search spaces, one for the left, and one for the right singular vector. In Lanczos bidiagonalization, for example, such search spaces are constructed. In SIAM J. Sci. Comput., 23(2) (2002), pp. 606–628, the author proposes a Jacobi–Davidson type method for the singular value problem, where solutions to certain correction equations are used to expand the search spaces. As noted in the mentioned paper, the standard Galerkin subspace extraction works well for the computation of large singular triples, but may lead to unsatisfactory approximations to small and interior triples. To overcome this problem for the smallest triples, we propose three harmonic and a refined approach. All methods are derived in a number of different ways. Some of these methods can also be applied when we are interested in the largest or interior singular triples. Theoretical results as well as numerical experiments indicate that the results of the alternative extraction processes are often better than the standard approach. We show that when Lanczos bidiagonalization is used for the subspace expansion, the standard, harmonic, and refined extraction methods are all essentially equivalent. This gives more insight in the success of Lanczos bidiagonalization to find the smallest singular triples. Finally, we show that the extraction processes for the smallest singular values may give an approximation to a least squares problem at low additional costs. The truncated SVD is also discussed in this context. AMS subject classification (2000) 65F15, 65F50, (65F35, 93E24).Submitted December 2002. Accepted October 2004. Communicated by Haesun Park.M. E. Hochstenbach: The research of this author was supported in part by NSF grant DMS-0405387. Part of this work was done when the author was at Utrecht University.