A two-level domain decomposition method for the iterative solution of high frequency exterior Helmholtz problems

Summary. We present a Lagrange multiplier based two-level domain decomposition method for solving iteratively large-scale systems of equations arising from the finite element discretization of high-frequency exterior Helmholtz problems. The proposed method is essentially an extension of the regularized FETI (Finite Element Tearing and Interconnecting) method to indefinite problems. Its two key ingredients are the regularization of each subdomain matrix by a complex interface lumped mass matrix, and the preconditioning of the interface problem by an auxiliary coarse problem constructed to enforce at each iteration the orthogonality of the residual to a set of carefully chosen planar waves. We show numerically that the proposed method is scalable with respect to the mesh size, the subdomain size, and the wavenumber. We report performance results for a submarine application that highlight the efficiency of the proposed method for the solution of high frequency acoustic scattering problems discretized by finite elements. Received March 17, 1998 / Revised version received June 7, 1999 / Published online January 27, 2000     

Valuing Asian options using the finite element method and duality techniques

The main objective of this paper is to develop an adaptive finite element method for computation of the values, and different sensitivity measures, of the Asian option with both fixed and floating strike. The pricing is based on Black–Scholes PDE-model and a method developed by Ve?e? where the resulting PDEs are of parabolic type in one spatial dimension and can be applied to both continuous and discrete Asian options. We propose using an adaptive finite element method which is based on a posteriori estimates of the error in desired quantities, which we derive using duality techniques. The a posteriori error estimates are tested and verified, and are used to calculate optimal meshes for each type of option. The use of adapted meshes gives superior accuracy and performance with less degrees of freedom than using uniform meshes. The suggested adaptive finite element method is stable, gives fast and accurate results, and can be applied to other types of options as well.     

Space–time discontinuous Galerkin finite element method for shallow water flows

A space–time discontinuous Galerkin (DG) finite element method is presented for the shallow water equations over varying bottom topography. The method results in nonlinear equations per element, which are solved locally by establishing the element communication with a numerical HLLC flux. To deal with spurious oscillations around discontinuities, we employ a dissipation operator only around discontinuities using Krivodonova's discontinuity detector. The numerical scheme is verified by comparing numerical and exact solutions, and validated against a laboratory experiment involving flow through a contraction. We conclude that the method is second order accurate in both space and time for linear polynomials.     

Quadrature for hp-Galerkin BEM in {\hbox{\sf l\kern-.13em R}}^3

Summary. The Galerkin discretization of a Fredholm integral equation of the second kind on a closed, piecewise analytic surface is analyzed. High order, -boundary elements on grids which are geometrically graded toward the edges and vertices of the surface give exponential convergence, similar to what is known in the -Finite Element Method. A quadrature strategy is developed which gives rise to a fully discrete scheme preserving the exponential convergence of the -Boundary Element Method. The total work necessary for the consistent quadratures is shown to grow algebraically with the number of degrees of freedom. Numerical results on a curved polyhedron show exponential convergence with respect to the number of degrees of freedom as well as with respect to the CPU-time. Received April 22, 1996     

Domain decomposition and splitting methods for Mortar mixed finite element approximations to parabolic equations

Summary We introduce in this article a new domain decomposition algorithm for parabolic problems that combines Mortar Mixed Finite Element methods for the space discretization with operator splitting schemes for the time discretization. The main advantage of this method is to be fully parallel. The algorithm is proven to be unconditionally stable and a convergence result in (Δt/h ^1/2) is presented.     

On the use of nonstandard finite difference methods†

Many real life problems are modelled by differential equations, for which analytical solutions are not always easy to find. One of the most difficult problems is how to solve these differential equations efficiently. Several researchers have tried to do this in various different ways (e.g. via Finite Element Methods, Standard Finite Difference Methods, Spline Approximation Methods, etc.). In recent years, to get reliable results with less effort, researchers have applied nonstandard finite difference methods (NSFDMs) and obtained competitive results to those obtained with other methods. In this survey article, the author tries to provide as much stimulating information as available regarding these NSFDMs to the researchers, which will be helpful for them as the research proceeds in this direction. While the author made the utmost efforts to include whatever he could, he would like to apologize if there are any omissions which are totally unintentional.     

New expansions of numerical eigenvalues by Wilson’s element

The paper explores new expansions of eigenvalues for −Δu=λρu$-\Delta u=\lambda \rho u$ in S$S$ with Dirichlet boundary conditions by Wilson’s element. The expansions indicate that Wilson’s element provides lower bounds of the eigenvalues. By the extrapolation or the splitting extrapolation, the O(h⁴)$O\left(h^4\right)$ convergence rate can be obtained, where h$h$ is the maximal boundary length of uniform rectangles. Numerical experiments are carried to verify the theoretical analysis made. It is worth pointing out that these results are new, compared with the recent book, Lin and Lin [Q. Lin, J. Lin, Finite Element Methods; Accuracy and Improvement, Science Press, Beijing, 2006].     

A two-grid method for finite volume element approximations of second-order nonlinear hyperbolic equations

The two-grid method is studied for solving a two-dimensional second-order nonlinear hyperbolic equation using finite volume element method. The method is based on two different finite element spaces defined on one coarse grid with grid size H and one fine grid with grid size h, respectively. The nonsymmetric and nonlinear iterations are only executed on the coarse grid and the fine grid solution can be obtained in a single symmetric and linear step. It is proved that the coarse grid can be much coarser than the fine grid. A prior error estimate in the H¹-norm is proved to be O(h+H³|lnH|) for the two-grid semidiscrete finite volume element method. With these proposed techniques, solving such a large class of second-order nonlinear hyperbolic equations will not be much more difficult than solving one single linearized equation. Finally, a numerical example is presented to validate the usefulness and efficiency of the method.     

Error estimates of the lumped mass finite element method for semilinear elliptic problems

We are concerned with the semilinear elliptic problems. We first investigate the L²-error estimate for the lumped mass finite element method. We then use the cascadic multigrid method to solve the corresponding discrete problem. On the basis of the finite element error estimates, we prove the optimality of the proposed multigrid method. We also report some numerical results to support the theory.     

A characteristics-mixed covolume method for a convection-dominated transport problem

In this paper, we propose a characteristics-mixed covolume method for approximating the solution to a convection dominated transport problem. The method is a combination of characteristic approximation to handle the convection term in time and mixed covolume method spatial approximation to deal with the diffusion term. The velocity and press are approximated by the lowest order Raviart-Thomas mixed finite element space on rectangles. The projection of a mixed covolume element is introduced. We prove its first order optimal rate of convergence for the approximate velocities in the L² norm as well as for the approximate pressures in the L² norm.     

A Zienkiewicz-type finite element applied to fourth-order problems

This paper deals with convergence analysis and applications of a Zienkiewicz-type (Z-type) triangular element, applied to fourth-order partial differential equations. For the biharmonic problem we prove the order of convergence by comparison to a suitable modified Hermite triangular finite element. This method is more natural and it could be applied to the corresponding fourth-order eigenvalue problem. We also propose a simple postprocessing method which improves the order of convergence of finite element eigenpairs. Thus, an a posteriori analysis is presented by means of different triangular elements. Some computational aspects are discussed and numerical examples are given.     

Local a-posteriori error indicators for the Galerkin discretization of boundary integral equations

In this paper we present local a-posteriori error indicators for the Galerkin discretization of boundary integral equations. These error indicators are introduced and investigated by Babuška-Rheinboldt [3] for finite element methods. We transfer them from finite element methods onto boundary element methods and show that they are reliable and efficient for a wide class of integral operators under relatively weak assumptions. These local error indicators are based on the computable residual and can be used for controlling the adaptive mesh refinement. Received March 4, 1996 / Revised version received September 25, 1996     

Weighted quadrature rules for finite element methods

We discuss the numerical integration of polynomials times non-polynomial weighting functions in two dimensions arising from multiscale finite element computations. The proposed quadrature rules are significantly more accurate than standard quadratures and are better suited to existing finite element codes than formulas computed by symbolic integration. We validate this approach by introducing the new quadrature formulas into a multiscale finite element method for the two-dimensional reaction–diffusion equation.     

On superconvergence techniques

A brief survey with a bibliography of superconvergence phenomena in finding a numerical solution of differential and integral equations is presented. A particular emphasis is laid on superconvergent schemes for elliptic problems in the plane employing the finite element method.     

Iterative schemes for mixed finite element methods with applications to elasticity and compressible flow problems

Summary Iterative schemes for mixed finite element methods are proposed and analyzed in two abstract formulations. The first one has applications to elliptic equations and incompressible fluid flow problems, while the second has applications to linear elasticity and compressible Stokes problems. These schemes are constructed through iteratively penalizing the mixed finite element scheme, of which iterated penalty method and augmented Lagrangian method are special cases. Convergence theorems are demonstrated in abstract formulations in Hilbert spaces, and applications to individual physical problems are considered as examples. Theoretical analysis and computational experiments both show that the proposed schemes have very fast convergence; a few iterations are normally enough to reduce the iterative error to a prescribed precision. Numerical examples with continuous and discontinuous coefficients are presented.     

Fast parallel solvers for symmetric boundary element domain decomposition equations

Summary. The boundary element method (BEM) is of advantage in many applications including far-field computations in magnetostatics and solid mechanics as well as accurate computations of singularities. Since the numerical approximation is essentially reduced to the boundary of the domain under consideration, the mesh generation and handling is simpler than, for example, in a finite element discretization of the domain. In this paper, we discuss fast solution techniques for the linear systems of equations obtained by the BEM (BE-equations) utilizing the non-overlapping domain decomposition (DD). We study parallel algorithms for solving large scale Galerkin BE–equations approximating linear potential problems in plane, bounded domains with piecewise homogeneous material properties. We give an elementary spectral equivalence analysis of the BEM Schur complement that provides the tool for constructing and analysing appropriate preconditioners. Finally, we present numerical results obtained on a massively parallel machine using up to 128 processors, and we sketch further applications to elasticity problems and to the coupling of the finite element method (FEM) with the boundary element method. As shown theoretically and confirmed by the numerical experiments, the methods are of algebraic complexity and of high parallel efficiency, where denotes the usual discretization parameter. Received August 28, 1996 / Revised version received March 10, 1997     

A general finite element preconditioning for the conjugate gradient method

Discretizing a symmetric elliptic boundary value problem by a finite element method results in a system of linear equations with a symmetric positive definite coefficient matrix. This system can be solved iteratively by a preconditioned conjugate gradient method. In this paper a preconditioning matrix is proposed that can be constructed for all finite element methods if a mild condition for the node numbering is fulfilled. Such a numbering can be constructed using a variant of the reverse Cuthill-McKee algorithm.     

On the Galerkin finite element approximations to multi-dimensional differential and integro-differential parabolic equations

The maximum norm error estimates of the Galerkin finite element approximations to the solutions of differential and integro-differential multi-dimensional parabolic problems are considered. Our method is based on the use of the discrete version of the elliptic-Sobolev inequality and some operator representations of the finite element solutions. The results of the present paper lead to the error estimates of optimal or almost optimal order for the case of simplicial Lagrangian piecewise polynomial elements.     

A defect-correction method for unsteady conduction-convection problems II: Time discretization

In this paper, a fully discrete defect-correction mixed finite element method (MFEM) for solving the non-stationary conduction-convection problems in two dimension, which is leaded by combining the Back Euler time discretization with the two-step defect correction in space, is presented. In this method, we solve the nonlinear equations with an added artificial viscosity term on a finite element grid and correct these solutions on the same grid using a linearized defect-correction technique. The stability and the error analysis are derived. The theory analysis shows that our method is stable and has a good convergence property. Some numerical results are also given, which show that this method is highly efficient for the unsteady conduction-convection problems.