Least‐squares spectral method for velocity‐vorticity‐pressure form of the Stokes equations

The aim of this article is to present and analyze first‐order system least‐squares spectral method for the Stokes equations in two‐dimensional spaces. The Stokes equations are transformed into a first‐order system of equations by introducing vorticity as a new variable. The least‐squares functional is then defined by summing up the ‐ and ‐norms of the residual equations. The ‐norm in the least‐squares functional is replaced by suitable operator. Continuous and discrete homogeneous least‐squares functionals are shown to be equivalent to ‐norm of velocity and ‐norm of vorticity and pressure for spectral Galerkin and pseudospectral method. The spectral convergence of the proposed methods are given and the theory is validated by numerical experiment. Mass conservation is also briefly investigated. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 661–680, 2016     

Weak Galerkin finite element methods for linear parabolic integro‐differential equations

The semidiscrete and fully discrete weak Galerkin finite element schemes for the linear parabolic integro‐differential equations are proposed. Optimal order error estimates are established for the corresponding numerical approximations in both and norms. Numerical experiments illustrating the error behaviors are provided.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1357–1377, 2016     

A fast discontinuous finite element discretization for the space‐time fractional diffusion‐wave equation

In this article, we study fast discontinuous Galerkin finite element methods to solve a space‐time fractional diffusion‐wave equation. We introduce a piecewise‐constant discontinuous finite element method for solving this problem and derive optimal error estimates. Importantly, a fast solution technique to accelerate Toeplitz matrix‐vector multiplications which arise from discontinuous Galerkin finite element discretization is developed. This fast solution technique is based on fast Fourier transform and it depends on the special structure of coefficient matrices. In each temporal step, it helps to reduce the computational work from required by the traditional methods to log , where is the size of the coefficient matrices (number of spatial grid points). Moreover, the applicability and accuracy of the method are verified by numerical experiments including both continuous and discontinuous examples to support our theoretical analysis.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2043–2061, 2017     

Finite element Galerkin approximations to a class of nonlinear and nonlocal parabolic problems

In this article, a finite element Galerkin method is applied to a general class of nonlinear and nonlocal parabolic problems. Based on an exponential weight function, new a priori bounds which are valid for uniform in time are derived. As a result, existence of an attractor is proved for the problem with nonhomogeneous right hand side which is independent of time. In particular, when the forcing function is zero or decays exponentially, it is shown that solution has exponential decay property which improves even earlier results in one dimensional problems. For the semidiscrete method, global existence of a unique discrete solution is derived and it is shown that the discrete problem has an attractor. Moreover, optimal error estimates are derived in both and ‐norms with later estimate is a new result in this context. For completely discrete scheme, backward Euler method with its linearized version is discussed and existence of a unique discrete solution is established. Further, optimal estimates in ‐norm are proved for fully discrete schemes. Finally, several numerical experiments are conducted to confirm our theoretical findings. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1232–1264, 2016     

A priori and a posteriori error analysis for the mixed discontinuous Galerkin finite element approximations of the biharmonic problems

In this article, a new mixed discontinuous Galerkin finite element method is proposed for the biharmonic equation in two or three‐dimension space. It is amenable to an efficient implementation displaying new convergence properties. Through an auxiliary variable , we rewrite the problem into a two‐order system. Then, the a priori error estimates are derived in L² norm and in the broken DG norm for both u and p. We prove that, when polynomials of degree r () are used, we obtain the optimal convergence rate of order r + 1 in L² norm and of order r in DG norm for u, and the order r in both norms for . The numerical experiments illustrate the theoretic order of convergence. For the purpose of adaptive finite element method, the a posteriori error estimators are also proposed and proved to field a sharp upper bound. We also provide numerical evidence that the error estimators and indicators can effectively drive the adaptive strategies. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 318–353, 2017     

An energy‐preserving Crank–Nicolson Galerkin method for Hamiltonian partial differential equations

A semidiscretization based method for solving Hamiltonian partial differential equations is proposed in this article. Our key idea consists of two approaches. First, the underlying equation is discretized in space via a selected finite element method and the Hamiltonian PDE can thus be casted to Hamiltonian ODEs based on the weak formulation of the system. Second, the resulting ordinary differential system is solved by an energy‐preserving integrator. The relay leads to a fully discretized and energy‐preserved scheme. This strategy is fully realized for solving a nonlinear Schrödinger equation through a combination of the Galerkin discretization in space and a Crank–Nicolson scheme in time. The order of convergence of our new method is if the discrete L²‐norm is employed. An error estimate is acquired and analyzed without grid ratio restrictions. Numerical examples are given to further illustrate the conservation and convergence of the energy‐preserving scheme constructed.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1485–1504, 2016     

Asymptotic Analysis and Optimal Error estimates for Benjamin‐Bona‐Mahony‐Burgers' Type Equations

In this article, stabilization result for the Benjamin‐Bona‐Mahony‐Burgers' (BBM‐B) equation, that is, convergence of unsteady solution to steady state solution is established under the assumption that a linearized steady state eigenvalue problem has a minimal positive eigenvalue. Based on appropriate conditions on the forcing function, exponential decay estimates in , and ‐norms are derived, which are valid uniformly with respect to the coefficient of dispersion as it tends to zero. It is, further, observed that the decay rate for the BBM‐B equation is smaller than that of the decay rate for the Burgers equation. Then, a semidiscrete Galerkin method for spatial direction keeping time variable continuous is considered and stabilization results are discussed for the semidiscrete problem. Moreover, optimal error estimates in ‐norms preserving exponential decay property are established using the steady state error estimates. For a complete discrete scheme, a backward Euler method is applied for the time discretization and stabilization results are again proved for the fully discrete problem. Subsequently, numerical experiments are conducted, which verify our theoretical results. The article is finally concluded with a brief discussion on an extension to a multidimensional nonlinear Sobolev equation with Burgers' type nonlinearity.     

Optimal error estimate of a conformal Fourier pseudo‐spectral method for the damped nonlinear Schrödinger equation

In this article, a Fourier pseudospectral method, which preserves the conforal conservation la, is proposed for solving the damped nonlinear Schrödinger equation. Based on the energy method and the semi‐norm equivalence between the Fourier pseudospectral method and the finite difference method, a priori estimate for the new method is established, which shows that the proposed method is unconditionally convergent with order of in the discrete ‐norm, where is the time step and is the number of collocation points used in the spectral method. Some numerical results are addressed to confirm our theoretical analysis.     

Unconditional superconvergence analysis of an H1‐galerkin mixed finite element method for nonlinear Sobolev equations

An efficient H¹‐Galerkin mixed finite element method (MFEM) is presented with and zero order Raviart‐Thomas elements for the nonlinear Sobolev equations. On one hand, the existence and uniqueness of the solutions of the semidiscrete approximation scheme are proved and the super close results of order for the original variable u in a broken H¹ norm and the auxiliary variable in norm are deduced without the boundedness of the numerical solution in ‐norm. Conversely, a linearized Crank‐Nicolson fully discrete scheme with the unconditional super close property is also developed through a new approach, while previous literature always require certain time step conditions (see the references below). Finally, a numerical experiment is included to illustrate the feasibility of the proposed method. Here h is the subdivision parameter and τ is the time step.     

On a nonoverlapping additive Schwarz method for h‐p discontinuous Galerkin discretization of elliptic problems

The condition number of a discontinuous Galerkin finite element discretization preconditioned with a nonoverlapping additive Schwarz method is analyzed. We improve the result of Antonietti and Houston (J Sci Comput 46 (2011), 124–149), where a bound has been proved for a two‐level nonoverlapping additive Schwarz method with coarse problem using polynomials of degree on a coarse mesh size . In a more general framework, where the concurrency of the algorithm is increased by applying solvers on subdomains smaller than the coarse grid cells, we prove that the condition number of the preconditioned system is where is the coarse space element degree polynomial and is the size of subdomain where local problems are solved in parallel. Our result also extends to the case of discontinuous coefficient, piecewise constant on the coarse grid, for a composite continuous–discontinuous Galerkin discretization. © 2016Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1572–1590, 2016     

Fourth‐order compact and energy conservative scheme for solving nonlinear Klein‐Gordon equation

In this article, a fourth‐order compact and conservative scheme is proposed for solving the nonlinear Klein‐Gordon equation. The equation is discretized using the integral method with variational limit in space and the multidimensional extended Runge‐Kutta‐Nyström (ERKN) method in time. The conservation law of the space semidiscrete energy is proved. The proposed scheme is stable in the discrete maximum norm with respect to the initial value. The optimal convergent rate is obtained at the order of in the discrete ‐norm. Numerical results show that the integral method with variational limit gives an efficient fourth‐order compact scheme and has smaller error, higher convergence order and better energy conservation for solving the nonlinear Klein‐Gordon equation compared with other methods under the same condition. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1283–1304, 2017     

A space‐time continuous Galerkin method with mesh modification for viscoelastic wave equations

In this article, we consider the space‐time continuous Galerkin (STCG) method for the viscoelastic wave equations. It allows variable temporal step‐sizes, and the changing of the spatial grids in two adjacent time levels. The existence, uniqueness, and stability of the approximate solutions are demonstrated and the error estimates with global and local spatial mesh sizes in norm are derived without any restrictive assumptions on the space‐time meshes. If the meshes in each time level satisfy some reasonable assumptions, then we can get the optimal order error estimates both in time and space. Finally, we give a numerical example on unstructured meshes to confirm the theoretical findings. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1183–1207, 2017     

High‐order compact finite difference and laplace transform method for the solution of time‐fractional heat equations with dirchlet and neumann boundary conditions

The work presents a novel coupling of the Laplace Transform and the compact fourth‐order finite‐difference discretization scheme for the efficient and accurate solution of linear time‐fractional nonhomogeneous diffusion equations subject to both Dirichlet and Neumann boundary conditions. A translational transformation of the dependent variable ensures the Caputo derivative is aligned with the Riemann‐Louiville fractional derivative. The resulting scheme is computationally efficient and shown to be uniquely solvable in all cases, accurate and convergent to in the spatial domain. The convergence rates in the temporal domain are contour dependent but exhibit geometric convergence. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1184–1199, 2016     

A collocation method based on reproducing kernel for a modified anomalous subdiffusion equation

In this article, we proposed a collocation method based on reproducing kernels to solve a modified anomalous subdiffusion equation problem. We give constructively the ‐approximate of the equation whose coefficients are determined optimally by solving a system of linear equations. The final numerical experiments demonstrate that the proposed method is simple, effective, and easy to implement. Copyright © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 289–300, 2014     

Error and stability analysis of numerical solution for the time fractional nonlinear Schrödinger equation on scattered data of general‐shaped domains

In present work, a kind of spectral meshless radial point interpolation (SMRPI) technique is applied to the time fractional nonlinear Schrödinger equation in regular and irregular domains. The applied approach is based on erudite combination of meshless methods and spectral collocation techniques. The point interpolation method with the help of radial basis functions is used to construct shape functions which play as basis functions in the frame of SMRPI. It is proved the scheme is unconditionally stable with respect to the time variable in and also convergent by the order of convergence , . In the current work, the thin plate spline are used as the basis functions and to eliminate the nonlinearity, a simple predictor‐corrector (P‐C) scheme is performed. It is shown that the SMRPI solution, as a complex function, is suitable one for the time fractional nonlinear Schrödinger equation. The results of numerical experiments are compared to analytical solutions to confirm the reliable treatment of these stable solutions. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1043–1069, 2017     

Superconvergence of the direct discontinuous Galerkin method for convection‐diffusion equations

This paper is concerned with superconvergence properties of the direct discontinuous Galerkin (DDG) method for one‐dimensional linear convection‐diffusion equations. We prove, under some suitable choice of numerical fluxes and initial discretization, a 2k‐th and ‐th order superconvergence rate of the DDG approximation at nodes and Lobatto points, respectively, and a ‐th order of the derivative approximation at Gauss points, where k is the polynomial degree. Moreover, we also prove that the DDG solution is superconvergent with an order k + 2 to a particular projection of the exact solution. Numerical experiments are presented to validate the theoretical results. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 290–317, 2017     

Two unconditionally stable and convergent difference schemes with the extrapolation method for the one‐dimensional distributed‐order differential equations

The Grünwald formula is used to solve the one‐dimensional distributed‐order differential equations. Two difference schemes are derived. It is proved that the schemes are unconditionally stable and convergent with the convergence orders and in maximum norm, respectively, where and are step sizes in time, space and distributed order. The extrapolation method is applied to improve the approximate accuracy to the orders and respectively. An illustrative numerical example is given to confirm the theoretical results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 591–615, 2016     

Least‐squares method for the Oseen equation

This article studies the least‐squares finite element method for the linearized, stationary Navier–Stokes equation based on the stress‐velocity‐pressure formulation in d dimensions (d = 2 or 3). The least‐squares functional is simply defined as the sum of the squares of the L² norm of the residuals. It is shown that the homogeneous least‐squares functional is elliptic and continuous in the norm. This immediately implies that the a priori error estimate of the conforming least‐squares finite element approximation is optimal in the energy norm. The L² norm error estimate for the velocity is also established through a refined duality argument. Moreover, when the right‐hand side f belongs only to , we derive an a priori error bound in a weaker norm, that is, the norm. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1289–1303, 2016     

Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model

We propose a novel numerical method based on rational spectral collocation and Clenshaw–Curtis quadrature methods together with the “” transformation for pricing European vanilla and butterfly spread options under Merton's jump‐diffusion model. Under certain assumptions, such model leads to a partial integro‐differential equation (PIDE). The differential and integral parts of the PIDE are approximated by the rational spectral collocation and the Clenshaw–Curtis quadrature methods, respectively. The application of spectral collocation method to the PIDE leads to a system of ordinary differential equations, which is solved using the implicit–explicit predictor–corrector (IMEX‐PC) schemes in which the diffusion term is integrated implicitly, whereas the convolution integral, reaction, advection terms are integrated explicitly. Numerical experiments illustrate that our approach is highly accurate and efficient for pricing financial options.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1169–1188, 2014     

Superconvergence analysis of the MAC scheme for the two dimensional stokes problem

This article is concerned with a rigorous superconvergence analysis of the marker and cell method (MAC) for steady Stokes equations. We first derive the MAC scheme from a staggered finite volume element method (FVEM) with a proper quadrature. Then by comparing the MAC to the corresponding FVEM, we prove the superconvergence of the MAC scheme over non‐uniform rectangular meshes. As a byproduct, an optimal order error estimate is also obtained. © 2016Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1647–1666, 2016