Convergence and stability of the finite difference scheme for nonlinear parabolic systems with time delay

In this article, a class of nonlinear evolution equations – reaction–diffusion equations with time delay – is studied. By combining the domain decomposition technique and the finite difference method, the results for the existence, convergence and the stability of the numerical solution are obtained in the case of subdomain overlap and when the time-space is completely discretized. This revised version was published online in June 2006 with corrections to the Cover Date.     

Parallel implementation of the p‐version of the finite element method for elliptic equations on a shared‐memory architecture

An implementation of the p‐version of the finite element method for solving two‐dimensional linear elliptic problems on a shared‐memory parallel computer is analyzed. The idea is to partition the problem among the available processors and perform computations corresponding to different elements in parallel. The parallelization is based on a domain decomposition technique using the Lagrange multipliers. The numerical experiments carried out on the Sequent system indicate very high performance of the mixed finite element algorithm in terms of attained speedups. This revised version was published online in August 2006 with corrections to the Cover Date.     

A Robin-type non-overlapping domain decomposition procedure for second order elliptic problems

This article deals with the analysis of an iterative non-overlapping domain decomposition (DD) method for elliptic problems, using Robin-type boundary condition on the inter-subdomain boundaries, which can be solved in parallel with local communications. The proposed iterative method allows us to relax the continuity condition for Lagrange multipliers on the inter-subdomain boundaries. In order to derive the corresponding discrete problem, we apply a non-conforming Galerkin method using lowest order Crouzeix–Raviart elements. The convergence of the iterative scheme is obtained by proving that the spectral radius of the matrix associated with the fixed point iterations is less than 1. Parallel computations have been carried out and the numerical experiments confirm the theoretical results established in this paper.     

Design principles and error analysis for reduced-shear plate-bending finite elements

Summary. In this paper, we consider the problem of designing plate-bending elements which are free of shear locking. This phenomenon is known to afflict several elements for the Reissner-Mindlin plate model when the thickness of the plate is small, due to the inability of the approximating subspaces to satisfy the Kirchhoff constraint. To avoid locking, a “reduction operator” is often applied to the stress, to modify the variational formulation and reduce the effect of this constraint. We investigate the conditions required on such reduction operators to ensure that the approximability and consistency errors are of the right order. A set of sufficient conditions is presented, under which optimal errors can be obtained – these are derived directly, without transforming the problem via a Hemholtz decomposition, or considering it as a mixed method. Our analysis explicitly takes into account boundary layers and their resolution, and we prove, via an asymptotic analysis, that convergence of the finite element approximations will occur uniformly as , even on quasiuniform meshes. The analysis is carried out in the case of a free boundary, where the boundary layer is known to be strong. We also propose and analyze a simple post-processing scheme for the shear stress. Our general theory is used to analyze the well-known MITC elements for the Reissner-Mindlin plate. As we show, the theory makes it possible to analyze both straight and curved elements. We also analyze some other elements. Received June 19, 1995     

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     

Time-harmonic solution for acousto-elastic interaction with controllability and spectral elements

The classical way of solving the time-harmonic linear acousto-elastic wave problem is to discretize the equations with finite elements or finite differences. This approach leads to large-scale indefinite complex-valued linear systems. For these kinds of systems, it is difficult to construct efficient iterative solution methods. That is why we use an alternative approach and solve the time-harmonic problem by controlling the solution of the corresponding time dependent wave equation.In this paper, we use an unsymmetric formulation, where fluid-structure interaction is modeled as a coupling between pressure and displacement. The coupled problem is discretized in space domain with spectral elements and in time domain with central finite differences. After discretization, exact controllability problem is reformulated as a least-squares problem, which is solved by the conjugate gradient method.     

Schwarz methods for inequalities with contraction operators

We prove the convergence of some multiplicative and additive Schwarz methods for inequalities which contain contraction operators. The problem is stated in a reflexive Banach space and it generalizes the well-known fixed-point problem in the Hilbert spaces. Error estimation theorems are given for three multiplicative algorithms and two additive algorithms. We show that these algorithms are in fact Schwarz methods if the subspaces are associated with a decomposition of the domain. Also, for the one- and two-level methods in the finite element spaces, we write the convergence rates as functions of the overlapping and mesh parameters. They are similar with the convergence rates of these methods for linear problems. Besides the direct use of the five algorithms for the inequalities with contraction operators, we can use the above results to obtain the convergence rate of the Schwarz method for other types of inequalities or nonlinear equations. In this way, we prove the convergence and estimate the error of the one- and two-level Schwarz methods for some inequalities in Hilbert spaces which are not of the variational type, and also, for the Navier–Stokes problem. Finally, we give conditions of existence and uniqueness of the solution for all problems we consider. We point out that these conditions and the convergence conditions of the proposed algorithms are of the same type.     

On the use of rational iterations and domain decomposition methods for the Helmholtz problem

An iterative algorithm for the numerical solution of the Helmholtz problem is considered. It is difficult to solve the problem numerically, in particular, when the imaginary part of the wave number is zero or small. We develop a parallel iterative algorithm based on a rational iteration and a nonoverlapping domain decomposition method for such a non-Hermitian, non-coercive problem. Algorithm parameters (artificial damping and relaxation) are introduced to accelerate the convergence speed of the iteration. Convergence analysis and effective strategies for finding efficient algorithm parameters are presented. Numerical results carried out on an nCUBE2 are given to show the efficiency of the algorithm. To reduce the boundary reflection, we employ a hybrid absorbing boundary condition (ABC) which combines the first-order ABC and the physical $Q$ ABC. Computational results comparing the hybrid ABC with non-hybrid ones are presented. Received May 19, 1994 / Revised version received March 25, 1997     

Error estimates for a mixed finite element discretization of some degenerate parabolic equations

We consider a numerical scheme for a class of degenerate parabolic equations, including both slow and fast diffusion cases. A particular example in this sense is the Richards equation modeling the flow in porous media. The numerical scheme is based on the mixed finite element method (MFEM) in space, and is of one step implicit in time. The lowest order Raviart–Thomas elements are used. Here we extend the results in Radu et al. (SIAM J Numer Anal 42:1452–1478, 2004), Schneid et al. (Numer Math 98:353–370, 2004) to a more general framework, by allowing for both types of degeneracies. We derive error estimates in terms of the discretization parameters and show the convergence of the scheme. The features of the MFEM, especially of the lowest order Raviart–Thomas elements, are now fully exploited in the proof of the convergence. The paper is concluded by numerical examples.     

Multigrid algorithms for a vertex–centered covolume method for elliptic problems

Summary. We analyze V–cycle multigrid algorithms for a class of perturbed problems whose perturbation in the bilinear form preserves the convergence properties of the multigrid algorithm of the original problem. As an application, we study the convergence of multigrid algorithms for a covolume method or a vertex–centered finite volume element method for variable coefficient elliptic problems on polygonal domains. As in standard finite element methods, the V–cycle algorithm with one pre-smoothing converges with a rate independent of the number of levels. Various types of smoothers including point or line Jacobi, and Gauss-Seidel relaxation are considered. Received August 19, 1999 / Revised version received July 10, 2000 / Published online June 7, 2001     

A fictitious domain approach to the numerical solution of PDEs in stochastic domains

We present an efficient method for the numerical realization of elliptic PDEs in domains depending on random variables. Domains are bounded, and have finite fluctuations. The key feature is the combination of a fictitious domain approach and a polynomial chaos expansion. The PDE is solved in a larger, fixed domain (the fictitious domain), with the original boundary condition enforced via a Lagrange multiplier acting on a random manifold inside the new domain. A (generalized) Wiener expansion is invoked to convert such a stochastic problem into a deterministic one, depending on an extra set of real variables (the stochastic variables). Discretization is accomplished by standard mixed finite elements in the physical variables and a Galerkin projection method with numerical integration (which coincides with a collocation scheme) in the stochastic variables. A stability and convergence analysis of the method, as well as numerical results, are provided. The convergence is “spectral” in the polynomial chaos order, in any subdomain which does not contain the random boundaries.     

A hybrid nonoverlapping domain decomposition scheme for advection dominated advection–diffusion problems

Two nonoverlapping domain decomposition algorithms are proposed for convection dominated convection–diffusion problems. In each subdomain, artificial boundary conditions are used on the inflow and outflow boundaries. If the flow is simple, each subdomain problem only needs to be solved once. If there are closed streamlines, an iterative algorithm is needed and the convergence is proved. Analysis and numerical tests reveal that the methods are advantageous when the diffusion parameter ɛ is small. In such cases, the error introduced by the domain decomposition methods is negligible in comparison with the error in the singular layers, and it allows easy and efficient grid refinement in the singular layers. This revised version was published online in August 2006 with corrections to the Cover Date.     

Multilevel methods for mixed finite elements in three dimensions

In this paper we consider second order scalar elliptic boundary value problems posed over three–dimensional domains and their discretization by means of mixed Raviart–Thomas finite elements [18]. This leads to saddle point problems featuring a discrete flux vector field as additional unknown. Following Ewing and Wang [26], the proposed solution procedure is based on splitting the flux into divergence free components and a remainder. It leads to a variational problem involving solenoidal Raviart–Thomas vector fields. A fast iterative solution method for this problem is presented. It exploits the representation of divergence free vector fields as s of the –conforming finite element functions introduced by Nédélec [43]. We show that a nodal multilevel splitting of these finite element spaces gives rise to an optimal preconditioner for the solenoidal variational problem: Duality techniques in quotient spaces and modern algebraic multigrid theory [50, 10, 31] are the main tools for the proof. Received November 4, 1996 / Revised version received February 2, 1998     

Studies of an interface relaxation domain decomposition technique using finite elements on a parallel computer

Studies are presented for an interface relaxation domain decomposition technique using finite elements on an iPSC/2 D5 Hypercube Concurrent computer. The general type of problem to be solved is one governed by a partial differential equation. The application of the approach, however, will be extended to a free boundary value problem by appropriate modification of the numerical scheme. Using the domain decomposition technique, the computation domain is subdivided into several subdomains. In addition, on the interfaces between two adjacent subdomains are imposed a continuity condition on one side and an equilibrium condition on the other side. Successive overrelaxation iterative processes are then carried out in all subdomains with a relaxation process imposed on the interfaces. With this domain decomposition technique, the problem can be solved parallelly until convergence is reached both in the interiors and on the interfaces of all subdomains. Moreover, the formulation includes a simple domain decomposer that automatically divides a finite element mesh into a list of subdomains to guarantee load balancing. Furthermore, it is shown, through numerical experiments performed on an example problem of free surface seepage through a porous dam, how the values of the relaxation parameters, the choice of imposed boundary conditions, and the number of subdomains (i.e., the number of processors used) affect the solution convergence in this parallel computing environment. © 1993 John Wiley & Sons, Inc.     

DOMAIN DECOMPOSITION METHOD FOR PARABOLIC EQUATION ON GENERAL DOMAIN

The nonoxerlapping domain deoomposition method for parabolic partial differential equation on general domain is considered. A kind of domain decomposition that uses the finite element procedure ks given. The problem.over the domains can be implemented on parallel computer. Convergence analysis is also presented.     

Symmetric coupling of boundary elements and Raviart–Thomas-type mixed finite elements in elastostatics

Summary. Both mixed finite element methods and boundary integral methods are important tools in computational mechanics according to a good stress approximation. Recently, even low order mixed methods of Raviart–Thomas-type became available for problems in elasticity. Since either methods are robust for critical Poisson ratios, it appears natural to couple the two methods as proposed in this paper. The symmetric coupling changes the elliptic part of the bilinear form only. Hence the convergence analysis of mixed finite element methods is applicable to the coupled problem as well. Specifically, we couple boundary elements with a family of mixed elements analyzed by Stenberg. The locking-free implementation is performed via Lagrange multipliers, numerical examples are included. Received February 21, 1995 / Revised version received December 21, 1995     

A domain decomposition discretization of parabolic problems

In recent years, domain decomposition methods have attracted much attention due to their successful application to many elliptic and parabolic problems. Domain decomposition methods treat problems based on a domain substructuring, which is attractive for parallel computation, due to the independence among the subdomains. In principle, domain decomposition methods may be applied to the system resulting from a standard discretization of the parabolic problems or, directly, be carried out through a discretization of parabolic problems. In this paper, a direct domain decomposition method is introduced to discretize the parabolic problems. The stability and convergence of this algorithm are analyzed. This work was supported in part by Polish Sciences Foundation under grant 2P03A00524. This work was supported in part by the US Department of Energy under Contracts DE-FG02-92ER25127 and by the Director, Office of Science, Advanced Scientific Computing Research, U.S. Department of Energy under contract DE-AC02-05CH11231.     

A second-order accurate numerical method for a fractional wave equation

We study a generalized Crank–Nicolson scheme for the time discretization of a fractional wave equation, in combination with a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the error is of order k ² + h ², where k and h are the parameters for the time and space meshes, respectively.     

Rate of Convergence for some constraint decomposition methods for nonlinear variational inequalities

Summary. Some general subspace correction algorithms are proposed for a convex optimization problem over a convex constraint subset. One of the nontrivial applications of the algorithms is the solving of some obstacle problems by multilevel domain decomposition and multigrid methods. For domain decomposition and multigrid methods, the rate of convergence for the algorithms for obstacle problems is of the same order as the rate of convergence for jump coefficient linear elliptic problems. In order to analyse the convergence rate, we need to decompose a finite element function into a sum of functions from the subspaces and also satisfying some constraints. A special nonlinear interpolation operator is introduced for decomposing the functions. Received December 13, 2001 / Revised version received February 19, 2002 / Published online June 17, 2002 This work was partially supported by the Norwegian Research Council under projects 128224/431 and SEP-115837/431.     

A finite element method for approximating electromagnetic scattering from a conducting object

We provide an error analysis of a fully discrete finite element – Fourier series method for approximating Maxwell's equations. The problem is to approximate the electromagnetic field scattered by a bounded, inhomogeneous and anisotropic body. The method is to truncate the domain of the calculation using a series solution of the field away from this domain. We first prove a decomposition for the Poincaré-Steklov operator on this boundary into an isomorphism and a compact perturbation. This is proved using a novel argument in which the scattering problem is viewed as a perturbation of the free space problem. Using this decomposition, and edge elements to discretize the interior problem, we prove an optimal error estimate for the overall problem.