Max-Norm Estimates for Galerkin Approximations of One-Dimensional Elliptic,Parabolic and Hyperbolic Problems with Mixed Boundary Conditions

The Galerkin methods are studied for two-point boundary value problems and the related one-dimensional parabolic and hyperbolic problems. The boundary value problem considered here is of non-adjoint from and with mixed boundary conditions. The optimal order error estimate in the max-norm is first derived for the boundary problem for the finite element subspace. This result then gives optimal order max-norm error estimates for the continuous and discrete time approximations for the evolution problems described above.     

A parametrization method for solving nonlinear two-point boundary value problems

A sharper version of the local Hadamard theorem on the solvability of nonlinear equations is proved. Additional parameters are introduced, and a two-parameter family of algorithms for solving nonlinear two-point boundary value problems is proposed. Conditions for the convergence of these algorithms are given in terms of the initial data. Using the right-hand side of the system of differential equations and the boundary conditions, equations are constructed from which initial approximations to the unknown parameters can be found. A criterion is established for the existence of an isolated solution to a nonlinear two-point boundary value problem. This solution is shown to be a continuous function of the data specifying the problem.     

Adaptive multilevel finite element approximations of semilinear elliptic boundary value problems

Summary. In this paper we consider two aspects of the problem of designing efficient numerical methods for the approximation of semilinear boundary value problems. First we consider the use of two and multilevel algorithms for approximating the discrete solution. Secondly we consider adaptive mesh refinement based on feedback information from coarse level approximations. The algorithms are based on an a posteriori error estimate, where the error is estimated in terms of computable quantities only. The a posteriori error estimate is used for choosing appropriate spaces in the multilevel algorithms, mesh refinements, as a stopping criterion and finally it gives an estimate of the total error. Received April 8, 1997 / Revised version received July 27, 1998 / Published online September 24, 1999     

On the solution of nonlinear two-point boundary value problems on successively refined grids

The solution of nonlinear two-point boundary value problems by adaptive finite difference methods ordinarily proceeds from a coarse to a fine grid. Grid points are inserted in regions of high spatial activity and the coarse grid solution is then interpolated onto the finer mesh. The resulting nonlinear difference equations are often solved by Newton's method. As the size of the mesh spacing becomes small enough. Newton's method converges with only a few iterations. In this paper we derive an estimate that enables us to determine the size of the critical mesh spacing that assures us that the interpolated solution for a class of two-point boundary value problems will lie in the domain of convergence of Newton's method on the next finer grid. We apply the estimate in the solution of several model problems.     

Local and Parallel Finite Element Algorithms for Eigenvalue Problems

Abstract Some new local and parallel finite element algorithms are proposed and analyzed in this paper foreigenvalue problems.With these algorithms, the solution of an eigenvalue problem on a fine grid is reduced tothe solution of an eigenvalue problem on a relatively coarse grid together with solutions of some linear algebraicsystems on fine grid by using some local and parallel procedure.A theoretical tool for analyzing these algorithmsis some local error estimate that is also obtained in this paper for finite element approximations of eigenvectorson general shape-regular grids.     

带松弛因子的Schwarz交替方法

§1.引言 Schwarz交替方法的收敛速度,依赖于子区域重迭部分的大小,重迭部分越大,收敛越快。然而重迭部分增大,必将引起计算量的增大,因此,在重迭部分不变的情况下,如何改善Schwarz交替过程的收敛速度,已成为人们感兴趣的问题。关于Schwarz算法收敛速度的讨论,许多文章都是对具体类型的微分方程展开的。     

Local and parallel finite element algorithms based on two-grid discretizations

A number of new local and parallel discretization and adaptive finite element algorithms are proposed and analyzed in this paper for elliptic boundary value problems. These algorithms are motivated by the observation that, for a solution to some elliptic problems, low frequency components can be approximated well by a relatively coarse grid and high frequency components can be computed on a fine grid by some local and parallel procedure. The theoretical tools for analyzing these methods are some local a priori and a posteriori estimates that are also obtained in this paper for finite element solutions on general shape-regular grids. Some numerical experiments are also presented to support the theory.

     

A numerical analysis of two point boundary value problem algorithms

The mathematical modeling of optimal control system problems is a method applied in industry to obtain correct electrical and mechanical design parameters once the system equations have been derived. The algorithms required to implement the control loop for these applications must provide stable, relatively accurate, efficient solutions.The purpose of this paper is to address the computational characteristics which would concern a system designer in the consideration of the selection of an effective algorithm to implement a two-point boundary value problem solution. Three Invariant Imbedding Algorithms are evaluated for a worst case and a best case problem by an adaptation of four methods of analysis. The areas of computer science, numerical analysis and Turing Machine Theory are drawn upon in these methods to implement and compare the computational form of the algorithms. The four analysis techniques indicated consistent results for the three two-point boundary value problem algorithms considered. Applications of two-point boundary value problem algorithms occur in problems of nuclear reactor heat transfer, pollution control, fluidics, vibration and magnetics.     

An adaptive implementation of interpolation methods for boundary value ordinary differential equations

Various interpolation-based schemes are used to construct a variable order algorithm with local error control for the numerical solution of two-point boundary value problems. Results of computational experiments are presented to demonstrate the empirical relationship between prescribed local error and the resultant global error in the computed solution.     

Graded mesh refinement and error estimates of higher order for DGFE solutions of elliptic boundary value problems in polygons

Error estimates for DGFE solutions are well investigated if one assumes that the exact solution is sufficiently regular. In this article, we consider a Dirichlet and a mixed boundary value problem for a linear elliptic equation in a polygon. It is well known that the first derivatives of the solutions develop singularities near reentrant corner points or points where the boundary conditions change. On the basis of the regularity results formulated in Sobolev–Slobodetskii spaces and weighted spaces of Kondratiev type, we prove error estimates of higher order for DGFE solutions using a suitable graded mesh refinement near boundary singular points. The main tools are as follows: regularity investigation for the exact solution relying on general results for elliptic boundary value problems, error analysis for the interpolation in Sobolev–Slobodetskii spaces, and error estimates for DGFE solutions on special graded refined meshes combined with estimates in weighted Sobolev spaces. Our main result is that there exist a local grading of the mesh and a piecewise interpolation by polynoms of higher degree such that we will get the same order O (h^α) of approximation as in the smooth case. © 2011 Wiley Periodicals, Inc. Numer Mehods Partial Differential Eq, 2012     

B-spline collocation for solution of two-point boundary value problems

A numerical method based on B-spline is developed to solve the general nonlinear two-point boundary value problems up to order 6. The standard formulation of sextic spline for the solution of boundary value problems leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. The error analysis and convergence properties of the method are studied via Green’s function approach. O(h⁶) global error estimates are obtained for numerical solution of these classes of problems. Numerical results are given to illustrate the efficiency of the proposed method. Results of numerical experiments verify the theoretical behavior of the orders of convergence.     

LOCAL AND PARALLEL FINITE ELEMENT ALGORITHMS FOR THE NAVIER-STOKES PROBLEM

Based on two-grid discretizations, in this paper, some new local and parallel finiteelement algorithms are proposed and analyzed for the stationary incompressible Navier-Stokes problem. These algorithms are motivated by the observation that for a solutionto the Navier-Stokes problem, low frequency components can be approximated well by arelatively coarse grid and high frequency components can be computed on a fine grid bysome local and parallel procedure. One major technical tool for the analysis is some locala priori error estimates that are also obtained in this paper for the finite element solutionson general shape-regular grids.     

Local and Parallel Finite Element Algorithms Based on Two-Grid Discretizations for Nonlinear Problems

In this paper, some local and parallel discretizations and adaptive finite element algorithms are proposed and analyzed for nonlinear elliptic boundary value problems in both two and three dimensions. The main technique is to use a standard finite element discretization on a coarse grid to approximate low frequencies and then to apply some linearized discretization on a fine grid to correct the resulted residual (which contains mostly high frequencies) by some local/parallel procedures. The theoretical tools for analyzing these methods are some local a priori and a posteriori error estimates for finite element solutions on general shape-regular grids that are also obtained in this paper.     

Numerical error bounds for fourth order boundary value problems,simultaneous estimation ofu(x) andu″(x)

Summary For certain nonlinear two-point boundary value problems of the fourth order an estimation theory is developed which yields simultaneous estimates of the solution and its second derivative. Methods for computing numerical error bounds for approximate solutions are described and tested. The theory provides also uniqueness and existence statements. The results can be applied to many problems for which a corresponding theory on two-sided bounds is not suitable.     

Extremal solutions of boundary value problems

To prove the existence of a solution of a two-point boundary value problem for an nth-order operator equation by the a priori estimate method, we study extremal solutions of auxiliary boundary value problems for an nth-order differential equation with simplest right-hand side, which have a unique solution under certain restrictions on the boundary conditions.     

Error estimate for the modified Newton method with applications to the solution of nonlinear,two-point boundary-value problems

The solution of nonlinear, two-point boundary value problems by Newton's method requires the formation and factorization of a Jacobian matrix at every iteration. For problems in which the cost of performing these operations is a significant part of the cost of the total calculation, it is natural to consider using the modified Newton method. In this paper, we derive an error estimate which enables us to determine an upper bound for the size of the sequence of modified Newton iterates, assuming that the Kantorovich hypotheses are satisfied. As a result, we can efficiently determine when to form a new Jacobian and when to continue the modified Newton algorithm. We apply the result to the solution of several nonlinear, two-point boundary value problems occurring in combustion.     

特征值问题协调/非协调有限元后验误差分析

本文研究对称椭圆特征值问题的有限元后验误差估计,包括协调元和非协调元,具有下列特色:(1)对协调/非协调元建立了有限元特征函数uh的误差与相应的边值问题有限元解的误差在局部能量模意义下的恒等关系式,该边值问题的右端为有限元特征值λh与uh的乘积,有限元解恰好为uh.从而边值问题有限元解在能量模意义下的局部后验误差指示子,包括残差型和重构型后验误差指示子,成为有限元特征函数在能量模意义下的局部后验误差指示子.(2)讨论了协调有限元特征函数的基于插值后处理的梯度重构型后验误差估计,对有限元特征函数的导数得到了最大模意义下的渐近准确局部后验误差指示子.     

A collocation method for solving a class of singular nonlinear two-point boundary value problems

In this paper, an iterative algorithm for solving singular nonlinear two-point boundary value problems is formulated. This method is basically a collocation method for nonlinear second-order two-point boundary value problems with singularities at either one or both of the boundary points. It is proved that the iterative algorithm converges to a smooth approximate solution of the BVP provided the boundary value problem is well posed and the algorithm is applied appropriately. Error estimates for uniform partitions are also investigated. It has been shown that, for sufficiently smooth solutions, the method produces order h⁴ approximations. Numerical examples are provided to show the effectiveness of the algorithm.     

Adaptive p-version of the finite element method for solving boundary value problems for ordinary second-order differential equations

We suggest an adaptive strategy for constructing a hierarchical basis for a p-version of the finite element method used to solve boundary value problems for second-order ordinary differential equations. The choice of the order of an element on each grid interval is based on estimates of the change, in the norm of C, of the approximate solution or the value of the functional to be minimized when increasing the degree of the basis function added on this interval. The results of numerical experiments estimating the method efficiency are given for sample problems whose solutions have singularities of the boundary layer type. We make a comparison with the p-version of the finite element method, which uses a uniform growth of the degree of the basis functions, and with the h-version, which uses uniform grid refinement along with an adaptive grid refinement and coarsening strategy.     

Galerkin-wavelet methods for two-point boundary value problems

Summary Anti-derivatives of wavelets are used for the numerical solution of differential equations. Optimal error estimates are obtained in the applications to two-point boundary value problems of second order. The orthogonal property of the wavelets is used to construct efficient iterative methods for the solution of the resultant linear algebraic systems. Numerical examples are given.This work was supported by National Science Foundation