Dissipativity of the linearly implicit Euler scheme for Navier‐Stokes equations with delay

In this article, we study the dissipativity of the linearly implicit Euler scheme for the 2D Navier‐Stokes equations with time delay volume forces (NSD). This scheme can be viewed as an application of the implicit Euler scheme to linearized NSD. Therefore, only a linear system is needed to solve at each time step. The main results we obtain are that this scheme is L² dissipative for any time step size and H¹ dissipative under a time‐step constraint. As a consequence, the existence of a numerical attractor of the discrete dynamical system is established. A by‐product of the dissipativity analysis of the linearly implicit Euler scheme for NSD is that the dissipativity of an implicit‐explicit scheme for the celebrated Navier‐Stokes equations that treats the volume forces term explicitly is obtained.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2114–2140, 2017     

VARIATIONS ON A THEME BY EULER

1.IntroductionAHallliltolliansystemofdifferentialequationsonRZnisgivedbyP~~H,(P,q),q=HP(P,q),(1)wherep=(pl,'.,P.),q=(ql,',q.)eR"arethegeneralizedcoordinatesandmolllentarespectivelyandH(P,q)istheellergyofthesystem.Thesystem(1)canberewrittenasthecompactf…     

A mixed-step algorithm for the approximation of the stationary regime of a diffusion

In some recent papers, some procedures based on some weighted empirical measures related to decreasing-step Euler schemes have been investigated to approximate the stationary regime of a diffusion (possibly with jumps) for a class of functionals of the process. This method is efficient but needs the computation of the function at each step. To reduce the complexity of the procedure (especially for functionals), we propose in this paper to study a new scheme, called the mixed-step scheme, where we only keep some regularly time-spaced values of the Euler scheme. Our main result is that, when the coefficients of the diffusion are smooth enough, this alternative does not change the order of the rate of convergence of the procedure. We also investigate a Richardson–Romberg method to speed up the convergence and show that the variance of the original algorithm can be preserved under a uniqueness assumption for the invariant distribution of the “duplicated” diffusion, condition which is extensively discussed in the paper. Finally, we conclude by giving sufficient “asymptotic confluence” conditions for the existence of a smooth solution to a discrete version of the associated Poisson equation, condition which is required to ensure the rate of convergence results.     

Split-step forward methods for stochastic differential equations

In this paper we discuss split-step forward methods for solving Itô stochastic differential equations (SDEs). Eight fully explicit methods, the drifting split-step Euler (DRSSE) method, the diffused split-step Euler (DISSE) method and the three-stage Milstein (TSM 1a-TSM 1f) methods, are constructed based on Euler-Maruyama method and Milstein method, respectively, in this paper. Their order of strong convergence is proved. The analysis of stability shows that the mean-square stability properties of the methods derived in this paper are improved on the original methods. The numerical results show the effectiveness of these methods in the pathwise approximation of Itô SDEs.     

Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion

In this article we study the behavior of dissipative systems with additive fractional noise of any Hurst parameter. Under a one-sided dissipative Lipschitz condition on the drift the continuous stochastic system is shown to have a unique stationary solution, which pathwise attracts all other solutions. The same holds for the discretized stochastic system, if the drift-implicit Euler method is used for the discretization. Moreover, the unique stationary solution of the drift-implicit Euler scheme converges to the unique stationary solution of the original system as the stepsize of the discretization decreases. Partially supported by the DAAD, Ministerio de Educación y Ciencia (Spain) and FEDER (European Community) under grants MTM2005-01412 and HA2005-0082, by Junta de Andalucía under the Proyecto de Excelencia P07-FQM-02468, and the DFG-project “Pathwise numerics and dynamics of stochastic evolution equations”.     

Computation of the invariant measure for a Lévy driven SDE: Rate of convergence

We study the rate of convergence of some recursive procedures based on some “exact” or “approximate” Euler schemes which converge to the invariant measure of an ergodic SDE driven by a Lévy process. The main interest of this work is to compare the rates induced by “exact” and “approximate” Euler schemes. In our main result, we show that replacing the small jumps by a Brownian component in the approximate case preserves the rate induced by the exact Euler scheme for a large class of Lévy processes.     

Stabilization by memory effects: Kirchhoff plate versus Euler–Bernoulli plate

In this paper we study the asymptotic behavior of solutions of a dissipative coupled system where we have interactions between a Kirchhoff plate and an Euler–Bernoulli plate. The dissipative mechanism is given by memory terms that act either collaboratively (in both equations) or unilaterally (in only one equation). We show that the solutions of this system decay to zero sometimes exponentially and other times polynomially. We found explicit decay rates that depend on the fractional exponents of the memory in each of the following cases: when the memory only acts in the Kirchhoff equation, or only in the Euler–Bernoulli equation, or in both. We also show that all decay rates found are the best. The results obtained are surprising for the following facts: in the collaborative case, the best decay rates of the system are given by the worst decay rates of the uncoupled equations, and in the unilateral case, we conclude that the memory effects in the Euler–Bernoulli equation dissipate the system more slowly than memory effects in the Kirchhoff equation.     

STABILITY ANALYSIS OF NONLINEAR GALERKIN ＆ GALERKIN METHODS FOR NONLINEAR EVOLUTION EQUATIONS

Abstract. Ogr object in this artlcle is to describe tbe Galerkln scheme and nonlin-eax Galerkin scheme for the approximation of nonlinear evolution equations, and tostudy the stability of these schemes. Spatial discretizatlon can be pedormed by eitherGalerkln spectral method or nonlinear Galerldn spectral method; time discretizatlort isdone hy Euler sin.heine wklch is explicit or implicit in the nonlinear terms. According tothe stability analysis of the above schemes, the stability of nonllneex Galerkln methodis better than that of Galexkln method.     

Node-pair finite volume/finite element schemes for the Euler equation in cylindrical and spherical coordinates

A numerical scheme is presented for the solution of the compressible Euler equations in both cylindrical and spherical coordinates. The unstructured grid solver is based on a mixed finite volume/finite element approach. Equivalence conditions linking the node-centered finite volume and the linear Lagrangian finite element scheme over unstructured grids are reported and used to devise a common framework for solving the discrete Euler equations in both the cylindrical and the spherical reference systems. Numerical simulations are presented for the explosion and implosion problems with spherical symmetry, which are solved in both the axial–radial cylindrical coordinates and the radial–azimuthal spherical coordinates. Numerical results are found to be in good agreement with one-dimensional simulations over a fine mesh.     

Explicit estimates on the torus for the sup-norm and the dissipative length scale of solutions of the Swift–Hohenberg Equation in one and two space dimensions

In this work we have obtained explicit and accurate estimates of the sup-norm for solutions of the Swift–Hohenberg Equation (SHE) in one and two space dimensions. By using the best (so far) available estimates of the embedding constants which appear in the classical functional interpolation inequalities used in the study of solutions of dissipative partial differential equations, we have evaluated in an explicit manner the values of the sup-norm of the solutions of the SHE. In addition we have calculated the so-called time-averaged dissipative length scale associated to the above solutions.     

The formation of trapped surfaces in spherically-symmetric Einstein–Euler spacetimes with bounded variation

We study the evolution of a self-gravitating compressible fluid in spherical symmetry and we prove the existence of weak solutions with bounded variation for the Einstein–Euler equations of general relativity. We formulate the initial value problem in Eddington–Finkelstein coordinates and prescribe spherically symmetric data on a characteristic initial hypersurface. We introduce here a broad class of initial data which contain no trapped surfaces, and we then prove that their Cauchy development contains trapped surfaces. We therefore establish the formation of trapped surfaces in weak solutions to the Einstein equations. This result generalizes a theorem by Christodoulou for regular vacuum spacetimes (but without symmetry restriction). Our method of proof relies on a generalization of the “random choice” method for nonlinear hyperbolic systems and on a detailed analysis of the nonlinear coupling between the Einstein equations and the relativistic Euler equations in spherical symmetry.     

Stability of Galerkin and Inertial Algorithms with variable time step size

This paper provides Galerkin and Inertial Algorithms for solving a class of nonlinear evolution equations. Spatial discretization can be performed by either spectral or finite element methods; time discretization is done by Euler explicit or Euler semi-implicit difference schemes with variable time step size. Moreover, the boundedness and stability of these algorithms are studied. By comparison, we find that the boundedness and stability of Inertial Algorithm are superior to the ones of Galerkin Algorithm in the case of explicit scheme and the boundedness and stability of two algorithms are same in the case of semi-implicit scheme.     

Convergence of the Point Vortex Methods for Euler Equation on Half Plane

1.IntroductionThevortexmethodsareefficientnumericalmethodofsimulatingincompressibleflowathighReynold'snumber-TheconvergenceofthevortexmethodsfortheinitialvalueproblemsofEulerequationwasfirstobtainedbyHald[41,thentheresultswereimprovedbyseveralauthors[1'2'3'5].Butinfact,manypracticalproblemsareconsideredinaboundeddomainoranexteriordomain,andthenumericalboundaryconditionhasanimportanteffectonnumericalresult.Theparticletrajectoriesofexactsolutionwillnotgooutfromthedomain,butitisnotthecaseinprat…     

Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift

In this paper, we are concerned with the numerical approximation of stochastic differential equations with discontinuous/nondifferentiable drifts. We show that under one-sided Lipschitz and general growth conditions on the drift and global Lipschitz condition on the diffusion, a variant of the implicit Euler method known as the split-step backward Euler (SSBE) method converges with strong order of one half to the true solution. Our analysis relies on the framework developed in [D. J. Higham, X. Mao and A. M. Stuart, Strong convergence of Euler-type methods for nonlinear stochastic differential equations, SIAM Journal on Numerical Analysis, 40 (2002) 1041-1063] and exploits the relationship which exists between explicit and implicit Euler methods to establish the convergence rate results.     

Explicit periodic travelling waves for a discrete lambda–omega reaction–diffusion system

In 1973, Kopell and Howard introduced a λ–ω reaction–diffusion system and found an explicit family of periodic travelling wave solutions lying on circles with radius less than 1. Since λ–ω systems represent universal models for studying chemical processes, and onset of turbulent behaviour, etc., explicit solutions of λ–ω systems with delays or discrete λ–ω systems can be of further help when the only method for obtaining other solutions is through numerical computation. There are now much investigations of various λ–ω systems. However, it is of interest to note that none attempts to find explicit travelling wave solutions. In this paper, we investigate the existence of explicit solutions for the simplest Euler scheme of a λ–ω system with delays or advancements which is described as a coupled pair of partial difference equations. We are able to provide necessary as well as sufficient conditions for the existence of numerical periodic travelling wave solutions. Additionally, we also provide some examples to show that our explicit solutions are qualitatively different from those found by Kopell and Howard and hence they may be of interests for specialists in the area of reaction–diffusion systems.     

Approximation of stationary solutions to SDEs driven by multiplicative fractional noise

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such an equation. We now consider the case of multiplicative noise when the Gaussian process is a fractional Brownian motion with Hurst parameter H>1/2$H>1/2$ and obtain some (functional) convergence properties of some empirical measures of the Euler scheme to the stationary solutions of such SDEs.     

A third-order semi-discrete genuinely multidimensional central scheme for hyperbolic conservation laws and related problems

Summary. We construct a new third-order semi-discrete genuinely multidimensional central scheme for systems of conservation laws and related convection-diffusion equations. This construction is based on a multidimensional extension of the idea, introduced in [17] – the use of more precise information about the local speeds of propagation, and integration over nonuniform control volumes, which contain Riemann fans. As in the one-dimensional case, the small numerical dissipation, which is independent of , allows us to pass to a limit as . This results in a particularly simple genuinely multidimensional semi-discrete scheme. The high resolution of the proposed scheme is ensured by the new two-dimensional piecewise quadratic non-oscillatory reconstruction. First, we introduce a less dissipative modification of the reconstruction, proposed in [29]. Then, we generalize it for the computation of the two-dimensional numerical fluxes. Our scheme enjoys the main advantage of the Godunov-type central schemes –simplicity, namely it does not employ Riemann solvers and characteristic decomposition. This makes it a universal method, which can be easily implemented to a wide variety of problems. In this paper, the developed scheme is applied to the Euler equations of gas dynamics, a convection-diffusion equation with strongly degenerate diffusion, the incompressible Euler and Navier-Stokes equations. These numerical experiments demonstrate the desired accuracy and high resolution of our scheme. Received February 7, 2000 / Published online December 19, 2000     

A contrast estimator for completely or partially observed hypoelliptic diffusion

Parametric estimation of two-dimensional hypoelliptic diffusions is considered when complete observations–both coordinates discretely observed–or partial observations–only one coordinate observed–are available. Since the volatility matrix is degenerate, Euler contrast estimators cannot be used directly. For complete observations, we introduce an Euler contrast based on the second coordinate only. For partial observations, we define a contrast based on an integrated diffusion resulting from a transformation of the original one. A theoretical study proves that the estimators are consistent and asymptotically Gaussian. A numerical application to Langevin systems illustrates the nice properties of both complete and partial observations’ estimators.     

Adaptive techniques for Landau–Lifshitz–Gilbert equation with magnetostriction

In this paper we propose a time–space adaptive method for micromagnetic problems with magnetostriction. The considered model consists of coupled Maxwell's, Landau–Lifshitz–Gilbert (LLG) and elastodynamic equations. The time discretization of Maxwell's equations and the elastodynamic equation is done by backward Euler method, the space discretization is based on Whitney edge elements and linear finite elements, respectively. The fully discrete LLG equation reduces to an ordinary differential equation, which is solved by an explicit method, that conserves the norm of the magnetization.     

Numerical analysis of semilinear stochastic evolution equations in Banach spaces

The solution of stochastic evolution equations generally relies on numerical computation. Here, usually the main idea is to discretize the SPDE spatially obtaining a system of SDEs that can be solved by e.g., the Euler scheme. In this paper, we investigate the discretization error of semilinear stochastic evolution equations in L^p-spaces, resp. Banach spaces. The space discretization may be done by Galerkin approximation, for the time discretization we consider the implicit Euler, the explicit Euler scheme and the Crank–Nicholson scheme. In the last section, we give some examples, i.e., we consider an SPDEs driven by nuclear Wiener noise approximated by wavelets and delay equation approximated by finite differences.