A V-CYCLE MUTIGRID FOR QUADRILATERAL ROTATED Q1 ELEMENT WITH NUMERICAL INTEGRATION

In this paper, a V-cycle multigrid method is presented for quadrilateral rotated Q1 elements with numerical integration.     

AN EFFICIENT MOVING MESH METHOD FOR A MODEL OF TURBULENT FLOW IN CIRCULAR TUBES

This paper presents an efficient moving problem with an optimal control constrained mesh method to solve a nonlinear singular condition. The physical problem is governed by a new model of turbulent flow in circular tubes proposed by Luo et al. using Prandtl＇s mixing-length theory. Our algorithm is formed by an outer iterative algorithm for handling the optimal control condition and an inner adaptive mesh redistribution algorithm for solving the singular governing equations. We discretize the nonlinear problem by using a upwinding approach, and the resulting nonlinear equations are solved by using the Newton- Raphson method. The mesh is generated and the grid points are moved by using the arc-length equidistribution principle. The numerical results demonstrate that proposed algorithm is effective in capturing the boundary layers associated with the turbulent model.     

Superconvergence of Continuous Finite Elements with Interpolated Coefficients for Initial Value Problems of Nonlinear Ordinary Differential Equation

In this paper, n-degree continuous finite element method with interpolated coefficients for nonlinear initial value problem of ordinary differential equation is introduced and analyzed. An optimal superconvergence u - uh = O（h^n＋2）, n ≥ 2, at （n ＋ 1）-order Lobatto points in each element respectively is proved. Finally the theoretical results are tested by a numerical example.     

Superconvergence of Continuous Finite Elements with Interpolated Coeffcients for Initial Value Problems of Nonlinear Ordinary Differential Equation

In this paper, n-degree continuous finite element method with interpolated coefficients for nonlinear initial value problem of ordinary differential equation is introduced and analyzed. An optimal superconvergence u-uh = O(hn+2), n ≥ 2, at (n + 1)-order Lobatto points in each element respectively is proved. Finally the theoretical results are tested by a numerical example.     

A variational formula for controlled backward stochastic partial differential equations and some application

An optimal control problem for a controlled backward stochastic partial differential equation in the abstract evolution form with a Bolza type performance functional is considered. The control domain is not assumed to be convex, and all coefficients of the system are allowed to be random. A variational formula for the functional in a given control process direction is derived, by the Hamiltonian and associated adjoint system. As an application, a global stochastic maximum principle of Pontraygins type for the optimal controls is established.     

OPTIMAL CONTROL OF MARKOVIAN SWITCHING SYSTEMS WITH APPLICATIONS TO PORTFOLIO DECISIONS UNDER INFLATION

This article is concerned with a class of control systems with Markovian switching,in which an ltd formula for Markov-modulated processes is derived.Moreover,an optimal control law satisfying the generalized Hamilton-Jacobi-Bellman(HJB) equation with Markovian switching is characterized.Then,through the generalized HJB equation,we study an optimal consumption and portfolio problem with the financial markets of Markovian switching and inflation.Thus,we deduce the optimal policies and show that a modified Mutual Fund Theorem consisting of three funds holds.Finally,for the CRRA utility function,we explicitly give the optimal consumption and portfolio policies.Numerical examples are included to illustrate the obtained results.     

Legendre spectral collocation method for volterra-hammerstein integral equation of the second kind

This paper is concerned with obtaining the approximate solution for VolterraHammerstein integral equation with a regular kernel. We choose the Gauss points associated with the Legendre weight function ω(x) = 1 as the collocation points. The Legendre collocation discretization is proposed for Volterra-Hammerstein integral equation. We provide an error analysis which justifies that the errors of approximate solution decay exponentially in L~2 norm and L~∞ norm. We give two numerical examples in order to illustrate the validity of the proposed Legendre spectral collocation method.     

OPTIMAL PREDICTION FOR LINEAR DISCRETE-TIME DISTRIBUTED PARAMETER SYSTEMS

In this paper we deal with the optimal predicated problem for distributed parameter system-state of Gauss-Markov, which can be described by vector difference integral equations. When the optimal filtered estimate and covariance matrix are known the optimal preredicated formula and the covariance matrix equation of the system state are derived, moreover we have shown that the obtained predicated error process is also a Gauss-Markov distributed parameter process. We have shown that the optimal recursive filtered estimate formula and equations for error covariance can be derived by projection lemma.     

INVARIANT OF TOPOLOGICAL PRESSURE UNDER SOME SEMI-CONJUGATES

In this paper, the topological pressure is preserved under some semi-conjugates, and a formula of computing topological pressure by use of periodic points for positively expansive continuous map with specification is given.     

A NEW DIRECT DISCONTINUOUS GALERKIN METHOD WITH SYMMETRIC STRUCTURE FOR NONLINEAR DIFFUSION EQUATIONS

In this paper we continue the study of discontinuous Galerkin finite element methods for nonlinear diffusion equations following the direct discontinuous Galerkin （DDG） meth- ods for diffusion problems [17] and the direct discontinuous Galerkin （DDG） methods for diffusion with interface corrections [18]. We introduce a numerical flux for the test func- tion, and obtain a new direct discontinuous Galerkin method with symmetric structure. Second order derivative jump terms are included in the numerical flux formula and explicit guidelines for choosing the numerical flux are given. The constructed scheme has a sym- metric property and an optimal L2 （L2） error estimate is obtained. Numerical examples are carried out to demonstrate the optimal （k ＋ 1）th order of accuracy for the method with pk polynomial approximations for both linear and nonlinear problems, under one-dimensional and two-dimensional settings.     

Nonconforming rotated Q_1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q1 element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

THE GENERALIZED MAXIMUM ANGLE CONDITION FOR THE Q1 ISOPARAMETRIC ELEMENT

We consider the quadrilateral Q1 isoparametric element and establish an optimal error estimate in H^1 norm for the interpolation operator under a weaker mesh condition which admits anisotropic quadrilaterals and allows the quadrilateral to become a regular triangle in the sense of maximum angle condition [5, 11].     

节点应力连续的四边形单元

节点应力连续的四边形单元Q4-CNS是一种基于单位分解理论的混合的有限元无网格法.Q4-CNS可以视作FE-LSPIM QUAD4的发展.Q4-CNS形函数的导数在节点处是连续的,因此可以自然的得到节点应力,而不需要使用节点应力磨平算法.数值实验表明,与传统四边形单元(QUAD4)相比,Q4-CNS具有更好的计算精度和更高的收敛速度.在扭曲网格下,Q4-CNS也能取得满意的数值精度.然而,QUAD4的数值精度则会随着网格的扭曲明显的变差.基于Kirchhoff-Love假设的非协调板单元计算中,不仅要求形函数在单元的交界面上要保持C0连续性,而且要求形函数在节点处具有C1连续性,所以在任意的四边形单元上构造满足插值条件的非协调板单元形函数较为困难.Q4-CNS形函数的导数在节点处是连续的,所以Q4-CNS在求解基于Kirchhoff-Love假设的板单元问题中具有潜在的应用价值.     

An IMT-type quadrature formula with the same asymptotic performance as the DE formula

We propose an IMT-type quadrature formula which achieves the same asymptotic error estimate as the DE formula. The point of the idea is to optimize the parameters of the IMT-type transformation depending on the number of sampling points. We also show the performance of our IMT-type quadrature formula by numerical examples.     

Nonconforming spline collocation methods in irregular domains

This article studies a class of nonconforming spline collocation methods for solving elliptic PDEs in an irregular region with either triangular or quadrilateral partition. In the methods, classical Gaussian points are used as matching points and the special quadrature points in a triangle or quadrilateral element are used as collocation points. The solution and its normal derivative are imposed to be continuous at the marching points. The authors present theoretically the existence and uniqueness of the numerical solution as well as the optimal error estimate in H¹‐norm for a spline collocation method with rectangular elements. Numerical results confirm the theoretical analysis and illustrate the high‐order accuracy and some superconvergence features of methods. Finally the authors apply the methods for solving two physical problems in compressible flow and linear elasticity, respectively. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Numerical integration over polygons using an eight-node quadrilateral spline finite element

In this paper, a cubature formula over polygons is proposed and analysed. It is based on an eight-node quadrilateral spline finite element [C.-J. Li, R.-H. Wang, A new 8-node quadrilateral spline finite element, J. Comp. Appl. Math. 195 (2006) 54–65] and is exact for quadratic polynomials on arbitrary convex quadrangulations and for cubic polynomials on rectangular partitions. The convergence of sequences of the above cubatures is proved for continuous integrand functions and error bounds are derived. Some numerical examples are given, by comparisons with other known cubatures.     

Nonconforming rotated Q 1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q ₁ element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

Nonconforming rotated Q 1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q ₁ element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

A NONCONFORMING QUADRILATERAL FINITE ELEMENT APPROXIMATION TO NONLINEAR SCHRDINGER EQUATION

In this article, a nonconforming quadrilateral element(named modified quasiWilson element) is applied to solve the nonlinear schr¨odinger equation(NLSE). On the basis of a special character of this element, that is, its consistency error is of order O(h~3) for broken H1-norm on arbitrary quadrilateral meshes, which is two order higher than its interpolation error, the optimal order error estimate and superclose property are obtained. Moreover,the global superconvergence result is deduced with the help of interpolation postprocessing technique. Finally, some numerical results are provided to verify the theoretical analysis.     

Stepwise Estimation of Random Processes

The problem of estimating a continuous-time random process from its observations at appropriately designed sampling points is considered. The quality of an estimator is measured by its integrated mean square error (IMSE). Here, sampling points are designed stepwisely to minimize the IMSE and the best linear unbiased estimator (BLUE) is so determined that the earlier calculations do not have to be repeated with addition of one or more new samples. For random processes whose covariance has a sharp corner at the diagonal, it is shown that essentially, an optimal one-step forward sampling location is one of the midpoints of intervals determined by the current and previous sampling points. Both analytical and numerical examples are considered. This revised version was published online in June 2006 with corrections to the Cover Date.