The Neumann stability of high-order symmetric schemes for convection-diffusion problems

We find a series of sufficient conditions for the Neumann stability of the leapfrog-Euler scheme of arbitrary even order in the spatial coordinates for the three-dimensional convection-diffusion equation.     

Analysis of least-squares mixed finite element methods for nonlinear nonstationary convection-diffusion problems

Some least-squares mixed finite element methods for convection-diffusion problems, steady or nonstationary, are formulated, and convergence of these schemes is analyzed. The main results are that a new optimal a priori error estimate of a least-squares mixed finite element method for a steady convection-diffusion problem is developed and that four fully-discrete least-squares mixed finite element schemes for an initial-boundary value problem of a nonlinear nonstationary convection-diffusion equation are formulated. Also, some systematic theories on convergence of these schemes are established.

     

A note on Hermitian splitting induced relaxation methods for convection-diffusion equations

The solution of the linear system Ax = b by iterative methods requires a splitting of the coefficient matrix in the form A = M − N where M is usually chosen to be a diagonal or a triangular matrix. In this article we study relaxation methods induced by the Hermitian and skew-Hermitian splittings for the solution of the linear system arising from a compact fourth order approximation to the one dimensional convection-diffusion equation and compare the convergence rates of these relaxation methods to that of the widely used successive overrelaxation (SOR) method. Optimal convergence parameters are derived for each method and numerical experiments are given to supplement the theoretical estimates. For certain values of the diffusion parameter, a relaxation method based on the Hermitian splitting converges faster than SOR. For two-dimensional problems a block form of the iterative algorithm is presented. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 581–591, 1998     

Exponential splitting time integration for pseudospectral methods on moving meshes

Moving meshes are successfully used in many fields. Here we investigate how a recently proposed approach to combine the Strang splitting method for time integration with pseudospectral spatial discretization by orthogonal polynomials can be extended to include moving meshes. A double representation of a function (by coefficients of polynomial expansion and by values at the mesh nodes associated with a suitable quadrature formula) is an essential part of the numerical integration. Before numerical implementation the original PDE is transformed into a suitable form. The approach is illustrated on the linear heat transfer equation.     

Thermodynamically conditioned splitting schemes in combustion problems

Algorithms for solving the two-dimensional combustion problem for premixed flames are proposed and examined. The solution method is based on splitting into convective and diffusion parts according to the processes involved. A high-resolution explicit quasi-monotone scheme with flux correction is used for the hyperbolic part. For the parabolic part, the scheme is conservative and the source in the heat equation is set to be positive; i.e., the scheme ensures that the different thermodynamic consequences of the original equations hold; therefore, the scheme is thermodynamically conditioned. The applicability of the scheme to the full and purely gasdynamic problems is examined under various types of initial conditions and with various flux limiters. Numerical results are presented for one-and two-dimensional problems, including the Frank-Kamenetskii classical problem in two dimensions. The flame is shown to become turbulent in sufficiently wide pipes.     

多边形网格上扩散方程新的单调格式

 本文在星形多边形网格上, 构造了扩散方程新的单调有限体积格式.该格式与现有的基于非线性两点流的单调格式的主要区别是, 在网格边的法向流离散模板中包含当前边上的点, 在推导离散法向流的表达式时采用了定义于当前边上的辅助未知量, 这样既可适应网格几何大变形, 同时又兼顾了当前网格边上物理量的变化. 在光滑解情形证明了离散法向流的相容性.对于具有强各向异性、非均匀张量扩散系数的扩散方程, 证明了新格式是单调的, 即格式可以保持解析解的正性. 数值结果表明在扭曲网格上, 所构造的格式是局部守恒和保正的, 对光滑解有高于一阶的精度, 并且, 针对非平衡辐射限流扩散问题, 数值结果验证了新格式在计算效率和守恒精度上优于九点格式.     

The sdfem on Shishkin meshes for linear convection-diffusion problems

Summary. We consider singularly perturbed linear elliptic problems in two dimensions. The solutions of such problems typically exhibit layers and are difficult to solve numerically. The streamline diffusion finite element method (SDFEM) has been proved to produce accurate solutions away from any layers on uniform meshes, but fails to compute the boundary layers precisely. Our modified SDFEM is implemented with piecewise linear functions on a Shishkin mesh that resolves boundary layers, and we prove that it yields an accurate approximation of the solution both inside and outside these layers. The analysis is complicated by the severe nonuniformity of the mesh. We give local error estimates that hold true uniformly in the perturbation parameter , provided only that , where mesh points are used. Numerical experiments support these theoretical results. Received February 19, 1999 / Revised version received January 27, 2000 / Published online August 2, 2000     

Conditioning of finite difference schemes for a singularly perturbed convection-diffusion parabolic equation

In the case of the boundary value problem for a singularly perturbed convection-diffusion parabolic equation, conditioning of an ε-uniformly convergent finite difference scheme on a piecewise uniform grid is examined. Conditioning of a finite difference scheme on a uniform grid is also examined provided that this scheme is convergent. For the condition number of the scheme on a piecewise uniform grid, an ε-uniform bound O(δ ₁ ^?2 lnδ ₁ ^?1 + δ ₀ ^?1 ) is obtained, where δ₁ and δ₀ are the error components due to the approximation of the derivatives with respect to x and t, respectively. Thus, this scheme is ε-uniformly well-conditioned. For the condition number of the scheme on a uniform grid, we have the estimate O(ε^?1δ ₁ ^?2 + δ ₀ ^?1 ); this scheme is not ε-uniformly well-conditioned. In the case of the difference scheme on a uniform grid, there is an additional error due to perturbations of the grid solution; this error grows unboundedly as ε → 0, which reduces the accuracy of the grid solution (the number of correct significant digits in the grid solution is reduced). The condition numbers of the matrices of the schemes under examination are the same; both have an order of O(ε^?1δ ₁ ^?2 + δ ₀ ^?1 ). Neither the matrix of the ε-uniformly convergent scheme nor the matrix of the scheme on a uniform grid is ε-uniformly well-conditioned.     

Additive Schwarz domain decomposition methods for elliptic problems on unstructured meshes

We give several additive Schwarz domain decomposition methods for solving finite element problems which arise from the discretizations of elliptic problems on general unstructured meshes in two and three dimensions. Our theory requires no assumption (for the main results) on the substructures which constitute the whole domain, so each substructure can be of arbitrary shape and of different size. The global coarse mesh is allowed to be non-nested to the fine grid on which the discrete problem is to be solved and both the coarse meshes and the fine meshes need not be quasi-uniform. In this general setting, our algorithms have the same optimal convergence rate of the usual domain decomposition methods on structured meshes. The condition numbers of the preconditioned systems depend only on the (possibly small) overlap of the substructures and the size of the coares grid, but is independent of the sizes of the subdomains.Revised version on Sept. 20, 1994. Original version: CAM Report 93-40, Dec. 1993, Dept. of Math., UCLA.The work of this author was partially supported by the National Science Foundation under contract ASC 92-01266, the Army Research Office under contract DAAL03-91-G-0150, and ONR under contract ONR-N00014-92-J-1890.The work of this author was partially supported by the National Science Foundation under contract ASC 92-01266, the Army Research Office under contract DAAL03-91-G-0150, and subcontract DAAL03-91-C-0047.     

Mixed boundary element solution for three-dimensional convection-diffusion problem with a velocity profile

A mixed boundary element formulation is presented for convection-diffusion problems with a velocity profile. In this formulation the convection-diffusion equation is considered as a nonlinear diffusion equation with inhomogeneous terms in which the convective term is involved additionally, because the spatial distribution of the drift velocity cannot be straightforwardly expressed in boundary integral form. Accordingly, a corresponding boundary integral equation may be described usually in the form of a so-called hybrid-type boundary integral equation.

In the present paper, mixed boundary elements are employed in a discrete model of the original convection-diffusion system. In the mixed element, potentials are approximated linearly, and their normal derivatives to boundaries are assumed constant. A simple iterative scheme is adopted in order to solve hybrid-type mixed boundary element equations. Simple three-dimensional models are dealt with in numerical experiments. The proposed approach gives more accurate and stable solutions compared with constant boundary elements which have been reported.     

Calculating the vertex unknowns of nine point scheme on quadrilateral meshes for diffusion equation

In the construction of nine point scheme,both vertex unknowns and cell-centered unknowns are introduced,and the vertex unknowns are usually eliminated by using the interpolation of neighboring cell-centered unknowns,which often leads to lose accuracy.Instead of using interpolation,here we propose a different method of calculating the vertex unknowns of nine point scheme,which are solved independently on a new generated mesh.This new mesh is a Vorono¨i mesh based on the vertexes of primary mesh and some additional points on the interface.The advantage of this method is that it is particularly suitable for solving diffusion problems with discontinuous coeffcients on highly distorted meshes,and it leads to a symmetric positive definite matrix.We prove that the method has first-order convergence on distorted meshes.Numerical experiments show that the method obtains nearly second-order accuracy on distorted meshes.     

Virtual element methods for parabolic problems on polygonal meshes

The virtual element method (VEM) is a recent technology that can make use of very general polygonal/polyhedral meshes without the need to integrate complex nonpolynomial functions on the elements and preserving an optimal order of convergence. In this article, we develop for the first time, the VEM for parabolic problems on polygonal meshes, considering time‐dependent diffusion as our model problem. After presenting the scheme, we develop a theoretical analysis and show the practical behavior of the proposed method through a large array of numerical tests. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 2110–2134, 2015     

A posteriori error estimates for optimal control problems constrained by convection-diffusion equations

We propose a characteristic finite element discretization of evolutionary type convection-diffusion optimal control problems. Nondivergence-free velocity fields and bilateral inequality control constraints are handled. Then some residual type a posteriori error estimates are analyzed for the approximations of the control, the state, and the adjoint state. Based on the derived error estimators, we use them as error indicators in developing efficient multi-set adaptive meshes characteristic finite element algorithm for such optimal control problems. Finally, one numerical example is given to check the feasibility and validity of multi-set adaptive meshes refinements.     

Accelerated projection-based forward-backward splitting algorithms for monotone inclusion problems

In this paper, based on inertial and Tseng''s ideas, we propose two projection-based algorithms to solve a monotone inclusion problem in infinite dimensional Hilbert spaces. Solution theorems of strong convergence are obtained under the certain conditions. Some numerical experiments are presented to illustrate that our algorithms are efficient than the existing results.     

Analysis of a combined barycentric finite volume—nonconforming finite element method for nonlinear convection-diffusion problems

We present the convergence analysis of an efficient numerical method for the solution of an initial-boundary value problem for a scalar nonlinear conservation law equation with a diffusion term. Nonlinear convective terms are approximated with the aid of a monotone finite volume scheme considered over the finite volume barycentric mesh, whereas the diffusion term is discretized by piecewise linear nonconforming triangular finite elements. Under the assumption that the triangulations are of weakly acute type, with the aid of the discrete maximum principle, a priori estimates and some compactness arguments based on the use of the Fourier transform with respect to time, the convergence of the approximate solutions to the exact solution is proved, provided the mesh size tends to zero.     

A simpler analysis of a hybrid numerical method for time-dependent convection-diffusion problems

A finite difference method for a time-dependent convection-diffusion problem in one space dimension is constructed using a Shishkin mesh. In two recent papers (Clavero et al. (2005) [2] and Mukherjee and Natesan (2009) [3]), this method has been shown to be convergent, uniformly in the small diffusion parameter, using somewhat elaborate analytical techniques and under a certain mesh restriction. In the present paper, a much simpler argument is used to prove a higher order of convergence (uniformly in the diffusion parameter) than in [2] and [3] and under a slightly less restrictive condition on the mesh.     

三维多面体网格上扩散方程的保正格式

 针对三维任意(星形)多面体网格, 本文构造了扩散方程的一种单元中心型非线性有限体积格式, 证明了该格式具有保正性. 在该格式设计中, 除引入网格中心量外, 还引入网格节点量和网格面中心量作为中间未知量, 它们将用网格中心未知量线性组合表示, 使得格式仅有网格中心未知量作为基本未知量. 在节点量计算中, 利用网格面上的调和平均点, 设计了一种适用于三维多面体网格的局部显式加权方法. 该格式适用于求解非平面的网格表面和间断扩散系数的问题. 数值例子验证了它对光滑解具有二阶精度和保正性.     

Modulus‐based matrix splitting iteration methods for linear complementarity problems

For the large sparse linear complementarity problems, by reformulating them as implicit fixed‐point equations based on splittings of the system matrices, we establish a class of modulus‐based matrix splitting iteration methods and prove their convergence when the system matrices are positive‐definite matrices and H₊‐matrices. These results naturally present convergence conditions for the symmetric positive‐definite matrices and the M‐matrices. Numerical results show that the modulus‐based relaxation methods are superior to the projected relaxation methods as well as the modified modulus method in computing efficiency. Copyright © 2009 John Wiley & Sons, Ltd.     

The Crouzeix-Raviart type nonconforming finite element method for the nonstationary Navier-Stokes equations on anisotropic meshes

This paper is devoted to study the Crouzeix-Raviart （C-R） type nonconforming linear triangular finite element method （FEM） for the nonstationary Navier-Stokes equations on anisotropic meshes. By intro- ducing auxiliary finite element spaces, the error estimates for the velocity in the L2-norm and energy norm, as well as for the pressure in the L2-norm are derived.     

Local projection stabilisation for higher order discretisations of convection-diffusion problems on Shishkin meshes

We consider a singularly perturbed convection-diffusion equation on the unit square where the solution of the problem exhibits exponential boundary layers. In order to stabilise the discretisation, two techniques are combined: Shishkin meshes are used and the local projection method is applied. For arbitrary r≥2, the standard Q _r -element is enriched by just six additional functions leading to an element which contains the P _r+1. In the local projection norm, the difference between the solution of the stabilised discrete problem and an interpolant of the exact solution is of order uniformly in ε. Furthermore, it is shown that the method converges uniformly in ε of order in the global energy norm.