A cell-centred finite-volume approximation for anisotropic diffusion operators on unstructured meshes in any space dimension

^** Email: eymard{at}math.univ-mlv.fr^*** Email: gallouet{at}cmi.univ-mrs.fr^**** Corresponding author. Email: herbin{at}cmi.univ-mrs.fr Finite-volume methods for problems involving second-order operatorswith full diffusion matrix can be used thanks to the definitionof a discrete gradient for piecewise constant functions on unstructuredmeshes satisfying an orthogonality condition. This discretegradient is shown to satisfy a strong convergence property forthe interpolation of regular functions, and a weak one for functionsbounded in a discrete H¹-norm. To highlight the importance ofboth properties, the convergence of the finite-volume schemefor a homogeneous Dirichlet problem with full diffusion matrixis proven, and an error estimate is provided. Numerical testsshow the actual accuracy of the method.     

A local error analysis of the boundary-concentrated hp-FEM

^** Email: teibner{at}mathematik.tu-chemnitz.de^*** Email: melenk{at}tuwien.ac.at The boundary-concentrated finite-element method (FEM) is a variantof the hp-version of the FEM that is particularly suited forthe numerical treatment of elliptic boundary value problemswith smooth coefficients and boundary conditions with low regularityor non-smooth geometries. In this paper, we consider the caseof the discretization of a Dirichlet problem with the exactsolution u H¹⁺() and investigate the local error in variousnorms. For 2D problems, we show that the error measured in thesenorms is O(N^––ß), where N denotes thedimension of the underlying finite-element space and ß> 0. Furthermore, we present a new Gauss–Lobatto-basedinterpolation operator that is adapted to the case of non-uniformpolynomial degree distributions.     

The cyclic Barzilai--Borwein method for unconstrained optimization

^** Email: dyh{at}lsec.cc.ac.cn^*** Email: hager{at}math.ufl.edu^**** Email: klaus.schittkowski{at}uni-bayreuth.de^***** Email: hzhang{at}math.ufl.edu In the cyclic Barzilai–Borwein (CBB) method, the sameBarzilai–Borwein (BB) stepsize is reused for m consecutiveiterations. It is proved that CBB is locally linearly convergentat a local minimizer with positive definite Hessian. Numericalevidence indicates that when m > n/2 3, where n is the problemdimension, CBB is locally superlinearly convergent. In the specialcase m = 3 and n = 2, it is proved that the convergence rateis no better than linear, in general. An implementation of theCBB method, called adaptive cyclic Barzilai–Borwein (ACBB),combines a non-monotone line search and an adaptive choice forthe cycle length m. In numerical experiments using the CUTErtest problem library, ACBB performs better than the existingBB gradient algorithm, while it is competitive with the well-knownPRP+ conjugate gradient algorithm.     

The Z-transform and linear multistep stability

^** Email: mapjjc{at}maths.bath.ac.uk^*** Corresponding author. Email: ath{at}maths.bath.ac.uk^**** Email: hl{at}maths.bath.ac.uk This paper makes systematic use of control-theoretic methodssuch as the -transform, small-gain theorems and frequency-domainstability criteria in the analysis of the stability behaviourof linear multistep methods. Some of the results in Nevanlinna'swork are recovered and a number of new boundedness and asymptoticproperties of solutions of numerical schemes are obtained. Inparticular, we give a careful and detailed analysis of the nonlinearstability properties of strictly zero-stable methods.     

Supraconvergence of a finite difference scheme for solutions in Hs(0, L)

^** Email: silvia{at}mat.uc.pt^*** Email: ferreira{at}mat.uc.pt^**** Email: grigo{at}math.tu-berlin.de In this paper we study the convergence of a centred finite differencescheme on a non-uniform mesh for a 1D elliptic problem subjectto general boundary conditions. On a non-uniform mesh, the schemeis, in general, only first-order consistent. Nevertheless, weprove for s (1/2, 2] order O(h^s)-convergence of solution andgradient if the exact solution is in the Sobolev space H^1+s(0,L), i.e. the so-called supraconvergence of the method. It isshown that the scheme is equivalent to a fully discrete linearfinite-element method and the obtained convergence order isthen a superconvergence result for the gradient. Numerical examplesillustrate the performance of the method and support the convergenceresult.     

Finite element approximation of the Neumann eigenvalue problem in domains with multiple cracks

^** Email: belhach{at}poncelet.univ-metz.fr^*** Email: bucur{at}math.univ-metz.fr^**** Email: jmse{at}math.univ-metz.fr We study the Neumann–Laplacian eigenvalue problem in domainswith multiple cracks. We derive a mixed variational formulationwhich holds on the whole geometric domain (including the cracks)and implements efficient finite-element discretizations forthe computation of eigenvalues. Optimal error estimates aregiven and several numerical examples are presented, confirmingthe efficiency of the method. As applications, we numericallyinvestigate the behaviour of the low eigenvalues in domainswith a large number of cracks.     

On the solvability for the mixed-type Lyapunov equation

^** Email: xsf{at}math.pku.edu.cn^*** Email: mscheng{at}math.pku.edu.cn In this paper, the linear matrix equation X = AXB^* + BXA^* +Q is considered, which is called the mixed-type Lyapunov equation.Some necessary and sufficient conditions for the existence ofa unique solution are presented. Since a Hermitian positivesemidefinite solution is important from the application pointof view, some sufficient conditions for the existence of a Hermitianpositive semidefinite solution are derived.     

On computing eigenvalues of second-order linear pencils

^** Email: mhannaby{at}yahoo.com^*** Email: zahraa26{at}yahoo.com In this paper, we use sinc techniques to compute the eigenvaluesof a second-order operator pencil of the form Q – P approximately.Here Q and P are self-adjoint differential operators of thesecond and first order, respectively. Also the eigenparameterappears in the boundary conditions linearly.     

Error estimates for stochastic differential games: the adverse stopping case

^** Email: frederic.bonnans{at}inria.fr^*** Email: stefania.maroso{at}inria.fr^**** Email: zidani{at}ensta.fr We obtain error bounds for monotone approximation schemes ofa particular Isaacs equation. This is an extension of the theoryfor estimating errors for the Hamilton–Jacobi–Bellmanequation. To obtain the upper error bound, we consider the ‘Krylovregularization’ of the Isaacs equation to build an approximatesub-solution of the scheme. To get the lower error bound, weextend the method of Barles & Jakobsen (2005, SIAM J. Numer.Anal.) which consists in introducing a switching system whosesolutions are local super-solutions of the Isaacs equation.     

A priori and a posteriori analysis of non-conforming finite elements with face penalty for advection-diffusion equations

^** Corresponding author. Email: l.elalaoui{at}imperial.ac.uk^*** Email: ern{at}cermics.enpc.fr^**** Email: erik.burman{at}epfl.ch We analyse a non-conforming finite-element method to approximateadvection–diffusion–reaction equations. The methodis stabilized by penalizing the jumps of the solution and thoseof its advective derivative across mesh interfaces. The a priorierror analysis leads to (quasi-)optimal estimates in the meshsize (sub-optimal by order in the L²-norm and optimal in thebroken graph norm for quasi-uniform meshes) keeping the Pécletnumber fixed. Then, we investigate a residual a posteriori errorestimator for the method. The estimator is semi-robust in thesense that it yields lower and upper bounds of the error whichdiffer by a factor equal at most to the square root of the Pécletnumber. Finally, to illustrate the theory we present numericalresults including adaptively generated meshes.     

Post-processing with computable error bounds for the finite element approximation of a nonlinear heat conduction problem

Email: ain{at}mcs.le.ac.uk Email: D.Kelly{at}unsw.edu.au^* Email: I.Sloan{at}unsw.edu.au^** Email: swang{at}cs.curtin.edu.au It is shown how the finite element approximation of a nonlinearheat conduction problem may be post-processed to yield enhancedapproximations to the solution and the flux at any point inthe domain. Sharp computable bounds on the accuracy of the post-processedapproximations are derived. A criterion is identified for guidingadaptive refinements of the finite element discretization. Anumerical example is given illustrating the theoretical results.     

A posteriori error estimates of discontinuous Galerkin methods for non-standard Volterra integro-differential equations

^** Email: jingtang{at}lsec.cc.ac.cn^*** Email: hermann{at}math.mun.ca In this paper we establish a posteriori error estimates forthe discontinuous Galerkin (DG) method applied to linear, semilinearand non-standard (non-linear) Volterra integro-differentialequations. We also present an analysis of the DG method withquadrature for the memory term. Numerical experiments basedon three integro-differential equations are used to illustratevarious aspects of the error analysis.     

Improving the accuracy of the mini-element approximation to Navier-Stokes equations

^** Email: blanca{at}imati.cnr.it^*** Email: frutos{at}mac.cie.uva.es^**** Corresponding author. Email: julia.novo{at}uam.es A technique to improve the accuracy of the mini-element approximationto incompressible the Navier–Stokes equations is introduced.Once the mini-element approximation has been computed at a fixedtime, the linear part of this approximation is postprocessedby solving a discrete Stokes problem. The bubble functions neededto stabilize the approximation to the Navier–Stokes equationsare not used at the postprocessing step. This postprocessingprocedure allows us to increase by one unit (up to a logarithmicterm) the H¹ norm rate of convergence of the velocity and correspondinglythe L² norm of the pressure. An error analysis of the algorithmis performed.     

Electrical coupling in proton exchange membrane fuel cell stacks: mathematical and computational modelling

^** Corresponding author. Email: wetton{at}math.ubc.ca^*** Email: Peter.Berg{at}uoit.ca^**** Email: caglara{at}uwgb.edu^***** Email: kpromisl{at}math.msu.edu^****** Email: jean.st-pierre{at}ballard.com A mathematical model describing the effects of electrical couplingof proton exchange membrane unit fuel cells through shared bipolarplates is developed. Here, the unit cells are described by simple,steady-state, 1D models appropriate for straight reactant gaschannel designs. A linear asymptotic version of the model isused to give analytic insight into the effect of the coupling,including estimates of the extent of the coupling in terms ofthe number of adjacent cells affected. An efficient numericalmethod is developed to solve the non-linear coupled system.Numerical results showing the effects on stack voltage due toa single cell with anomalous oxidant flow rate are given. Theeffects on stack performance due to end plate effects are alsogiven. It is shown that electrical coupling has a significanteffect on fuel cell performance.     

Arbitrary-norm hyperplane separation by variable neighbourhood search

^** Email: alejandro.karam{at}hec.ca^*** Email: gilles.caporossi{at}gerad.ca^**** Email: pierre.hansen{at}gerad.ca We consider the problem of separating two sets of points ina Euclidean space with a hyperplane that minimizes the sum ofp-norm distances to the plane of points lying on the ‘wrong’side of the plane. A variable neighbourhood search heuristicis used to determine the plane coefficients. For a set of exampleswith L₁-norm, L₂-norm and L-norm, for which the exact solutioncan be computed, we show that our algorithm finds it in mostcases and gets good approximations in the others. The use ofour heuristic solutions for problems in these norms can dramaticallyaccelerate exact algorithms. Our method can be applied on verylarge instances that are intractable by exact algorithms. Sincethe proposed approach works for truly arbitrary norms (otherthan the traditional 1, 2 and ), we can explore for the firsttime the effects of the choice of p on the generalization propertiesof p-norm hyperplane separation.     

A mortar spectral element method for 3D Maxwell's equations

^** Email: Tahar.Boulmezaoud{at}univ-pau.fr^*** Email: Mohammed.Elrhabi{at}math.jussieu.fr In this paper we propose a mortar spectral element method forsolving Maxwell's equations in 3D bounded cavities. The methodis based on a non-conforming decomposition of the domain intothe union of non-overlapping parallelepipeds. After provingan error estimate, we present some 3D computational resultswhich confirm the performance of the method.     

Newton's method on Riemannian manifolds: Smale's point estimate theory under the {gamma}-condition

^** Email: cli{at}zju.edu.cn^*** Email: wjh{at}zjut.edu.cn The -conditions for vector fields on Riemannian manifolds areintroduced. The -theory and the -theory for Newton's methodon Riemannian manifolds are established under the -conditions.Applications to analytic vector fields are provided and theresults due to Dedieu et al. (2003, IMA J. Numer. Anal., 23,395–419) are improved.     

Numerical stabilization of polynomial and matrix

Email: jdhan{at}sia.cn Email: zhjiang{at}sia.cn Corresponding author Email: nyy{at}sia.cn Received on March 6, 2006; Accepted on September 4, 2006 In this paper, the conception of numerical stabilization, whichis related to mantissa digits of computer and dimensions ofsystem, is described; and several strategies for the numericalstabilization of polynomial and matrix are presented.     

Geometry of Hugoniot curves in 2 x 2 systems of hyperbolic conservation laws with quadratic flux functions

^** Email: asakura{at}isc.osakac.ac.jp^*** Email: yamazaki{at}math.tsukuba.ac.jp This note analyzes a simple discontinuous solution to hyperbolic2 x 2 systems of conservation laws having quadratic flux functionswith an isolated umbilic point where the characteristic speedsare equal. We study the Hugoniot curves in Schaeffer & Shearer'scase I and II which are relevant to the three-phase Buckley–Leverettmodel for oil reservoir flow. The compressive and overcompressiveparts are determined. The wave curves through the umbilic pointare discussed and their compressive and overcompressive partsare also determined.     

Approximation of 1/x by exponential sums in [1, {infty})

^** Email: braess{at}num.rub.de^*** Email: wh{at}mis.mpg.de Approximations of 1/x by sums of exponentials are well studiedfor finite intervals. Here the error decreases like (exp(–ck))with the order k of the exponential sum. In this paper we investigateapproximations of 1/x in the interval [1, ). We prove estimatesof the error by and confirm this asymptotic estimate by numerical results. Numericalresults lead to the conjecture that the constant in the exponentequals .