The instability of some gradient methods for ill-posed problems

Summary For the solution of linear ill-posed problems some gradient methods like conjugate gradients and steepest descent have been examined previously in the literature. It is shown that even though these methods converge in the case of exact data their instability makes it impossible to base a-priori parameter choice regularization methods upon them.     

On the regularization of projection methods for solving III-posed problems

Summary In this paper we consider a class of regularization methods for a discretized version of an operator equation (which includes the case that the problem is ill-posed) with approximately given right-hand side. We propose an a priori- as well as an a posteriori parameter choice method which is similar to the discrepancy principle of Ivanov-Morozov. From results on fractional powers of selfadjoint operators we obtain convergence rates, which are (in many cases) the same for both parameter choices.     

On a numerical approach to Stefan-like problems

Summary This paper is devoted to the numerical analysis of a bidimensional two-phase Stefan problem. We approximate the enthalpy formulation byC ⁰ piecewise linear finite elements in space combined with a semi-implicit scheme in time. Under some restrictions related to the finite element mesh and to the timestep, we prove positivity, stability and convergence results. Various numerial tests are presented and discussed in order to show the accuracy of our scheme.This work is supported by the Fonds National Suisse pour la Recherche Scientifique.     

Regions of stability,equivalence theorems and the Courant-Friedrichs-Lewy condition

Summary The celebrated CFL condition for discretizations of hyperbolic PDEs is shown to be equivalent to some results of Jeltsch and Nevanlinna concerning regions of stability ofk-step,m-stage linear methods for the integration of ODEs. We characterize the methods for the numerical integration of the model equation,u _t=u _x which are weakly stable when the mesh-ratio takes the maximum value allowed by the CFL condition. We provide new equivalence theorems between stability and convergence, which improve on the classical results.     

A convergence analysis of hopscotch methods for fourth order parabolic equations

Summary Consider the ODE (ordinary differential equation) that arises from a semi-discretization (discretization of the spatial coordinates) of a first order system form of a fourth order parabolic PDE (partial differential equation). We analyse the stability of the finite difference methods for this fourth order parabolic PDE that arise if one applies the hopscotch idea to this ODE.Often the error propagation of these methods can be represented by a three terms matrix-vector recursion in which the matrices have a certain anti-hermitian structure. We find a (uniform) expression for the stability bound (or error propagation bound) of this recursion in terms of the norms of the matrices. This result yields conditions under which these methods are strongly asymptotically stable (i.e. the stability is uniform both with respect to the spatial and the time stepsizes (tending to 0) and the time level (tending to infinity)), also in case the PDE has (spatial) variable coefficients. A convergence theorem follows immediately.     

Counterexamples to a stability barrier

Summary We consider multistep difference schemes for the linear, constant coefficient advection equationu _t=cu_x. In the last section of Strang [5], a barrier for the order of stable schemes has been given which was independent of the number of time levels. Here we give two types of counterexamples to this barrier. The first type consists of formulas of highest possible order to a given stencil, which are stable for small positive Courant numbers. Further a formula is given where one does not insist on having the highest possible order for the stencil and uses the gained freedom to ensure stability for small positive and negative Courant numbers. In addition, an explicit formula is derived for the schemes of highest possible order when stability is disregarded.This work has been performed in the project Mehrschritt-Differenzenschemata of the Schwerpunktprogramm Finite Approximationen in der Strömungsmechanik which is supported by the DFG     

Finite element solution of nonlinear elliptic problems

Summary The study of the finite element approximation to nonlinear second order elliptic boundary value problems with mixed Dirichlet-Neumann boundary conditions is presented. In the discretization variational crimes are commited (approximation of the given domain by a polygonal one, numerical integration). With the assumption that the corresponding operator is strongly monotone and Lipschitz-continuous and that the exact solutionuH ¹(), the convergence of the method is proved; under the additional assumptionuH ²(), the rate of convergenceO(h) is derived without the use of Green's theorem.     

Numerical solution for exterior problems

Summary We solve the Helmholtz equation in an exterior domain in the plane. A perfect absorption condition is introduced on a circle which contains the obstacle. This boundary condition is given explicitly by Bessel functions. We use a finite element method in the bounded domain. An explicit formula is used to compute the solution out of the circle. We give an error estimate and we present relevant numerical results.     

Nonlinear stability and convergence of finite-difference methods for the “good” Boussinesq equation

Summary The good Boussinesq equationu _tt =–u _xxxx +u _xx +(u ²) _xx has recently been found to possess an interesting soliton-interaction mechanism. In this paper we study the nonlinear stability and the convergence of some simple finite-difference schemes for the numerical solution of problems involving the good Boussinesq equation. Numerical experimentas are also reported.     

On the convergence of finite-difference schemes for parabolic equations with variable coefficients

Summary We study the convergence of the finite-difference schemes for the first initial-boundary value problem for linear second-order parabolic equations with variable coefficients. Using the bilinear version of the Bramble-Hilbert lemma we obtain estimate of convergence, in discreteW ₂ ^{1, 1/2} norm, compatible with the smoothness of generalized solutionuW ₂ ^{, /2} (Q) (1<3) and coefficients of equation.     

Convergence properties of the Runge-Kutta-Chebyshev method

Summary The Runge-Kutta-Chebyshev method is ans-stage Runge-Kutta method designed for the explicit integration of stiff systems of ordinary differential equations originating from spatial discretization of parabolic partial differential equations (method of lines). The method possesses an extended real stability interval with a length proportional tos ². The method can be applied withs arbitrarily large, which is an attractive feature due to the proportionality of withs ². The involved stability property here is internal stability. Internal stability has to do with the propagation of errors over the stages within one single integration step. This internal stability property plays an important role in our examination of full convergence properties of a class of 1st and 2nd order schemes. Full convergence means convergence of the fully discrete solution to the solution of the partial differential equation upon simultaneous space-time grid refinement. For a model class of linear problems we prove convergence under the sole condition that the necessary time-step restriction for stability is satisfied. These error bounds are valid for anys and independent of the stiffness of the problem. Numerical examples are given to illustrate the theoretical results.Dedicated to Peter van der Houwen for his numerous contributions in the field of numerical integration of differential equations.Paper presented at the symposium Construction of Stable Numerical Methods for Differential and Integral Equations, held at CWI, March 29, 1989, in honor of Prof. Dr. P.J. van der Houwen to celebrate the twenty-fifth anniversary of his stay at CWI     

A multi-grid algorithm for mixed problems with penalty

Summary In this paper we describe a multi-grid algorithm for the finite element approximation of mixed problems with penalty by the MINI-element. It is proved that the convergence rate of the algorithm is bounded away from 1 independently of the meshsize and of the penalty parameter. For convenience, we only discuss Jacobi relaxation as smoothing operator in detail.The paper was written during the author's stay at the Ruhr-Universität Bochum and revised by D. Braess after the author's return to China     

Alpha well-posedness,alpha stability,and the matrix theorems of H.-O. Kreiss

Summary For systems of partial differential equations with constant coefficients and for the corresponding difference equations the concepts of well-posedness and stability are introduced. These concepts are more general than strong well-posedness and stability on the one hand, and more restrictive than weak well-posedness (Petrovskii condition) and weak stability (von Neumann condition) on the other. Characterizations of these properties are established which partly extend the matrix theorems of H.-O. Kreiss. Also a Lax type theorem is valid in this setting.This author was supported by the Deutsche Forschungsgemeinschaft (Grant Go 261/4)     

Regularity theorems and optimal error estimates for linear parabolic Cauchy problems

Summary We prove some regularity results for the solution of a linear abstract Cauchy problem of parabolic type. As an application, we study the approximation of the solution by means of an implicit-Euler discretization in time, which is stable with respect to a wide class of Galerkin approximation methods in space. The error is evaluated in norms of typeL ²(0, ,L ²) andL ²(0, ,V)(H ₀₀ ^1/2 (0, ,H)+H ¹(0, ,V)), whereVHV are Hilbert spaces (the embeddings are supposed to be dense and continuous). We prove error estimates which are optimal with respect to the regularity assumptions on the right-hand side of the equation.The author was supported by G.N.A.F.A. and I.A.N. of C.N.R. and by M.P.I.     

A particle method for first-order symmetric systems

Summary We present and study a conservative particle method of approximation of linear hyperbolic and parabolic systems. This method is based on an extensive use of cut-off functions. We prove its convergence inL ² at the order as soon as the cut-off function belongs toW ^m+1.1.Dedicated to Professor Joachim Nitsche on the occasion of his 60th birthday     

Numerical solutions for some coupled systems of nonlinear boundary value problems

Summary In the well-known Volterra-Lotka model concerning two competing species with diffusion, the densities of the species are governed by a coupled system of reaction diffusion equations. The aim of this paper is to present an iterative scheme for the steady state solutions of a finite difference system which corresponds to the coupled nonlinear boundary value problems. This iterative scheme is based on the method of upper-lower solutions which leads to two monotone sequences from some uncoupled linear systems. It is shown that each of the two sequences converges to a nontrivial solution of the discrete equations. The model under consideration may have one, two or three nonzero solutions and each of these solutions can be computed by a suitable choice of initial iteration. Numerical results are given for these solutions under both the Dirichlet boundary condition and the mixed type boundary condition.     

AC 0-collocation-like method for two-point boundary value problems

Summary A method of a collocation type based onC ⁰-piecewise polynomial spaces is presented for a two-point boundary value problem of the second order. The method has an optimal order of convergence under smoothness requirements on the exact solution which are weaker than forC ¹-collocation methods. If the differential operator is symmetric, a modification of this method leads to a symmetric system of linear equations. It is shown that if the collocation solution is a piecewise polynomial of degree not greater thanr, the method is stable and convergent with orderh ^r inH ¹-norm. A similar symmetric modification forC ⁰-colloction-finite element method [7] is also obtained. Superconvergence at the nodes is established.     

An asymptotic finite element method for improvement of solutions of boundary layer problems

Summary A scheme that uses singular perturbation theory to improve the performance of existing finite element methods is presented. The proposed scheme improves the error bounds of the standard Galerkin finite element scheme by a factor of O(ⁿ⁺¹) (where is the small parameter andn is the order of the asymptotic approximation). Numerical results for linear second order O.D.E.'s are given and are compared with several other schemes.     

A discrete sampling inversion scheme for the heat equation

Summary We present a simple and extremely accurate procedure for approximating initial temperature for the heat equation on the line using a discrete time and spatial sampling. The procedure is based on the sinc expansion which for functions in a particular class yields a uniform exponential error bound with exponent depending on the number of spatial sample locations chosen. Further the temperature need only be sampled at one and the same temporal value for each of the spatial sampling points. ForN spatial sample points, the approximation is reduced to solving a linear system with a (2N+1)×(2N+1) coefficient matrix. This matrix is a symmetric centrosymmetric Toeplitz matrix and hence can be determined by computing only 2N+1 values using quadratures.Supported in part by a grant from the Texas State Advanced Research ProgramSupported by NSF MONTS grant #ISP8011449Supported in part by grants from NSA, NASA and TATRP     

A finite element lumped mass scheme for solving eigenvalue problems of circular arches

Summary This study is a continuation of a previous paper [4] in which the numerical results are given by using single precision arithmetic. In this paper, we show the numerical results which experess the sharper convergence properties than those of [4], by using double precision arithmetic.Dedicated to Prof. Masaya Yamaguti on the occasion of his 60th birthday