The Cauchy–Riemann Equations: Discretization by Finite Elements,Fast Solution of the Second Variable,and a Posteriori Error Estimation

In this paper we will concentrate on the numerical solution of the Cauchy–Riemann equations. First we show that these equations bring together the finite element discretizations for the Laplace equation by standard finite elements on the one hand, and by mixed finite element methods on the other. As a consequence, methods for a posteriori error estimation for both finite element methods can derive their validity from each other. Moreover, we show that given a finite element approximation of one of the vectorfields, the missing can be accurately computed in optimal complexity.     

A framework of parallel algebraic multilevel preconditioning iterations

1.IntroductionConsiderthesyllUnetricpositivedeflate(SPD)systemsoflinearequationsthatariseinfiniteelementdiscretisstionsofmanysecond-orderself-adjointellipticboundaryvalueproblems.Tosolvethisclassoflinearsystemsiteratively,AxelssonandVassilevski[1--4]preselltedthealgebraicmultileveliteration(AMLI)methodsbyreasonablyutilizingthemultigridtechniqueandthepolynomialaccelerationstrategy.Thesemethodsareamongthemostefficientiterativesolversbecausetheirpreconditioningmatricesarespectrallyequlvalellt…     

Remarks on Multilevel Bases for Divergence-Free Finite Elements

The connection between the multilevel factorization method recently proposed by Sarin and Sameh for solving mixed discretizations of the Stokes equation using a divergence-free finite element formulation, and hierarchical basis preconditioners for the Poisson problem is established. For the 2D triangular Taylor–Hood element, a preconditioner is proposed that could be useful in fractional step methods.     

An efficient hierarchical preconditioner for quadratic discretizations of finite element problems

Higher order finite element discretizations, although providing higher accuracy, are considered to be computationally expensive and of limited use for large‐scale problems. In this paper, we have developed an efficient iterative solver for solving large‐scale quadratic finite element problems. The proposed approach shares some common features with geometric multigrid methods but does not need structured grids to create the coarse problem. This leads to a robust method applicable to finite element problems discretized by unstructured meshes such as those from adaptive remeshing strategies. The method is based on specific properties of hierarchical quadratic bases. It can be combined with an algebraic multigrid (AMG) preconditioner or with other algebraic multilevel block factorizations. The algorithm can be accelerated by flexible Krylov subspace methods. We present some numerical results on the convection–diffusion and linear elasticity problems to illustrate the efficiency and the robustness of the presented algorithm. In these experiments, the performance of the proposed method is compared with that of an AMG preconditioner and other iterative solvers. Our approach requires less computing time and less memory storage. Copyright © 2010 John Wiley & Sons, Ltd.     

Uniform estimate of the constant in the strengthened CBS inequality for anisotropic non‐conforming FEM systems

Preconditioners based on various multilevel extensions of two‐level finite element methods (FEM) lead to iterative methods which have an optimal order computational complexity with respect to the size of the system. Such methods were first presented in Axelsson and Padiy (SIAM. J. Sci. Stat. Comp. 1990; 20 :1807) and Axelsson and Vassilevski (Numer. Math. 1989; 56 :157), and are based on (recursive) two‐level splittings of the finite element space. The key role in the derivation of optimal convergence rate estimates is played by the constant γ in the so‐called Cauchy–Bunyakowski–Schwarz (CBS) inequality, associated with the angle between the two subspaces of the splitting. It turns out that only existence of uniform estimates for this constant is not enough but accurate quantitative bounds for γ have to be found as well. More precisely, the value of the upper bound for γ∈(0,1) is part of the construction of various multilevel extensions of the related two‐level methods. In this paper, an algebraic two‐level preconditioning algorithm for second‐order elliptic boundary value problems is constructed, where the discretization is done using Crouzeix–Raviart non‐conforming linear finite elements on triangles. An important point to make is that in this case the finite element spaces corresponding to two successive levels of mesh refinements are not nested. To handle this, a proper two‐level basis is considered, which enables us to fit the general framework for the construction of two‐level preconditioners for conforming finite elements and to generalize the method to the multilevel case. The major contribution of this paper is the derived estimates of the related constant γ in the strengthened CBS inequality. These estimates are uniform with respect to both coefficient and mesh anisotropy. To our knowledge, the results presented in the paper are the first such estimates for non‐conforming FEM systems. Copyright © 2004 John Wiley & Sons, Ltd.     

Discrete mass conservation for porous media saturated flow

Global and local mass conservation for velocity fields associated with saturated porous media flow have long been recognized as integral components of any numerical scheme attempting to simulate these flows. In this work, we study finite element discretizations for saturated porous media flow that use Taylor–Hood (TH) and Scott–Vogelius (SV) finite elements. The governing equations are modified to include a stabilization term when using the TH elements, and we provide a theoretical result that shows convergence (with respect to the stabilization parameter) to pointwise mass‐conservative solutions. We also provide results using the SV approximation pair. These elements are pointwise divergence free, leading to optimal convergence rates and numerical solutions. We give numerical results to verify our theory and a comparison with standard mixed methods for saturated flow problems. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 625–640, 2014     

Sharp error estimate of Grünwald-Letnikov scheme for a multi-term time fractional diffusion equation

Mixed and hybrid finite element discretizations for distributed optimal control problems governed by an elliptic equation are analyzed. A cost functional keeping track of both the state and its gradient is studied. A priori error estimates and super-convergence properties for the continuous and discrete optimal states, adjoint states, and controls will be given. The approximating finite-dimensional systems will be solved by adding penalization terms for the state and the associated Lagrange multipliers. In general, performing optimization, discretization, hybridization, and penalization in any order lead to the same optimality system. Numerical examples based on the Raviart–Thomas finite elements will be presented.

     

Upper bound of the constant in the strengthened C.B.S. inequality for FEM 2D elasticity equations

The basic theory of the strengthened Cauchy–Buniakowskii–Schwarz (C.B.S.) inequality is the main tool in the convergence analysis of the recently proposed algebraic multilevel iterative methods. An upper bound of the constant γ in the strengthened C.B.S. inequality for the case of the finite element solution of 2D elasticity problems is obtained. It is assumed that linear triangle finite elements are used, the initial mesh consisting of right isosceles triangles and the mesh refinement procedure being uniform. For the resulting linear algebraic systems we have proved that γ²<0.75 uniformly on the mesh parameter and on Poisson's ratio ν ? (0, 1/2). Furthermore, the presented numerical tests show that the same relation holds for arbitrary initial right triangulations, even in the case of degeneracy of triangles. The theoretical results obtained are practically important for successful implementation of the finite element method to large-scale modeling of complicated structures. They allow us to construct optimal order algebraic multilevel iterative solvers for a wide class of real–life elasticity problems.     

Nonconforming finite elements and the cascadic multi-grid method

Summary. We derive sufficient conditions under which the cascadic multi-grid method applied to nonconforming finite element discretizations yields an optimal solver. Key ingredients are optimal error estimates of such discretizations, which we therefore study in detail. We derive a new, efficient modified Morley finite element method. Optimal cascadic multi-grid methods are obtained for problems of second, and using a new smoother, of fourth order as well as for the Stokes problem. Received February 12, 1998 / Revised version received January 9, 2001 / Published online September 19, 2001     

Elliptic reconstruction and a posteriori error estimates for parabolic optimal control problems

In this article, a semidiscrete finite element method for parabolic optimal control problems is investigate. By using elliptic reconstruction, a posteriori error estimates for finite element discretizations of optimal control problem governed by parabolic equations with integral constraints are derived.     

Optimality of multilevel preconditioning for nonconforming P1 finite elements

We prove the optimality of hierarchical and BPX-type preconditioners for finite element discretizations with nonconforming P1 finite elements. Such preconditioners were proposed about 15 years ago, and until now only suboptimal estimates of their preconditioning properties have been available. The main new tool is an improved Bernstein type inequality for an associated subdivision process generated by the prolongations which allows us to give an asymptotically optimal upper bound for the spectrum of the preconditioned systems.     

Energy-momentum conserving discretization of mixed shell elements for large deformation problems

In the present paper we consider structure-preserving integration methods in the context of mixed finite elements. The used low-order mixed finite elements typically exhibit improved coarse mesh accuracy. On the other hand energy-momentum (EM) consistent time-stepping schemes have been developed in the realm of nonlinear structural dynamics to enhance the numerical stability properties. EM schemes typically exhibit superior robustness and thus offer the possibility to use large time steps while still producing physically meaningful results. Accordingly, combining mixed finite element discretizations in space with EM consistent discretizations in time shows great promise for the design of numerical methods with superior coarse mesh accuracy in space and time. Starting with a general Hu-Washizu-type variational formulation we develop a second-order accurate structure-preserving integration scheme. The present approach is applicable to a large number of mixed finite element formulations. As sample application we deal with a specific mixed shell element. Numerical examples dealing with large deformations will show the improved coarse mesh accuracy in space and time of the advocated approach. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stabilized Crouzeix–Raviart element for Darcy–Forchheimer model

In this article, a stabilized mixed finite element method for steady Darcy–Forchheimer flow is introduced, in which the velocity and pressure are approximated by nonconforming Crouzeix–Raviart element and piecewise constant, respectively. A discrete inf‐sup condition and a priori error estimates are derived. An iterative scheme is given for practical computation. Finally, some numerical examples are carried out to verify the theoretical analysis and a comparison between two discretizations is given to demonstrate that one of the discretizations has better properties. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1568–1588, 2015     

Uniform Convergence of Multigrid V-Cycle on Adaptively Refined Finite Element Meshes for Elliptic Problems with Discontinuous Coefficients

The multigrid V-cycle methods for adaptive finite element discretizations of two-dimensional elliptic problems with discontinuous coefficients are considered. Under the conditions that the coefficient is quasi-monotone up to a constant and the meshes are locally refined by using the newest vertex bisection algorithm, some uniform convergence results are proved for the standard multigrid V-cycle algorithm with Gauss-Seidel relaxations performed only on new nodes and their immediate neighbours. The multigrid V-cycle algorithm uses $\mathcal{O}(N)$ operations per iteration and is optimal.     

Composite finite element approximation for nonlinear parabolic problems in nonconvex polygonal domains

We study a new class of finite elements so‐called composite finite elements (CFEs), introduced earlier by Hackbusch and Sauter, Numer. Math., 1997; 75:447‐472, for the approximation of nonlinear parabolic equation in a nonconvex polygonal domain. A two‐scale CFE discretization is used for the space discretizations, where the coarse‐scale grid discretized the domain at an appropriate distance from the boundary and the fine‐scale grid is used to resolve the boundary. A continuous, piecewise linear CFE space is employed for the spatially semidiscrete finite element approximation and the temporal discretizations is based on modified linearized backward Euler scheme. We derive almost optimal‐order convergence in space and optimal order in time for the CFE method in the L^∞(L²) norm. Numerical experiment is carried out for an L‐shaped domain to illustrate our theoretical findings.     

A posteriori error estimators for the steady incompressible Navier–Stokes equations

A residual-based a posteriori error estimator for finite element discretizations of the steady incompressible Navier–Stokes equations in the primitive variable formulation is discussed. Though the estimator is similar to existing ones, an alternate derivation is presented, involving an abstract estimate that may prove of some intrinsic value. The estimator is particularized to Hood–Taylor and modified Hood–Taylor finite elements and proved to be a global upper bound (up to a positive multiplicative constant) of the true error. Numerical examples are provided to illustrate the performance of the resulting mesh adaptation process. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 561–574, 1997     

Substructuring preconditioners for saddle-point problems arising from Maxwell's equations in three dimensions

This paper is concerned with the saddle-point problems arising from edge element discretizations of Maxwell's equations in a general three dimensional nonconvex polyhedral domain. A new augmented technique is first introduced to transform the problems into equivalent augmented saddle-point systems so that they can be solved by some existing preconditioned iterative methods. Then some substructuring preconditioners are proposed, with very simple coarse solvers, for the augmented saddle-point systems. With the preconditioners, the condition numbers of the preconditioned systems are nearly optimal; namely, they grow only as the logarithm of the ratio between the subdomain diameter and the finite element mesh size.

     

Mixed finite element methods for linear elasticity with weakly imposed symmetry

In this paper, we construct new finite element methods for the approximation of the equations of linear elasticity in three space dimensions that produce direct approximations to both stresses and displacements. The methods are based on a modified form of the Hellinger-Reissner variational principle that only weakly imposes the symmetry condition on the stresses. Although this approach has been previously used by a number of authors, a key new ingredient here is a constructive derivation of the elasticity complex starting from the de Rham complex. By mimicking this construction in the discrete case, we derive new mixed finite elements for elasticity in a systematic manner from known discretizations of the de Rham complex. These elements appear to be simpler than the ones previously derived. For example, we construct stable discretizations which use only piecewise linear elements to approximate the stress field and piecewise constant functions to approximate the displacement field.

     

Implicit–explicit Runge–Kutta methods for financial derivatives pricing models

Implicit–explicit Runge–Kutta methods are investigated for application to financial derivatives pricing models in the partial differential equations approach. The methods are showed to be an alternative to other existing procedures for the numerical valuation of American type contracts. We follow the method of lines in order to have a numerical method that can be used with a variety of state variable discretizations including finite elements, finite differences and finite volume methods. Some numerical experiments are presented.