Uniformly stable rectangular elements for fourth order elliptic singular perturbation problems

In this article, we consider rectangular finite element methods for fourth order elliptic singular perturbation problems. We show that the non‐ C⁰ rectangular Morley element is uniformly convergent in the energy norm with respect to the perturbation parameter. We also propose a C⁰ extended high order rectangular Morley element and prove the uniform convergence. Finally, we do some numerical experiments to confirm the theoretical results. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Uniformly convergent C 0‐nonconforming triangular prism element for fourth‐order elliptic singular perturbation problem

In this article, we introduce a C ⁰‐nonconforming triangular prism element for the fourth‐order elliptic singular perturbation problem in three dimensions by using the bubble functions. The element is proved to be convergent in the energy norm uniformly with respect to the perturbation parameter. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1785–1796, 2014     

Continuous-discontinuous finite element method for convection-diffusion problems with characteristic layers

We study convergence properties of a numerical method for convection-diffusion problems with characteristic layers on a layer-adapted mesh. The method couples standard Galerkin with an h-version of the nonsymmetric discontinuous Galerkin finite element method with bilinear elements. In an associated norm, we derive the error estimate as well as the supercloseness result that are uniform in the perturbation parameter. Applying a post-processing operator for the discontinuous Galerkin method, we construct a new numerical solution with enhanced convergence properties.     

Existence theorems for an integral equation of the Chandrasekhar H-equation with perturbation

We prove existence of positive solutions in thaces C[0, 1] and C^α ≡ C^α[0, 1] of an integral equation of the Chandrasekhar H-equation with perturbation.     

Legendre-Laguerre coupled spectral element methods for second- and fourth-order equations on the half line

Some Legendre spectral element/Laguerre spectral coupled methods are proposed to numerically solve second- and fourth-order equations on the half line. The proposed methods are based on splitting the infinite domain into two parts, then using the Legendre spectral element method in the finite subdomain and Laguerre method in the infinite subdomain. C⁰ or C¹-continuity, according to the problem under consideration, is imposed to couple the two methods. Rigorous error analysis is carried out to establish the convergence of the method. More importantly, an efficient computational process is introduced to solve the discrete system. Several numerical examples are provided to confirm the theoretical results and the efficiency of the method.     

Smoothing Levenberg–Marquardt method for general nonlinear complementarity problems under local error bound

By using the F–B function and smoothing technique to convert the nonlinear complementarity problems to smoothing nonlinear systems, and introducing perturbation parameter μ_k into the smoothing Newton equation, we present a new smoothing Levenberg–Marquardt method for general nonlinear complementarity problems. For general mapping F, not necessarily a P₀ function, the algorithm has global convergence. Each accumulation point of the iterative sequence is at least a stationary point of the problem. Under the local error bound condition, which is much weaker than nonsingularity assumption or the strictly complementarity condition, we get the local superlinear convergence. Under some proper condition, quadratic convergence is also obtained.     

On the relation of closed forms and Trotter's product formula

The aim of this paper is to give a characterization in Hilbert spaces of the generators of C₀-semigroups associated with closed, sectorial forms in terms of the convergence of a generalized Trotter's product formula. In the course of the proof of the main result we also present a similarity result which can be of independent interest: for any unbounded generator A of a C₀-semigroup e^tA it is possible to introduce an equivalent scalar product on the space, such that e^tA becomes non-quasi-contractive with respect to the new scalar product.     

New perturbation bounds for the W-weighted Drazin inverse

The constructive perturbation bounds for the W-weighted Drazin inverse are derived by two approaches in this paper. One uses the matrixG = [(A+E)W]^l?(AW)^l, whereA, E ∈ C ^mxn ,W ∈ C ^nxm ,l = max Ind(AW), Ind[(A + E)W]. The other uses a technique proposed by G. Stewart and based on perturbation theory for invariant subspaces of a matrix. The new approaches to develop perturbation bounds for W-weighted Drazin inverse of a matrix extend the previous results in [19, 29, 31, 36, 42, 44]. Several examples which indicate the sharpness of the new perturbation bounds are presented.     

C 0 elements for generalized indefinite Maxwell equations

In this paper we develop the C ⁰ finite element method for a generalized curlcurl-grad div indefinite Maxwell problem in a Lipschitz domain such as nonconvex polygon for which the solution of the problem may be nonsmooth and only have the H ^r regularity for some r?<?1. The ingredients of our method are that two ??mass-lumping?? L ² projectors are applied to curl and div operators in the problem and that C ⁰ linear element or isoparametric bilinear element enriched with one element-bubble on every triangle element or with two-element-bubbles on every quadrilateral element, respectively, is employed for each component of the nonsmooth solution. Due to the fact that the element-bubbles can be statically eliminated at element levels, our method is essentially three-nodes or four-nodes C ⁰ Lagrange element method. With two Fortin-type interpolations established, a very technical duality argument is elaborated to estimate the error for the indefinite problem. For the nonsmooth solution having the H ^r regularity where r may vary in the interval [0, 1), we obtain the error bound ${{\mathcal O}(h^r)}$ in an energy norm. Some numerical experiments are performed to confirm the theoretical error bounds.     

Smooth robustness of parameterized perturbations of exponential dichotomies

We establish the robustness of nonuniform exponential dichotomies in Banach spaces, under sufficiently small C¹-parameterized perturbations. Moreover, we show that the stable and unstable subspaces of the exponential dichotomies obtained from the perturbation are also of class C¹ on the parameter, thus yielding an optimal smoothness.     

A parameter-uniform numerical method for time-dependent singularly perturbed differential-difference equations

A numerical study is made for solving a class of time-dependent singularly perturbed convection–diffusion problems with retarded terms which often arise in computational neuroscience. To approximate the retarded terms, a Taylor’s series expansion has been used and the resulting time-dependent singularly perturbed differential equation is approximated using parameter-uniform numerical methods comprised of a standard implicit finite difference scheme to discretize in the temporal direction on a uniform mesh by means of Rothe’s method and a B-spline collocation method in the spatial direction on a piecewise-uniform mesh of Shishkin type. The method is shown to be accurate of order O(M⁻¹ + N⁻² ln³N), where M and N are the number of mesh points used in the temporal direction and in the spatial direction respectively. An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. Numerical results are given to illustrate the parameter-uniform convergence of the numerical approximations. Comparisons of the numerical solutions are performed with an upwind and midpoint upwind finite difference scheme on a piecewise-uniform mesh to demonstrate the efficiency of the method.     

A stabilizer-free C0 weak Galerkin method for the biharmonic equations

In this article, we present and analyze a stabilizer-free C⁰ weak Galerkin(SF-C0WG) method for solving the biharmonic problem. The SF-C0WG method is formulated in terms of cell unknowns which are C⁰ continuous piecewise polynomials of degree k + 2 with k≥0 and in terms of face unknowns which are discontinuous piecewise polynomials of degree k + 1. The formulation of this SF-C0WG method is without the stabilized or penalty term and is as simple as the C¹ conformin...     

Convergence and stability of a stabilized finite volume method for the stationary Navier-Stokes equations

In this paper, a new stabilized finite volume method is studied and developed for the stationary Navier-Stokes equations. This method is based on a local Gauss integration technique and uses the lowest equal order finite element pair P ₁–P ₁ (linear functions). Stability and convergence of the optimal order in the H ¹-norm for velocity and the L ²-norm for pressure are obtained. A new duality for the Navier-Stokes equations is introduced to establish the convergence of the optimal order in the L ²-norm for velocity. Moreover, superconvergence between the conforming mixed finite element solution and the finite volume solution using the same finite element pair is derived. Numerical results are shown to support the developed convergence theory.     

Convergence and superconvergence analysis of an anisotropic nonconforming finite element methods for singularly perturbed reaction-diffusion problems

The numerical approximation by a lower order anisotropic nonconforming finite element on appropriately graded meshes are considered for solving singular perturbation problems. The quasi-optimal order error estimates are proved in the ε-weighted H¹-norm valid uniformly, up to a logarithmic factor, in the singular perturbation parameter. By using the interpolation postprocessing technique, the global superconvergent error estimates in ε-weighted H¹-norm are obtained. Numerical experiments are given to demonstrate validity of our theoretical analysis.     

Relative influence of two small parameters in non uniformly elliptic homogenization problems

We study three elliptic problems depending on two small parameters (? = homogenization parameter and δ = perturbation parameter which causes non uniform ellipticity). In each case, the homogenized operator corresponding to the second order operator is independent of the way (?, δ) → (0, 0), but the convergence results and the limit solution do depend on the relative size of ? and δ; the relevant parameter is δ?^?2.     

A compact C0 discontinuous Galerkin method for Kirchhoff plates

A compact C⁰ discontinuous Galerkin (CCDG) method is developed for solving the Kirchhoff plate bending problems. Based on the CDG (LCDG) method for Kirchhoff plate bending problems, the CCDG method is obtained by canceling the term of global lifting operator and enhancing the term of local lifting operator. The resulted CCDG method possesses the compact stencil, that is only the degrees of freedom belonging to neighboring elements are connected. The advantages of CCDG method are: (1) CCDG method just requires C⁰ finite element spaces; (2) the stiffness matrix is sparser than CDG (LCDG) method; and (3) it does not contain any parameter which can not be quantified a priori compared to C⁰ interior penalty (IP) method. The optimal order error estimates in certain broken energy norm and H¹‐norm for the CCDG method are derived under minimal regularity assumptions on the exact solution with the help of some local lower bound estimates of a posteriori error analysis. Some numerical results are included to verify the theoretical convergence orders. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1265–1287, 2015     

Convergence in L space for the homogenization problems of elliptic and parabolic equations in the plane

We study the convergence rate of an asymptotic expansion for the elliptic and parabolic operators with rapidly oscillating coefficients. First we propose homogenized expansions which are convolution forms of Green function and given force term of elliptic equation. Then, using local L^p-theory, the growth rate of the perturbation of Green function is found. From the representation of elliptic solution by Green function, we estimate the convergence rate in L^p space of the homogenized expansions to the exact solution. Finally, we consider L2(0,T:H1(Ω)) or L∞(Ω×(0,T)) convergence rate of the first order approximation for parabolic homogenization problems.     

An adaptive <Emphasis Type="Italic">C</Emphasis><Superscript>0</Superscript>IPG method for the Helmholtz transmission eigenvalue problem

The interior penalty methods using C⁰ Lagrange elements (C⁰IPG) developed in the recent decade for the fourth order problems are an interesting topic in academia at present. In this paper, we discuss the adaptive fashion of C⁰IPG method for the Helmholtz transmission eigenvalue problem. We give the a posteriori error indicators for primal and dual eigenfunctions, and prove their reliability and efficiency. We also give the a posteriori error indicator for eigenvalues and design a C⁰IPG adaptive algorithm. Numerical experiments show that this algorithm is efficient and can get the optimal convergence rate.     

On the convergence to the multiple Wiener-Itô integral

We study the convergence to the multiple Wiener-Itô integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Cameron-Martin space, that converges weakly to a standard Brownian motion in C₀([0,T]). Using these processes, we construct a family that converges weakly, in the sense of the finite dimensional distributions, to the multiple Wiener-Itô integral process of a function f∈L²(n[0,T]). We prove also the weak convergence in the space C₀([0,T]) to the second-order integral for two important families of processes that converge to a standard Brownian motion.     

Modified Kantorovich theorem and asymptotic approximations of solutions to singularly perturbed systems of ordinary differential equations

The functional equation f(x,ε) = 0 containing a small parameter ε and admitting regular and singular degeneracy as ε → 0 is considered. By the methods of small parameter, a function x _n ⁰(ε) satisfying this equation within a residual error of O(ε ⁿ⁺¹) is found. A modified Newton’s sequence starting from the element x _n ⁰(ε) is constructed. The existence of the limit of Newton’s sequence is based on the NK theorem proven in this work (a new variant of the proof of the Kantorovich theorem substantiating the convergence of Newton’s iterative sequence). The deviation of the limit of Newton’s sequence from the initial approximation x _n ⁰(ε) has the order of O(ε ⁿ⁺¹), which proves the asymptotic character of the approximation x _n ⁰(ε). The method proposed is implemented in constructing an asymptotic approximation of a system of ordinary differential equations on a finite or infinite time interval with a small parameter multiplying the derivatives, but it can be applied to a wider class of functional equations with a small parameters.