Convergence analysis of a linearized Crank–Nicolson scheme for the two‐dimensional complex Ginzburg–Landau equation

A linearized Crank–Nicolson‐type scheme is proposed for the two‐dimensional complex Ginzburg–Landau equation. The scheme is proved to be unconditionally convergent in the L² ‐norm by the discrete energy method. The convergence order is \begin{align*}\mathcal{O}(\tau^2+h_1^2+h^2_2)\end{align*}, where τ is the temporal grid size and h₁,h₂ are spatial grid sizes in the x ‐ and y ‐directions, respectively. A numerical example is presented to support the theoretical result. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A theoretical analysis of a new finite volume scheme for second order hyperbolic equations on general nonconforming multidimensional spatial meshes

We consider the wave equation, on a multidimensional spatial domain. The discretization of the spatial domain is performed using a general class of nonconforming meshes which has been recently studied for stationary anisotropic heterogeneous diffusion problems, see Eymard et al. (IMAJ Numer Anal 30 (2010), 1009–1043). The discretization in time is performed using a uniform mesh. We derive a new implicit finite volume scheme approximating the wave equation and we prove error estimates of the finite volume approximate solution in several norms which allow us to derive error estimates for the approximations of the exact solution and its first derivatives. We prove in particular, when the discrete flux is calculated using a stabilized discrete gradient, the convergence order is \begin{align*} h_\mathcal{D}\end{align*} (resp. k) is the mesh size of the spatial (resp. time) discretization. This estimate is valid under the regularity assumption \begin{align*}u\in C^3(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*} for the exact solution u. The proof of these error estimates is based essentially on a comparison between the finite volume approximate solution and an auxiliary finite volume approximation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Finite volume element method for monotone nonlinear elliptic problems

In this article, we consider the finite volume element method for the monotone nonlinear second‐order elliptic boundary value problems. With the assumptions which guarantee that the corresponding operator is strongly monotone and Lipschitz‐continuous, and with the minimal regularity assumption on the exact solution, that is, u∈H¹(Ω), we show that the finite volume element method has a unique solution, and the finite volume element approximation is uniformly convergent with respect to the H¹ ‐norm. If u∈H^1+ε(Ω),0 < ε ≤ 1, we develop the optimal convergence rate \begin{align*}\mathcal{O}(h^{\epsilon})\end{align*} in the H¹ ‐norm. Moreover, we propose a natural and computationally easy residual‐based H¹ ‐norm a posteriori error estimator and establish the global upper bound and local lower bounds on the error. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Convergence analysis of some high–order time accurate schemes for a finite volume method for second order hyperbolic equations on general nonconforming multidimensional spatial meshes

The present work is an extension of our previous work (Bradji, Numer Methods Partial Differ Equations, to appear) which dealt with error analysis of a finite volume scheme of a first convergence order (both in time and space) for second‐order hyperbolic equations on general nonconforming multidimensional spatial meshes introduced recently in (Eymard et al. IMAJ Numer Anal 30(2010), 1009–1043). We aim in this article to get some higher‐order time accurate schemes for a finite volume method for second‐order hyperbolic equations using the same class of spatial generic meshes stated above. We derive a family of finite volume schemes approximating the wave equation, as a model for second‐order hyperbolic equations, in which the discretization in time is performed using a one‐parameter scheme of the Newmark's method. We prove that the error estimate of these finite volume schemes is of order two (or four) in time and it is of optimal order in space. These error estimates are analyzed in several norms which allow us to derive approximations for the exact solution and its first derivatives whose the convergence order is two (or four) in time and it is optimal in space. We prove in particular, when the discrete flux is calculated using a stabilized discrete gradient, that the convergence order is \begin{align*}k^2+h_\mathcal{D}\end{align*} or \begin{align*}k^4+h_\mathcal{D}\end{align*}, where \begin{align*}h_\mathcal{D}\end{align*} (resp. k) is the mesh size of the spatial (resp. time) discretization. These estimates are valid under the regularity assumption \begin{align*}u\in C^4(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are second‐order accurate in time, and \begin{align*}u\in C^6(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are four‐order accurate in time for the exact solution u. The proof of these error estimates is based essentially on a comparison between the finite volume approximate solution and an auxiliary finite volume approximation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Neumann‐Neumann methods for a DG discretization on geometrically nonconforming substructures

A discontinuous Galerkin discretization for second order elliptic equations with discontinuous coefficients in 2D is considered. The domain of interest Ω is assumed to be a union of polygonal substructures Ω_i of size O(H_i). We allow this substructure decomposition to be geometrically nonconforming. Inside each substructure Ω_i, a conforming finite element space associated to a triangulation \begin{align*} {\mathcal{T}}_{h_i}(\Omega_i)\end{align*} is introduced. To handle the nonmatching meshes across ?Ω_i, a discontinuous Galerkin discretization is considered. In this article, additive and hybrid Neumann‐Neumann Schwarz methods are designed and analyzed. Under natural assumptions on the coefficients and on the mesh sizes across ?Ω_i, a condition number estimate \begin{align*} C(1 + \max_i\log \frac{H_i}{h_i})^2\end{align*} is established with C independent of h_i, H_i, h_i/h_j, and the jumps of the coefficients. The method is well suited for parallel computations and can be straightforwardly extended to three dimensional problems. Numerical results are included. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

Stability for the finite difference schemes of the linear wave equation with nonuniform time meshes

We consider in this article the 1‐dim linear wave equation v_tt = v_xx(0 < x < 1,t > 0) and its finite difference analogue with nonuniform time meshes. We are going to discuss the stability for such schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A finite element method for the axisymmetric three‐field Stokes system with a discontinuous pressure

A quadrilateral based velocity‐pressure‐extrastress tensor mixed finite element method for solving the three‐field Stokes system in the axisymmetric case is studied. The method derived from Fortin's Q₂ − P₁ velocity‐pressure element is to be used in connection with the standard Galerkin formulation. This makes it particularly suitable for the numerical simulation of viscoelastic flow. It is proven to be second‐order convergent in the natural weighted Sobolev norms, for the system under consideration. The crucial result that the method is uniformly stable is proven for the case of rectangular meshes. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 739–763, 1999     

Efficient linear solvers for incompressible flow simulations using Scott‐Vogelius finite elements

Recent research has shown that in some practically relevant situations like multiphysics flows (Galvin et al., Comput Methods Appl Mech Eng, to appear) divergence‐free mixed finite elements may have a significantly smaller discretization error than standard nondivergence‐free mixed finite elements. To judge the overall performance of divergence‐free mixed finite elements, we investigate linear solvers for the saddle point linear systems arising in ((P_k)^d,P _k‐1^disc) Scott‐Vogelius finite element implementations of the incompressible Navier–Stokes equations. We investigate both direct and iterative solver methods. Due to discontinuous pressure elements in the case of Scott‐Vogelius (SV) elements, considerably more solver strategies seem to deliver promising results than in the case of standard mixed finite elements such as Taylor‐Hood elements. For direct methods, we extend recent preliminary work using sparse banded solvers on the penalty method formulation to finer meshes and discuss extensions. For iterative methods, we test augmented Lagrangian and \begin{align*}\mathcal{H}\end{align*} ‐LU preconditioners with GMRES, on both full and statically condensed systems. Several numerical experiments are provided that show these classes of solvers are well suited for use with SV elements and could deliver an interesting overall performance in several applications.© 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A new quadratic nonconforming finite element on rectangles

A new quadratic nonconforming finite element on rectangles (or parallelograms) is introduced. The nonconforming element consists of P₂ ⊕ Span{x²y,xy²} on a rectangle and eight degrees of freedom. Our element is essentially of seven degrees of freedom since the degree of freedom associated with the integration on rectangle is essentially of bubble‐function nature. Global basis functions are constructed for both Dirichlet and Neumann type of problems; accordingly the corresponding dimensions are counted. The local and global interpolation operators are defined. Error estimates of optimal order are derived in both broken energy and L²(Ω) norms for second‐order of elliptic problems. Brief numerical results are also shown to confirm the optimality of the presented quadratic nonconforming element. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Positive numerical splitting method for the Hull and White 2D Black–Scholes equation

We consider the locally one‐dimensional backward Euler splitting method to solve numerically the Hull and White problem for pricing European options with stochastic volatility in the presence of a mixed derivative term. We prove the first‐order convergence of the time‐splitting. The parabolic equation degenerates on the boundary x = 0 and we apply a fitted finite volume scheme to the equation to resolve the degeneracy and derive the fully discrete problem as we also investigate the discrete maximum principle. Numerical experiments illustrate the efficiency of our difference scheme. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 822–846, 2015     

Computation of Morse decompositions for semilinear elliptic PDEs

A numerical method for computing all solutions of an elliptic boundary value problem Au + g[u, λ] = 0 and their Morse indices as steady‐states of the parabolic problem u_t + Au + g[u, λ] = 0 is presented. Morse decompositions are also determined. The method uses a finite element approach that is based on the method of alternative problems. Error estimates for the finite element approximations are verified and examples are given. © John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 290–312, 2001     

Analysis and computational method based on quadratic B‐spline FEM for the Rosenau–Burgers equation

L_∞‐error estimates for B‐spline Galerkin finite element solution of the Rosenau–Burgers equation are considered. The semidiscrete B‐spline Galerkin scheme is studied using appropriate projections. For fully discrete B‐spline Galerkin scheme, we consider the Crank–Nicolson method and analyze the corresponding error estimates in time. Numerical experiments are given to demonstrate validity and order of accuracy of the proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 877–895, 2016     

Numerical study using explicit multistep Galerkin finite element method for the MRLW equation

In this article, an explicit multistep Galerkin finite element method for the modified regularized long wave equation is studied. The discretization of this equation in space is by linear finite elements, and the time discretization is based on explicit multistep schemes. Stability analysis and error estimates of our numerical scheme are derived. Numerical experiments indicate the validation of the scheme by L₂– and L_∞– error norms and three invariants of motion.4 © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1875–1889, 2015     

A finite element approach for finding positive solutions of semilinear elliptic Dirichlet problems

In the present article, we described the finite element method for finding positive solutions for the elliptic problems of the type ‐ Δu = λf(x)g(u) for x ε Ω, with Dirichlet boundary condition. By using Matlab, we visualize the range of λ in which this problem achieves a numerical solution, and also discussed the behavior of the branch of this solution. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Finite element analysis and application for a nonlinear diffusion model in image denoising

The stability analysis and error estimates are presented for a nonlinear diffusion model, which appears in image denoising and solved by a fully discrete time Galerkin method with kth (k ≥ 1) order conforming finite element spaces. Numerical experiments are provided with denoising several grayscale noisy images by our Galerkin method on bilinear finite elements. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 649–662, 2002; DOI 10.1002/num.10017     

A three‐level linearized finite difference scheme for the camassa–holm equation

The Camassa–Holm (CH) system is a strong nonlinear third‐order evolution equation. So far, the numerical methods for solving this problem are only a few. This article deals with the finite difference solution to the CH equation. A three‐level linearized finite difference scheme is derived. The scheme is proved to be conservative, uniquely solvable, and conditionally second‐order convergent in both time and space in the discrete L_∞ norm. Several numerical examples are presented to demonstrate the accuracy and efficiency of the proposed method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 451–471, 2014     

Mixed finite element analysis of a thermally nonlinear coupled problem

In Loula and Zhou [Comput Appl Math 20 (2001), 321–339], a thermally coupled nonlinear elliptic system modeling a large class of engineering problems was considered, and some mathematical and numerical analyses (C⁰ Lagrangian finite elements combined with a fixed point algorithm) were given. To continue our work, we propose in this article a mixed method for the potential equation and present the corresponding analyses and numerical implementations. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Superconvergence of finite volume methods for the Stokes equations

A general superconvergence result of finite volume method for the Stokes equations is obtained by using a L² projection post‐processing technique. This superconvergence result can be applied to different finite volume methods and to general quasi‐uniform meshes.© 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2009     

Finite volume methods on Voronoi meshes

Two cell-centered finite difference schemes on Voronoi meshes are derived and investigated. Stability and error estimates in a discrete H¹-norm for both symmetric and nonsymmetric problems, including convection dominated, are proven. The theoretical results are illustrated with several numerical experiments. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:193–212, 1998     

Finite volume method based on stabilized finite elements for the nonstationary Navier–Stokes problem

A finite volume method based on stabilized finite element for the two‐dimensional nonstationary Navier–Stokes equations is investigated in this work. As in stabilized finite element method, macroelement condition is introduced for constructing the local stabilized formulation of the nonstationary Navier–Stokes equations. Moreover, for P₁ ? P₀ element, the H¹ error estimate of optimal order for finite volume solution (u_h,p_h) is analyzed. And, a uniform H¹ error estimate of optimal order for finite volume solution (u_h, p_h) is also obtained if the uniqueness condition is satisfied. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007