Numerical solution to a stokes interface problem

A numerical algorithm is described for solving the generalized eigenvalue problem arising in the study of the spectrum of a preconditioned operator in the pressure equation derived from a Stokes interface problem. The algorithm is implemented for two finite element schemes. It is tested for a problem with an analytical solution and is applied to spectrum computations in the case of a piecewise constant viscosity. A large number of numerical experiments are analyzed, and recommendations are given for solving the Stokes interface problem in practice.     

Long‐time stability of finite element approximations for parabolic equations with memory

In this article, we derive the sharp long‐time stability and error estimates of finite element approximations for parabolic integro‐differential equations. First, the exponential decay of the solution as t → ∞ is studied, and then the semidiscrete and fully discrete approximations are considered using the Ritz‐Volterra projection. Other related problems are studied as well. The main feature of our analysis is that the results are valid for both smooth and nonsmooth (weakly singular) kernels. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 333–354, 1999     

Numerical analysis of a mixed elliptic problem with flux and convective boundary conditions to obtain a discrete solution of nonconstant sign

We consider a material that occupies a convex polygonal bounded domain Ω ⊂ ℝⁿ, with regular boundary Γ = Γ₁ ∪ Γ₂ (with Γ ∩ Γ = ∅︁) with meas (Γ₁) = |Γ₁| > 0 and |Γ₂| > 0. We assume, without loss of generality, that the melting temperature is 0°C. We consider the following steady‐state heat conduction problem in Ω: with α, q, B = Const > 0, and q and α represent the heat flux on Γ₂ and the heat transfer coefficient on Γ₁, respectively. In a previous article (Tabacman‐ Tarzia, J Diff Eq 77 (1989), 16– 37) sufficient and/or necessary conditions on data α, q, B, Ω, Γ₁, Γ₂ to obtain a temperature u of nonconstant sign in Ω (that is, a multidimensional steady‐state, two‐phase, Stefan problem) were studied. In this article, we consider a regular triangulation by finite element method of the domain Ω with Lagrange triangles of the type 1, with h > 0 the parameter of the discretization. We study sufficient (and/or necessary) conditions on data α, q, B, Ω, Γ₁, and Γ₂ to obtain a change of phase (steady‐state, two‐phase, discretized Stefan problem) in corresponding discretized domain, that is, a discrete temperature of nonconstant sign in Ω. Moreover, error bounds as a function of the parameter h, are also obtained. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq. 15: 355–369, 1999     

对差分法时程积分的反思

以往偏微分方程时间步的数值积分主要由有限差分法来执行,然而当时间步长较大时会引起数值不稳定性。本文给出的单点精细积分法导出的显式积分格式可证明是无条件稳定的。就扩散方程与对流─扩散方程作出了本文方法与差分法导出的格式之间的对比。数值例题也表明了单点积分法的优越性。     

Some remarks on the flux-free finite element method for immiscible two-fluid flows

We give some theoretical considerations on the the flux-free finite element method for the generalized Stokes interface problem arising from the immiscible two-fluid flow problems. In the flux-free finite element method, the flux constraint is posed as another Lagrange multiplier to keep the zero-flux on the interface. As a result, the mass of each fluid is expected to be preserved at every time step. We first study the effect of discontinuous coefficients (viscosity and density) on the error of the standard finite element approximations very carefully. Then, the analysis is extended to the flux-free finite element method.     

多孔介质中单相气体局部流动的均质化建模

该文研究了渐近均质法在单相气体渗流理论中的应用,开发了气体在孔隙尺度下流动的数学模型和数值方法. 基于渐近均质法,建立了周期单元上描述周期性多孔结构孔隙尺度下单相气体流动的局部问题. 讨论了局部问题的特殊数学性质和物理意义. 利用一种基于对称性和反对称性扩展的简化方法,提出了求解局部问题的最小二乘有限元方法,克服了由于平均算子和周期性边界条件引起的数值困难. 局部问题的求解能够获得单孔内速度和压力的精确分布,并且在仅知道孔隙几何形状的情况下评估多孔介质的渗透性. 在局部问题的基础上,通过理论分析获得了微管中Poiseuille流动的解析解,验证了所提出的数学模型和数值算法. 最后,考虑了一种三维周期性多孔结构,获得了单孔中气体局部流动的数值结果和多孔介质的渗透系数.     

A new ϕ-FEM approach for problems with natural boundary conditions

We present a new finite element method, called -FEM, to solve numerically elliptic partial differential equations with natural (Neumann or Robin) boundary conditions using simple computational grids, not fitted to the boundary of the physical domain. The boundary data are taken into account using a level-set function, which is a popular tool to deal with complicated or evolving domains. Our approach belongs to the family of fictitious domain methods (or immersed boundary methods) and is close to recent methods of CutFEM/XFEM type. Contrary to the latter, -FEM does not need any nonstandard numerical integration on cut mesh elements or on the actual boundary, while assuring the optimal convergence orders with finite elements of any degree and providing reasonably well conditioned discrete problems. In the first version of -FEM, only essential (Dirichlet) boundary conditions was considered. Here, to deal with natural boundary conditions, we introduce the gradient of the primary solution as an auxiliary variable. This is done only on the mesh cells cut by the boundary, so that the size of the numerical system is only slightly increased. We prove theoretically the optimal convergence of our scheme and a bound on the discrete problem conditioning, independent of the mesh cuts. The numerical experiments confirm these results.     

Quadratic immersed finite element spaces and their approximation capabilities

This paper discusses a class of quadratic immersed finite element (IFE) spaces developed for solving second order elliptic interface problems. Unlike the linear IFE basis functions, the quadratic IFE local nodal basis functions cannot be uniquely defined by nodal values and interface jump conditions. Three types of one dimensional quadratic IFE basis functions are presented together with their extensions for forming the two dimensional IFE spaces based on rectangular partitions. Approximation capabilities of these IFE spaces are discussed. Finite element solutions based on these IFE for representative interface problems are presented to further illustrate capabilities of these IFE spaces. Dedicated to the 60th birthday of Charles A. Micchelli Mathematics subject classifications (2000) 65N15, 65N30, 65N50, 65Z05. Yanping Lin: Supported by NSERC. Weiwei Sun: This work was supported in part by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (project CityU 1141/01P).     

Asymptotic expansions of finite element solutions to Robin problems in H 3 and their application in extrapolation cascadic multigrid method

For the Poisson equation with Robin boundary conditions,by using a few techniques such as orthogonal expansion(M-type),separation of the main part and the finite element projection,we prove for the first time that the asymptotic error expansions of bilinear finite element have the accuracy of O(h3)for u∈H3.Based on the obtained asymptotic error expansions for linear finite elements,extrapolation cascadic multigrid method(EXCMG)can be used to solve Robin problems effectively.Furthermore,by virtue of Richardson not only the accuracy of the approximation is improved,but also a posteriori error estimation is obtained.Finally,some numerical experiments that confirm the theoretical analysis are presented.