Approximation of the solution of a fourth order boundary value problem with nonsmooth coefficient

Summary A class of generalized finite element methods for the approximate solution of fourth order two point boundary value problem with nonsmooth coefficient is presented. The methods are based on the use of problem dependentL-splines incorporating the nonsmoothness of the coefficient. Stability is proved and optimal error estimates in theH ² norm are derived for the solution and postprocessed solution, under the assumption that the coefficient is of bounded variation. The relation of these methods to mixed methods is discussed.This research was sponsored by the Senate Research Committee of Syracuse University, Syracuse, NY 13210     

On the convergence of the multigrid method for a hypersingular integral equation of the first kind

Summary We present a multigrid method to solve linear systems arising from Galerkin schemes for a hypersingular boundary integral equation governing three dimensional Neumann problems for the Laplacian. Our algorithm uses damped Jacobi iteration, Gauss-Seidel iteration or SOR as preand post-smoothers. If the integral equation holds on a closed, Lipschitz surface we prove convergence ofV- andW-cycles with any number of smoothing steps. If the integral equation holds on an open, Lipschitz surface (covering crack problems) we show convergence of theW-cycle. Numerical experiments are given which underline the theoretical results.     

Stabilized mixed methods for the Stokes problem

Summary The solution of the Stokes problem is approximated by three stabilized mixed methods, one due to Hughes, Balestra, and Franca and the other two being variants of this procedure. In each case the bilinear form associated with the saddle-point problem of the standard mixed formulation is modified to become coercive over the finite element space. Error estimates are derived for each procedure.Dedicated to Ivo Babuka on the occasion of his sixtieth birthday     

On the boundary element method for some nonlinear boundary value problems

Summary Here we analyse the boundary element Galerkin method for two-dimensional nonlinear boundary value problems governed by the Laplacian in an interior (or exterior) domain and by highly nonlinear boundary conditions. The underlying boundary integral operator here can be decomposed into the sum of a monotoneous Hammerstein operator and a compact mapping. We show stability and convergence by using Leray-Schauder fixed-point arguments due to Petryshyn and Neas.Using properties of the linearised equations, we can also prove quasioptimal convergence of the spline Galerkin approximations.This work was carried out while the first author was visiting the University of Stuttgart     

Superconvergence for a mixed finite elmenent method for elastic wave propagation in a plane domain

Summary A higher order mixed finite element method is introduced to approximate the solution of wave propagation in a plane elastic medium. A quasi-projection analysis is given to obtain error estimates in Sobolev spaces of nonpositive index. Estimates are given for difference quotients for a spatially periodic problem and superconvergence results of the same type as those of Bramble and Schatz for Galerkin methods are derived.     

A family of mixed finite elements for the elasticity problem

Summary A new mixed finite element formulation for the equations of linear elasticity is considered. In the formulation the variables approximated are the displacement, the unsymmetric stress tensor and the rotation. The rotation act as a Lagrange multiplier introduced in order to enforce the symmetry of the stress tensor. Based on this formulation a new family of both two-and three-dimensional mixed methods is defined. Optimal error estimates, which are valid uniformly with respect to the Poisson ratio, are derived. Finally, a new postprocessing scheme for improving the displacement is introduced and analyzed.     

Approximation of a bending plate problem with a boundary unilateral constraint

Summary We study a variational formulation of the unilaterally supported bent plate problem and we analyze the approximation of the problem by a mixed finite element method. We proveO(h) andO(h|lnh|^1/2) error bounds respectively for the moments and the displacement.Work partially supported by M.P.I., by G.N.I.M. of C.N.R. and by I.A.N. of C.N.R. of Pavia     

Convergence of mixed finite element approximations for the shallow arch problem

Summary The stability and convergence of mixed finite element methods are investigated, for an equilibrium problem for thin shallow elastic arches. The problem in its standard form contains two terms, corresponding to the contributions from the shear and axial strains, with a small parameter. Lagrange multipliers are introduced, to formulate the problem in an alternative mixed form. Questions of existence and uniqueness of solutions to the standard and mixed problems are addressed. It is shown that finite element approximations of the mixed problem are stable and convergent. Reduced integration formulations are equivalent to a mixed formulation which in general is distinct from the formulation shown to be stable and convergent, except when the order of polynomial interpolationt of the arch shape satisfies 1tmin (2,r) wherer is the order of polynomial approximation of the unknown variables.     

A family of higher order mixed finite element methods for plane elasticity

Summary The Dirichler problem for the equations of plane elasticity is approximated by a mixed finite element method using a new family of composite finite elements having properties analogous to those possessed by the Raviart-Thomas mixed finite elements for a scalar, second-order elliptic equation. Estimates of optimal order and minimal regularity are derived for the errors in the displacement vector and the stress tensor inL ²(), and optimal order negative norm estimates are obtained inH ^s () for a range ofs depending on the index of the finite element space. An optimal order estimate inL () for the displacement error is given. Also, a quasioptimal estimate is derived in an appropriate space. All estimates are valid uniformly with respect to the compressibility and apply in the incompressible case. The formulation of the elements is presented in detail.This work was performed while Professor Arnold was a NATO Postdoctoral Fellow     

Total flux estimates for a finite element approximation of the Dirichlet problem using the boundary penalty method

Summary This paper considers a fully practical piecewise linear finite element approximation of the Dirichlet problem for a second order self-adjoint elliptic equation,Au=f, in a smooth region< ⁿ (n=2 or 3) by the boundary penalty method. Using an unfitted mesh; that is ^h , an approximation of with dist (, ^h )Ch ² is not in general a union of elements; and assuminguH ⁴ () we show that one can recover the total flux across a segment of the boundary of with an error ofO(h ²⁾. We use these results to study a fully practical piecewise linear finite element approximation of an elliptic equation by the boundary penalty method when the prescribed data on part of the boundary is the total flux.Supported by a SERC research studentship     

On the construction of optimal mixed finite element methods for the linear elasticity problem

Summary The mixed finite element method for the linear elasticity problem is considered. We propose a systematic way of designing methods with optimal convergence rates for both the stress tensor and the displacement. The ideas are applied in some examples.     

Approximation of tricomi problem with Neumann boundary condition

Summary The Tricomi problem with Neumann boundary condition is reduced to a degenerate problem in the elliptic region with a non-local boundary condition and to a Cauchy problem in the hyperbolic region. A variational formulation is given to the elliptic problem and a finite element approximation is studied. Also some regularity results in weighted Sobolev spaces are discussed.     

The convergence of two numerical schemes for the Navier-Stokes equations

Summary This paper deals with some convergence/stability results concerning two numerical methods for solving the incompressible nonstationary Navier-Stokes equations. The algorithms are of a particular kind in what regards time discretization (more precisely, of the Peaceman-Rachford and the Strang type resp.), and have been obtained by modifying slightly the numerical treatment of the nonlinear terms in other schemes due to Glowinski et al. (1980). We first describe the full discretization of the homogeneous Dirichlet problem using a (general) external approximation of the spatial functional spaces involved (a particular and simple choice of such an approximation is the standardP ₂-Lagrange finite element for the velocity field when the fluid is bidimensional). Then we establish and prove convergence and stability and make some comments on the numerical treatment of other (generally nonhomogeneous) boundary conditions. The theoretical results show that the schemes are (at least) conditionally stable and convergent, which justifies the success of Glowinski's methods.     

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.     

A nonconforming combined method for solving Laplace's boundary value problems with singularities

Summary For solving Laplace's boundary value problems with singularities, a nonconforming combined approach of the Ritz-Galerkin method and the finite element method is presented. In this approach, singular functions are chosen to be admissible functions in the part of a solution domain where there exist singularities; and piecewise linear functions are chosen to be admissible functions in the rest of the solution domain. In addition, the admissible functions used here are constrained to be continuous only at the element nodes on the common boundary of both methods. This method is nonconforming; however, the nonconforming effect does not result in larger errors of numerical solutions as long as a suitable coupling strategy is used.In this paper, we will develop such an approach by using a new coupling strategy, which is described as follows: IfL+1=O(|lnh|), the average errors of numerical solutions and their generalized derivatives are stillO(h), whereh is the maximal boundary length of quasiuniform triangular elements in the finite element method, andL+1 is the total number of singular admissible functions in the Ritz-Galerkin method. The coupling relation,L+1=O(|lnh|), is significant because only a few singular functions are required for a good approximation of solutions.This material is from Chapter 5 in my Ph.D. thesis: Numerical Methods for Elliptic Boundary Value Problems with Singularities. Part I: Boundary Methods for Solving Elliptic Problems with Singularities. Part II: Nonconforming Combinations for Solving Elliptic Problems with Singularities, the Department of Mathematics and Applied Mathematics, University of Toronto, May 1986     

A convergence condition for the quadrilateral Wilson element

Summary The paper deals with the convergence properties of the nonconforming quadrilateral wilson element which violates the patch test. The convergence of the element is proved under a certain condition on mesh subdivisions without any modifications of the variational formulation. This result extends the range of applicability of Wilson's element. The necessity of the proposed condition is also discussed.This work was written while the author was visiting the University of Frankfurt, Federal Republic of Germany, on a grant by the Alexander von Humboldt Foundation     

On some boundary element methods for the heat equation

Summary The object of this paper is to study some boundary element methods for the heat equation. Two approaches are considered. The first, based on the heat potential, has been studied numerically by previous authors. Here the convergence analysis in one space dimension is presented. In the second approach, the heat equation is first descretized in time and the resulting elliptic problem is put in the boundary formulation. A straight forward implicit method and Crank-Nicolson's method are thus studied. Again convergence in one space dimension is proved.     

On the convergence of the Galerkin method for nonsmooth solutions of integral equations

Summary It is shown that the stability region of the Galerkin method includes solutions not lying in the conventional energy space. Optimal order error estimates for these nonsmooth solutions are derived. The new result is compared with the classical statement by means of the basic potential problem.     

An optimal order multigrid method for biharmonic,C 1 finite element equations

Summary In this paper, we study a special multigrid method for solving large linear systems which arise from discretizing biharmonic problems by the Hsieh-Clough-Tocher,C ¹ macro finite elements or several otherC ¹ finite elements. Since the multipleC ¹ finite element spaces considered are not nested, the nodal interpolation operator is used to transfer functions between consecutive levels in the multigrid method. This method converges with the optimal computational order.     

Superconvergence for rectangular mixed finite elements

Summary In this paper we prove superconvergence error estimates for the vector variable for mixed finite element approximations of second order elliptic problems. For the rectangular finite elements of Raviart and Thomas [19] and for those of Brezzi et al. [4] we prove that the distance inL ² between the approximate solution and a projection of the exact one is of higher order than the error itself.This result is exploited to obtain superconvergence at Gaussian points and to construct higher order approximations by a local postprocessing.