Numerical analysis for a locally damped wave equation

We consider a semi-discrete finite element formulation with artificial viscosity for the numerical approximation of a problem that models the damped vibrations of a string with fixed ends. The damping coefficient depends on the spatial variable and is effective only in a sub-interval of the domain. For this scheme, the energy of semi-discrete solutions decays exponentially and uniformly with respect to the mesh parameter to zero. We also introduce an implicit in time discretization. Error estimates for the semi-discrete and fully discrete schemes in the energy norm are provided and numerical experiments performed.     

Semi-discrete Schwarz waveform relaxation algorithms for reaction diffusion equations

For time dependent problems, the Schwarz waveform relaxation (SWR) algorithm can be analyzed both at the continuous and semi-discrete level. For consistent space discretizations, one would naturally expect that the semi-discrete algorithm performs as predicted by the continuous analysis. We show in this paper for the reaction diffusion equation that this is not always the case. We consider two space discretization methods—the 2nd-order central finite difference method and the 4th-order compact finite difference method, and for each method we show that the semi-discrete SWR algorithm with Dirichlet transmission condition performs as predicted by the continuous analysis. However, for Robin transmission condition the semi-discrete SWR algorithm performs worse than predicted by the continuous analysis. For each type of transmission conditions, we show that the convergence factors of the semi-discrete SWR algorithm using the two space discretization methods are (almost) equal. Numerical results are presented to validate our conclusions.     

The third-order relaxation schemes for hyperbolic conservation laws

A class of semi-discrete third-order relaxation schemes are presented for relaxation systems which approximate systems of hyperbolic conservation laws. These schemes for the scalar conservation law are shown to satisfy the property of total variation diminishing (TVD) in the zero relaxation limit. A third-order TVD Runge–Kutta splitting method is developed for the temporal discretization of the semi-discrete schemes. Numerical results are given illustrating these schemes on one-dimensional nonlinear problems.     

A modified Lagrange–Galerkin method for a fluid-rigid system with discontinuous density

In this paper, we propose a new characteristics method for the discretization of the two dimensional fluid-rigid body problem in the case where the densities of the fluid and the solid are different. The method is based on a global weak formulation involving only terms defined on the whole fluid-rigid domain. To take into account the material derivative, we construct a special characteristic function which maps the approximate rigid body at the (k?+?1)-th discrete time level into the approximate rigid body at k-th time. Convergence results are proved for both semi-discrete and fully-discrete schemes.     

Two-step discretization method for 2D/3D Allen–Cahn equation based on RBF-FD scheme

In this article, a two-step discretization method based on multi-quadrics (MQ) radial basis function (RBF) is presented for solving Allen–Cahn (AC) equation with integer derivative for time and space. In the first step, backward Euler formula with Newton iterative method is used to discrete the time direction of AC equation. And RBF method is applied in space for solving semi-discrete linearized problem on a coarse mesh. In the second step, finite difference (FD) and radial basis function-finite difference (RBF-FD) methods are used to solve the problem on a fine mesh, respectively. Numerical tests for the equation are obtained to verify the feasibility and computational efficiency of the considered process. In addition, the comparison between FD and RBF-FD shows that solutions obtained by RBF-FD are higher accuracy.     

Discontinuous Galerkin methods for solving a quasistatic contact problem

We consider the numerical solution of a nonlinear evolutionary variational inequality, arising in the study of quasistatic contact problems. We study spatially semi-discrete and fully discrete schemes for the problem with several discontinuous Galerkin discretizations in space and finite difference discretization in time. Under appropriate regularity assumptions on the solution, a unified error analysis is established for the schemes, reaching the optimal convergence order for linear elements. Numerical results are presented on a two dimensional test problem to illustrate numerical convergence orders.     

Numerical properties of high order discrete velocity solutions to the BGK kinetic equation

A high order numerical method for the solution of model kinetic equations is proposed. The new method employs discontinuous Galerkin (DG) discretizations in the spatial and velocity variables and Runge-Kutta discretizations in the temporal variable. The method is implemented for the one-dimensional Bhatnagar-Gross-Krook equation. Convergence of the numerical solution and accuracy of the evaluation of macroparameters are studied for different orders of velocity discretization. Synthetic model problems are proposed and implemented to test accuracy of discretizations in the free molecular regime. The method is applied to the solution of the normal shock wave problem and the one-dimensional heat transfer problem.     

Convergence of Extrapolated BDF2 Finite Element Schemes for Unsteady Penetrative Convection Model

Extrapolated two-step backward difference (BDF2) in time and finite element in space discretization for the unsteady penetrative convection model is analyzed. Penetrative convection model employs a nonlinear equation of state making the problem more nonlinear. Optimal order error estimates are derived for the semi-discrete finite element spatial discretization. Two time discretization schemes based on linear extrapolation are proposed and analyzed, namely a coupled and a decoupled scheme. In particular, we show that although both schemes are unconditionally nonlinearly stable, the decoupled scheme converges unconditionally whereas coupled scheme requires that the time step be sufficiently small for convergence. These time discretization schemes can be implemented efficiently in practice, saving computational memory. Numerical computations and numerical convergence checks are presented to demonstrate the efficiency and the accuracy of the schemes.     

Uniformly exponentially stable approximations for a class of damped systems

We consider time semi-discrete approximations of a class of exponentially stable infinite-dimensional systems modeling, for instance, damped vibrations. It has recently been proved that for time semi-discrete systems, due to high frequency spurious components, the exponential decay property may be lost as the time step tends to zero. We prove that adding a suitable numerical viscosity term in the numerical scheme, one obtains approximations that are uniformly exponentially stable. This result is then combined with previous ones on space semi-discretizations to derive similar results on fully-discrete approximation schemes. Our method is mainly based on a decoupling argument of low and high frequencies, the low frequency observability property for time semi-discrete approximations of conservative linear systems and the dissipativity of the numerical viscosity on the high frequency components. Our methods also allow to deal directly with stabilization properties of fully discrete approximation schemes without numerical viscosity, under a suitable CFL type condition on the time and space discretization parameters.     

A priori error estimates for a coupled finite element method and mixed finite element method for a fluid-solid interaction problem

This paper presents a heterogeneous finite element method fora fluid–solid interaction problem. The method, which combinesa standard finite element discretization in the fluid regionand a mixed finite element discretization in the solid region,allows the use of different meshes in fluid and solid regions.Both semi-discrete and fully discrete approximations are formulatedand analysed. Optimal order a priori error estimates in theenergy norm are shown. The main difficulty in the analysis iscaused by the two interface conditions which describe the interactionbetween the fluid and the solid. This is overcome by explicitlybuilding one of the interface conditions into the finite elementspaces. Iterative substructuring algorithms are also proposedfor effectively solving the discrete finite element equations.     

Discontinuous Galerkin methods for solving a hyperbolic inequality

In this paper, we study spatially semi‐discrete and fully discrete schemes to numerically solve a hyperbolic variational inequality, with discontinuous Galerkin (DG) discretization in space and finite difference discretization in time. Under appropriate regularity assumptions on the solution, a unified error analysis is established for four DG schemes, which reaches the optimal convergence order for linear elements. A numerical example is presented, and the numerical results confirm the theoretical error estimates.     

非饱和土壤水流问题的CN有限元格式

首先给出二维非饱和土壤水流问题基于Crank-Nicolson(CN)方法的具有时间二阶精度的半离散化格式,然后直接从CN时间半离散化格式出发,建立具有时间二阶精度的全离散化CN有限元格式,并给出误差估计,最后用数值例子说明全离散化CN有限元格式的优越性.这种方法可以绕开关于空间变量的半离散化格式的讨论,提高时间离散的精度,极大地减少时间方向的迭代步,从而减少实际计算中截断误差的积累,提高计算精度和计算效率.     

Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear part is stronger than the linear part, usually called stochastic dominated transport equations. Most standard numerical schemes lose their good stability properties on such equations, including the current linear implicit Euler method. We discretize the SPDE in space by the finite element method and propose a novel scheme called stochastic Rosenbrock-type scheme for temporal discretization. Our scheme is based on the local linearization of the semi-discrete problem obtained after space discretization and is more appropriate for such equations. We provide a strong convergence of the new fully discrete scheme toward the exact solution for multiplicative and additive noise and obtain optimal rates of convergence. Numerical experiments to sustain our theoretical results are provided.     

Subgridscale stabilization of time-dependent convection dominated diffusive transport

In [W.J. Layton, A connection between subgrid scale eddy viscosity and mixed methods, Appl. Math. Comput. 133 (2002) 147-157], a variationally consistent eddy viscosity discretization is given for the stationary convection diffusion equation. We further develop this discretization to include the time-dependent problem. We give comprehensive stability and error analysis of the semi-discrete case. We also state the stability and error results for the fully discrete algorithm with a Crank-Nicholson time discretization. The error bound is near optimal and independent of the diffusion coefficient, ?. Finally, we give guidance on optimal parameter selection for some common finite element spaces.     

Mixed Discontinuous Galerkin Time-Stepping Method for Linear Parabolic Optimal Control Problems

In this paper, we discuss the mixed discontinuous Galerkin (DG) finite element approximation to linear parabolic optimal control problems. For the state variables and the co-state variables, the discontinuous finite element method is used for the time discretization and the Raviart-Thomas mixed finite element method is used for the space discretization. We do not discretize the space of admissible control but implicitly utilize the relation between co-state and control for the discretization of the control. We derive a priori error estimates for the lowest order mixed DG finite element approximation. Moveover, for the element of arbitrary order in space and time, we derive a posteriori $L^2(0, T ;L^2(Ω))$ error estimates for the scalar functions, assuming that only the underlying mesh is static. Finally, we present an example to confirm the theoretical result on a priori error estimates.     

Analysis of a meshless method for the time fractional diffusion-wave equation

In this paper a numerical technique is proposed for solving the time fractional diffusion-wave equation. We obtain a time discrete scheme based on finite difference formula. Then, we prove that the time discrete scheme is unconditionally stable and convergent using the energy method and the convergence order of the time discrete scheme is \(\mathcal {O}(\tau ^{3-\alpha })\). Firstly, we change the main problem based on Dirichlet boundary condition to a new problem based on Robin boundary condition and then, we consider a semi-discrete scheme with Robin boundary condition and show when \(\beta \rightarrow +\infty \) solution of the main semi-discrete problem with Dirichlet boundary condition is convergent to the solution of the new semi-discrete problem with Robin boundary condition. We consider the new semi-discrete problem with Robin boundary condition and use the meshless Galerkin method to approximate the spatial derivatives. Finally, we obtain an error bound for the new problem. We prove that convergence order of the numerical scheme based on Galekin meshless is \(\mathcal {O}(h)\). In the considered method the appeared integrals are approximated using Gauss Legendre quadrature formula. The main aim of the current paper is to obtain an error estimate for the meshless Galerkin method based on the radial basis functions. Numerical examples confirm the efficiency and accuracy of the proposed scheme.     

Analysis of the local discontinuous Galerkin method for the drift-diffusion model of semiconductor devices

We consider the drift-diffusion(DD) model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Poisson potential equation. Optimal error estimates are obtained for both the semi-discrete and fully discrete local discontinuous Galerkin(LDG) schemes with smooth solutions. In the fully discrete scheme, we couple the implicit-explicit(IMEX) time discretization with the LDG spatial discretization, in order to allow larger time steps and to save computational cost. The main technical difficulty in the analysis is to treat the inter-element jump terms which arise from the discontinuous nature of the numerical method and the nonlinearity and coupling of the models. A simulation is also performed to validate the analysis.     

A conservative local discontinuous Galerkin method for the solution of nonlinear Schrdinger equation in two dimensions

In this study, we present a conservative local discontinuous Galerkin(LDG) method for numerically solving the two-dimensional nonlinear Schrdinger(NLS) equation. The NLS equation is rewritten as a firstorder system and then we construct the LDG formulation with appropriate numerical flux. The mass and energy conserving laws for the semi-discrete formulation can be proved based on different choices of numerical fluxes such as the central, alternative and upwind-based flux. We will propose two kinds of time discretization methods for the semi-discrete formulation. One is based on Crank-Nicolson method and can be proved to preserve the discrete mass and energy conservation. The other one is Krylov implicit integration factor(IIF) method which demands much less computational effort. Various numerical experiments are presented to demonstrate the conservation law of mass and energy, the optimal rates of convergence, and the blow-up phenomenon.     

hp-TDG/IPDG for Parabolic Obstacle Problems

We present a mixed hp-FE time DG method combined with an interior penalty DG method for parabolic obstacle problems. The discrete Lagragian multiplier set is spanned by basis functions which are biorthogonal to the basis functions of the primal variable. This allows us to write the discrete mixed problem as a problem of finding the root of a strongly semi-smooth function. In turn, this problem is solved by a locally Q-quadratic converging semi-smooth Newton method. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Development and Comparison of Numerical Fluxes for LWDG Methods

The discontinuous Galerkin （DO） or local discontinuous Galerkin （LDG） method is a spatial discretization procedure for convection-diffusion equations, which employs useful features from high resolution finite volume schemes, such as the exact or approximate Riemann solvers serving as numerical fluxes and limiters. The Lax- Wendroff time discretization procedure is an altemative method for time discretization to the popular total variation diminishing （TVD） Runge-Kutta time discretizations. In this paper, we develop fluxes for the method of DG with Lax-Wendroff time discretization procedure （LWDG） based on different numerical fluxes for finite volume or finite difference schemes, including the first-order monotone fluxes such as the Lax-Friedfichs flux, Godunov flux, the Engquist-Osher flux etc. and the second-order TVD fluxes. We systematically investigate the performance of the LWDG methods based on these different numerical fluxes for convection terms with the objective of obtaining better performance by choosing suitable numerical fluxes. The detailed numerical study is mainly performed for the one-dimensional system case, addressing the issues of CPU cost, accuracy, non-oscillatory property, and resolution of discontinuities. Numerical tests are also performed for two dimensional systems.