The dynamical behavior of the discontinuous Galerkin method and related difference schemes

We study the dynamical behavior of the discontinuous Galerkin finite element method for initial value problems in ordinary differential equations. We make two different assumptions which guarantee that the continuous problem defines a dissipative dynamical system. We show that, under certain conditions, the discontinuous Galerkin approximation also defines a dissipative dynamical system and we study the approximation properties of the associated discrete dynamical system. We also study the behavior of difference schemes obtained by applying a quadrature formula to the integrals defining the discontinuous Galerkin approximation and construct two kinds of discrete finite element approximations that share the dissipativity properties of the original method.

     

High-Order Leap-Frog Based Discontinuous Galerkin Method for the Time-Domain Maxwell Equations on Non-Conforming Simplicial Meshes

A high-order leap-flog based non-dissipative discontinuous Galerkin timedomain method for solving Maxwell's equations is introduced and analyzed. The proposed method combines a centered approximation for the evaluation of fluxes at the interface between neighboring elements, with a Nth-order leap-frog time scheme. Moreover, the interpolation degree is defined at the element level and the mesh is refined locally in a non-conforming way resulting in arbitrary level hanging nodes. The method is proved to be stable under some CFL-like condition on the time step. The convergence of the semi-discrete approximation to Maxwell's equations is established rigorously and bounds on the global divergence error are provided. Numerical experiments with highorder elements show the potential of the method.     

Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation

The aim of this paper is to derive a numerical scheme for solving stochastic differential equations (SDEs) via Wong-Zakai approximation. One of the most important methods for solving SDEs is Milstein method, but this method is not so popular because the cost of simulating the double stochastic integrals is high. For overcoming this complexity, we present an implicit Milstein scheme based on Wong-Zakai approximation by approximating the Brownian motion with its truncated Haar expansion. The main advantages of this method lie in the fact that it preserves the convergence order and also stability region of the Milstein method while its simulation is much easier than Milstein scheme. We show the convergence rate of the method by some numerical examples.     

Application of wavelet transforms to the solution of boundary value problems for linear parabolic equations

A method based on wavelet transforms is proposed for finding weak solutions to initial-boundary value problems for linear parabolic equations with discontinuous coefficients and inexact data. In the framework of multiresolution analysis, the general scheme for finite-dimensional approximation in the regularization method is combined with the discrepancy principle. An error estimate is obtained for the stable approximate solution obtained by solving a set of linear algebraic equations for the wavelet coefficients of the desired solution.     

Approximation of stochastic equations driven by predictable processes

Summary A theory of stochastic differential equations driven by predictable processes in Stratonovich sense is developed. These driving processes include a large class of discontinuous semimartingales. The theory of stochastic differential equations driven by continuous semimartingales in Stratonovich sense is extended without involving Lebesgue-Stieltjes integrals as done by Meyer. Moreover, a change of variables formula without extra terms involving the jumps of the processes holds for this theory. Results on approximation of driving processes are preserved.Research partially supported by the Institute for Mathematics and its Applications at the University of Minnesota, Minneapolis, USA; by the AFOSR under contract #AFOSR-85-0315, the ARO under contract #DAAG 29-84-K-0082, and #DAAL 03-86-K-0171.     

A new boundary integral equation formulation for plane orthotropic elastic media

A new boundary integral equation formulation for solving plane elasticity problems involving orthotropic media is presented in this paper. Based on the real variable fundamental solutions of the considered problems, a limit theorem for the transformation from domain integral equations into boundary integral equations (BIEs) and a novel decomposition technique to the fundamental solutions, the regularized BIEs with indirect unknowns, which do not involve the direct calculation of CPV and HFP integrals, are established. The limiting process is done in global coordinates and no separate numerical treatment for strong and weak singular integrals was necessary. The current method does not need to transform the considered problems into isotropic ones as is normally done in the existing literature, so no inverse transform is required. The numerical implementation is carried out using both discontinuous quadratic elements and exact elements, which is developed to model its boundary with negligible error. The validity of the proposed scheme is demonstrated by three numerical examples. Excellent agreement between the numerical results and exact solutions was obtained even with using small amounts of element.     

A discontinuous interpolated finite volume approximation of semilinear elliptic optimal control problems

In this article, we describe a discontinuous finite volume method with interpolated coefficients for the numerical approximation of the distributed optimal control problem governed by a class of semilinear elliptic equations with control constraints. The proposed distributed control problem involves three unknown variable: control, state and costate. For the approximation of control, we have adopted three different methodologies: variational discretization, piecewise constant and piecewise linear discretization, while the approximation of state and costate variables is based on discontinuous piecewise linear polynomials. As the resulted scheme is non‐symmetric, optimize‐then‐discretize approach is used to approximate the control problem. Optimal a priori error estimates in suitable natural norms for state, costate and control variables are derived. Moreover, numerical experiments are presented to support the derived theoretical results. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2090–2113, 2017     

Simple nonconforming brick element for 3D Stokes equations

A simple nonconforming brick element is proposed for 3D Stokes equations. This element has 15 degrees of freedom and reaches the lowest approximation order. In the mixed scheme for Stokes equations, we adopt our new element to approximate the velocity, along with the discontinuous piecewise constant element for the pressure. The stability of this scheme is proved and thus the optimal convergence rate is achieved. A numerical example verifies our theoretical analysis.     

Multiresolution schemes for an extended clarifier-thickener model

A fully adaptive finite volume multiresolution scheme for one-dimensional strongly degenerate parabolic equations with discontinuous flux modelling an extended clarifier-thickener, is presented. The numerical scheme is based on a finite volume discretization using the approximation of Engquist-Osher for the flux and explicit time stepping. Cell averages multiresolution scheme speeds up CPU time and memory requirements. A particular feature of our scheme is the storage of the multiresolution representation of the solution in a dynamic graded tree. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Analysis of a semidiscrete discontinuous Galerkin scheme for compressible miscible displacement problem

Numerical approximation of the coupled system of compressible miscible displacement problem in porous media is considered in this paper. A continuous in time discontinuous Galerkin scheme is developed. The symmetric interior penalty discontinuous Galerkin method is used to solve both the flow and transport equations. Upwind technique is used to treat the convection term in the transport equation. The hp-a priori error bounds are derived.     

Convergence and error-bound analysis for mixed problems in compressible flow

We prove convergence and derive an error bound for a finite difference approximation to the discontinuous solution of the Na-vier-Stokes equations for nonisentropic, compressible flow in one-space dimension. The scheme can be implemented under appropriate mesh conditions, and it is shown that the approximations converge at a rate O(δx^¼). The error is measured in a norm which dominates the sup-norm of the error in the discontinuous variable.     

Discontinuous Measure-Valued Branching Processes and Generalized Stochastic Equations

We study a class of integrable and discontinuous measure-valued branching processes. They are constructed as limits of renormalized spatial branching processes, the underlying branching distribution belonging to the domain of attraction of a stable law. These processes, computed on a test function f, are semimartingales whose martingale terms are identified with integrals of f with respect to a martingale measure. According to a representation theorem of continuous (respectively purely discontinuous) martingale measures as stochastic integrals with respect to a white noise (resp. to a POISSON process), we prove that the measure-valued processes that we consider are solutions of stochastic differential equations in the space of L² (Ω)-valued vector measures.     

Radial basis approximation and its application to biharmonic equation

Order of approximating functions and their derivatives by radial bases on arbitrarily scattered data is derived. And then radial bases are used to construct solutions of biharmonic equations that approximate potential integrals for the exact solutions with the order of approximation derived.     

On functional improper Volterra integral equations and impulsive differential equations in ordered Banach spaces

In this paper we derive existence and comparison results for discontinuous improper functional integral equations of Volterra type in an ordered Banach space which has a regular order cone. For this purpose we prove Dominated and Monotone Convergence Theorems for improper integrals. The obtained results are then applied to first-order impulsive differential equations. Concrete examples are also solved by using symbolic programming.     

Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,I

In this series of three papers we study singularly perturbed (SP) boundary value problems for equations of elliptic and parabolic type. For small values of the perturbation parameter parabolic boundary and interior layers appear in these problems. If classical discretisation methods are used, the solution of the finite difference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, adapted grids, we can construct difference schemes that allow approximation of the solution and the normalised diffusive flux uniformly with respect to the small parameter. We also consider singularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite difference schemes, the solution of which converges $ε$-uniformly. We study what problems appear, when classical schemes are used for the approximation of the spatial derivatives. We compare the results with those obtained by the adapted approach. Results of numerical experiments are discussed. In the three papers we first give an introduction on the general problem, and then we consider respectively (i) Problems for SP parabolic equations, for which the solution and the normalised diffusive fluxes are required; (ii) Problems for SP elliptic equations with boundary conditions of Dirichlet, Neumann and Robin type; (iii) Problems for SP parabolic equation with discontinuous boundary conditions.     

Structural Stability of Discontinuous Galerkin Schemes

The goal of this work is to determine classes of traveling solitary wave solutions for a differential approximation of a discontinuous Galerkin finite difference scheme by means of an hyperbolic ansatz. It is shown that spurious solitary waves can occur in finite-difference solutions of nonlinear wave equation. The occurence of such a spurious solitary wave, which exhibits a very long life time, results in a non-vanishing numerical error for arbitrary time in unbounded numerical domain. Such a behavior is referred here to have a structural instability of the scheme, since the space of solutions spanned by the numerical scheme encompasses types of solutions (solitary waves in the present case) that are not solutions of the original continuous equations. This paper extends our previous work about classical schemes to discontinuous Galerkin schemes (David and Sagaut in Chaos Solitons Fractals 41(4):2193?C2199, 2009; Chaos Solitons Fractals 41(2):655?C660, 2009).     

DISCRETE APPROXIMATIONS FOR SINGULARLY PERTURBED BOUNDARY VALUE PROBLEMS WITH PARABOLIC LAYERS,Ⅱ

l)ThisworkwassupportedbyNWOthroughgrantIBo7-3Go12.BOUNDAarv^LUEPRoBLEMFORELLIPTICEQUMIONwiTHMIXEDBOUNDAavCONDITION1.IntroductionInthispedwesketchavarietyofspecialmethodswhichareusedforconstructinge-unifornilyconvergelltschemes-WeshaJldemonstrateamethodwhichachieveshaprovedaccuracyforsolvingsingularlyperturbedb0undaryvalueproblemforeiliPicequatiouswithparabolicboundarylayers-InSecti0n4weshallintroduceanaturalclass,B,oftritefferenceschemes,inwhich(bytheabovementi0nedaP…     

Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,III

1.IntroductionThesolution0fpartialdifferentiaJequationsthataresingularlyperturbedand/orhavediscontinu0usboundaryconditionsgenerallyhave0nlylimitedsmoothness.DuetothisfaCtdndcultiesaPpearwhenwesolvethesepr0blemsbynumericalmethods.Forexampleforregularparab0licequationswithdiscontinuousboundaryconditions,classicalmethods(FDMorFEM)onregularrectangulargridsd0n0tconvergeintheIoo-normonadomainthatincludesaneighbourhood0fthediscontinulty[8,9,4].Iftheparametermultiplyingthehighest-orderderivativeva…     

Numerical simulation of discontinuous waves propagating over a dry bed

A numerical algorithm is proposed for simulating the propagation of discontinuous waves over a dry bed governed by the shallow water equations in the first approximation. The algorithm is based on a modified conservation law of total momentum that takes into account the concentrated momentum loss associated with the formation of local eddy structures within the framework of the long-wave approximation. The modified conservation law involves a heuristic parameter that is chosen so as to agree with laboratory experiments. Numerical results are presented for the formation, propagation, and transformation of a discontinuous wave arising in a complete or partial (in the planned case) collapse of a dam over a bed with a horizontal or sloping bottom or a bottom with a local obstacle in the tailwater area.     

Kolmogorov equations in fractional derivatives for the transition probabilities of continuous-time Markov processes

A family of one-dimensional continuous-time Markov processes is considered, for which the author has earlier determined the transition probabilities by directly solving the Kolmogorov–Chapman equation; these probabilities have the form of single integrals. Analogues of the first and second Kolmogorov equations for the family of processes under consideration are obtained by using a procedure for obtaining integro-differential equations describing Markov processes with discontinuous trajectories. These equations turn out to be equations in fractional derivatives. The results are based on an asymptotic analysis of the transition probability as the start and end times of the transition approach each other. This analysis implies that the trajectories of a given Markov process are divided into two classes, depending on the interval in which they start. Some of the trajectories decay during a short time interval with a certain probability, and others are generated with a certain probability.