A new stabilized finite element method for advection‐diffusion‐reaction equations

In this article, a new stabilized finite element method is proposed and analyzed for advection‐diffusion‐reaction equations. The key feature is that both the mesh‐dependent Péclet number and the mesh‐dependent Damköhler number are reasonably incorporated into the newly designed stabilization parameter. The error estimates are established, where, up to the regularity‐norm of the exact solution, the explicit‐dependence of the diffusivity, advection, reaction, and mesh size (or the dependence of the mesh‐dependent Péclet number and the mesh‐dependent Damköhler number) is revealed. Such dependence in the error bounds provides a mathematical justification on the effectiveness of the proposed method for any values of diffusivity, advection, dissipative reaction, and mesh size. Numerical results are presented to illustrate the performance of the method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 616–645, 2016     

带尖角的障碍声波散射区域的反演

对带尖角的障碍声波散射区域进行了反演,其前提条件是整体场满足奇次Dirichlet边界条件．在用Nystrom方法解正问题的过程中,由于采用等距网格积分给尖角处带来很差的收敛性,这是因为双层位势的积分算子的核在尖角处有Mellin型奇性,不再是紧算子;为此采用梯度网格,数值例子表明该处理方法的有效可靠性．     

Superconvergence of the direct discontinuous Galerkin method for a time‐fractional initial‐boundary value problem

A time‐fractional reaction–diffusion initial‐boundary value problem with periodic boundary condition is considered on Q ? Ω × [0, T] , where Ω is the interval [0, l] . Typical solutions of such problem have a weak singularity at the initial time t = 0. The numerical method of the paper uses a direct discontinuous Galerkin (DDG) finite element method in space on a uniform mesh, with piecewise polynomials of degree k ≥ 2 . In the temporal direction we use the L1 approximation of the Caputo derivative on a suitably graded mesh. We prove that at each time level of the mesh, our L1‐DDG solution is superconvergent of order k + 2 in L²(Ω) to a particular projection of the exact solution. Moreover, the L1‐DDG solution achieves superconvergence of order (k + 2) in a discrete L²(Q) norm computed at the Lobatto points, and order (k + 1) superconvergence in a discrete H¹(Q) seminorm at the Gauss points; numerical results show that these estimates are sharp.     

A note on finite difference discretizations for Poisson equation on a disk

A simple second‐order finite difference treatment of polar coordinate singularity for Poisson equation on a disk is presented. By manipulating the grid point locations, we can successfully avoid finding numerical boundary condition at the origin so that the resulting matrix is simpler than traditional schemes. The treatments for Dirichlet and Neumann boundary problems are slightly different by adjusting the radial mesh width. Furthermore, the present discretization can be applied with slight modifications to Helmholtz‐type equations. The numerical evidence shows that the second‐order accuracy can also be preserved. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 199–203, 2001     

Fourth‐order compact scheme with local mesh refinement for option pricing in jump‐diffusion model

The value of a contingent claim under a jump‐diffusion process satisfies a partial integro‐differential equation. A fourth‐order compact finite difference scheme is applied to discretize the spatial variable of this equation. It is discretized in time by an implicit‐explicit method. Meanwhile, a local mesh refinement strategy is used for handling the nonsmooth payoff condition. Moreover, the numerical quadrature method is exploited to evaluate the jump integral term. It guarantees a Toeplitz‐like structure of the integral operator such that a fast algorithm is feasible. Numerical results show that this approach gives fourth‐order accuracy in space. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

Flow of a non‐linear (density‐gradient‐dependent) viscous fluid with heat generation,viscous dissipation and radiation

In this paper, we study the flow of a compressible (density‐gradient‐dependent) non‐linear fluid down an inclined plane, subject to radiation boundary condition. The convective heat transfer is also considered where a source term, similar to the Arrhenius type reaction, is included. The non‐dimensional forms of the equations are solved numerically and the competing effects of conduction, dissipation, heat generation and radiation are discussed. Copyright © 2008 John Wiley & Sons, Ltd.     

Discretization of the Navier‐Stokes equations with slip boundary condition

We propose and analyze a two‐level method of discretizing the nonlinear Navier‐Stokes equations with slip boundary condition. The slip boundary condition is appropriate for problems that involve free boundaries, flows past chemically reacting walls, and other examples where the usual no‐slip condition u = 0 is not valid. The two‐level algorithm consists of solving a small nonlinear system of equations on the coarse mesh and then using that solution to solve a larger linear system on the fine mesh. The two‐level method exploits the quadratic nonlinearity in the Navier‐Stokes equations. Our error estimates show that it has optimal order accuracy, provided that the best approximation to the true solution in the velocity and pressure spaces is bounded above by the data. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 26–42, 2001     

Inverse problem for a space‐time fractional diffusion equation: Application of fractional Sturm‐Liouville operator

An inverse problem of determining a time‐dependent source term from the total energy measurement of the system (the over‐specified condition) for a space‐time fractional diffusion equation is considered. The space‐time fractional diffusion equation is obtained from classical diffusion equation by replacing time derivative with fractional‐order time derivative and Sturm‐Liouville operator by fractional‐order Sturm‐Liouville operator. The existence and uniqueness results are proved by using eigenfunction expansion method. Several special cases are discussed, and particular examples are provided.     

Interpolants for sixth‐order Numerov‐type methods

The classical four‐stage family of explicit sixth‐order Numerov‐type method is considered. We provide two kinds of interpolants: (a) a three‐step interpolation based on all available data at mesh points and (b) a local interpolant (ie, two steps) that is constructed after solving scaled equations of condition. These latter equations are explained and provided here. Applying these interpolants in a set of tests, we conclude that they produce global errors of the same magnitude with the underlying method.     

Numerical approximation of two‐dimensional convection‐diffusion equations with boundary layers

Our aim in this article is to show how one can improve the numerical solution of singularity perturbed problems involving boundary layers. Incorporating the structures of boundary layers into finite element spaces can improve the accuracy of approximate solutions and result in significant simplifications. In this article we discuss convection‐diffusion equations in the two‐dimensional space with a homogeneous Dirichlet boundary condition and a mixed boundary condition. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A two‐level finite element method for the stationary Navier‐Stokes equations based on a stabilized local projection

In this article, we propose a two‐level finite element method to analyze the approximate solutions of the stationary Navier‐Stokes equations based on a stabilized local projection. The local projection allows to circumvent the Babuska‐Brezzi condition by using equal‐order finite element pairs. The local projection can be used to stabilize high equal‐order finite element pairs. The proposed method combines the local projection stabilization method and the two‐level method under the assumption of the uniqueness condition. The two‐level method consists of solving a nonlinear equation on the coarse mesh and solving a linear equation on fine mesh. The nonlinear equation is solved by the one‐step Newtonian iteration method. In the rest of this article, we show the error analysis of the lowest equal‐order finite element pair and provide convergence rate of approximate solutions. Furthermore, the numerical illustrations coincide with the theoretical analysis expectations. From the view of computational time, the results show that the two‐level method is effective to solve the stationary Navier‐Stokes equations. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Parameter uniform approximations for time‐dependent reaction‐diffusion problems

Using discrete Green's functions techniques, we present a classification of fitted mesh methods for time‐dependent reaction diffusion problems, based on the analyses of Linß (Linß, Numer Algor 40 (2005), 23–32) for the analogous steady‐state problem and of Kopteva (Kopteva, Computing 66 (2001), 179–197) for time‐dependent convection‐diffusion problems. As examples of how to apply the analysis, we derive error estimates for the fitted meshes of Shishkin and Bakhvalov, and provide supporting numerical results. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Algebraic multigrid and 4th‐order discrete‐difference equations of incompressible fluid flow

This paper investigates the effectiveness of two different Algebraic Multigrid (AMG) approaches to the solution of 4th‐order discrete‐difference equations for incompressible fluid flow (in this case for a discrete, scalar, stream‐function field). One is based on a classical, algebraic multigrid, method (C‐AMG) the other is based on a smoothed‐aggregation method for 4th‐order problems (SA‐AMG). In the C‐AMG case, the inter‐grid transfer operators are enhanced using Jacobi relaxation. In the SA‐AMG case, they are improved using a constrained energy optimization of the coarse‐grid basis functions. Both approaches are shown to be effective for discretizations based on uniform, structured and unstructured, meshes. They both give good convergence factors that are largely independent of the mesh size/bandwidth. The SA‐AMG approach, however, is more costly both in storage and operations. The Jacobi‐relaxed C‐AMG approach is faster, by a factor of between 2 and 4 for two‐dimensional problems, even though its reduction factors are inferior to those of SA‐AMG. For non‐uniform meshes, the accuracy of this particular discretization degrades from 2nd to 1st order and the convergence factors for both methods then become mesh dependent. Copyright © 2009 John Wiley & Sons, Ltd.     

WEB‐spline based mesh‐free finite element analysis for the heat equation and the time‐dependent Navier–Stokes equation: A survey

In this article, we give some numerical techniques and error estimates using web‐spline based mesh‐free finite element method for the heat equation and the time‐dependent Navier–Stokes equations on bounded domains. The web‐spline method uses weighted extended B‐splines on a regular grid as basis functions and does not require any grid generation. We demonstrate the method by providing numerical results for the Poisson's and stationary Stokes equation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Null‐field approach for Laplace problems with circular boundaries using degenerate kernels

In this article, a semi‐analytical method for solving the Laplace problems with circular boundaries using the null‐field integral equation is proposed. The main gain of using the degenerate kernels is to avoid calculating the principal values. To fully utilize the geometry of circular boundary, degenerate kernels for the fundamental solution and Fourier series for boundary densities are incorporated into the null‐field integral equation. An adaptive observer system is considered to fully employ the property of degenerate kernels in the polar coordinates. A linear algebraic system is obtained without boundary discretization. By matching the boundary condition, the unknown coefficients can be determined. The present method can be seen as one kind of semianalytical approaches since error only attributes to the truncated Fourier series. For the eccentric case, vector decomposition technique for the normal and tangential directions is carefully considered in implementing the hypersingular equation in mathematical essence although we transform it to summability to divergent series. The five advantages, well‐posed linear algebraic system, principal value free, elimination of boundary‐layer effect, exponential convergence, and mesh free, are achieved. Several examples involving infinite, half‐plane, and bounded domains with circular boundaries are given to demonstrate the validity of the proposed method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A multilevel finite element method in space‐time for the Navier‐Stokes problem

A multilevel finite element method in space‐time for the two‐dimensional nonstationary Navier‐Stokes problem is considered. The method is a multi‐scale method in which the fully nonlinear Navier‐Stokes problem is only solved on a single coarsest space‐time mesh; subsequent approximations are generated on a succession of refined space‐time meshes by solving a linearized Navier‐Stokes problem about the solution on the previous level. The a priori estimates and error analysis are also presented for the J‐level finite element method. We demonstrate theoretically that for an appropriate choice of space and time mesh widths: h_j ～ h, k_j ～ k, j = 2, …, J, the J‐level finite element method in space‐time provides the same accuracy as the one‐level method in space‐time in which the fully nonlinear Navier‐Stokes problem is solved on a final finest space‐time mesh. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Domain decomposition for a parabolic convection‐diffusion problem

A two‐dimensional convection‐diffusion problem of parabolic type is considered. A multidomain decomposition algorithm with nonoverlapping subdomains based on a upwind scheme and on a piecewise equidistant mesh is investigated. Uniform in a perturbation parameter convergence properties of the algorithm are established. Numerical experiments complement the theoretical results. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Bifurcations and spatiotemporal patterns in a ratio‐dependent diffusive Holling‐Tanner system with time delay

In this paper, we concentrate on the spatiotemporal patterns of a delayed reaction‐diffusion Holling‐Tanner model with Neumann boundary conditions. In particular, the time delay that is incorporated in the negative feedback of the predator density is considered as one of the principal factors to affect the dynamic behavior. Firstly, a global Turing bifurcation theorem for τ = 0 and a local Turing bifurcation theorem for τ > 0 are given. Then, further considering the degenerated situation, we derive the existence of Bogdanov‐Takens bifurcation and Turing‐Hopf bifurcation. The normal form method is used to study the explicit dynamics near the Turing‐Hopf singularity. It is shown that a pair of stable nonconstant steady states (stripe patterns) and a pair of stable spatially inhomogeneous periodic solutions (spot patterns) could be bifurcated from a positive equilibrium. Moreover, the Turing‐Turing‐Hopf–type spatiotemporal patterns, that is, a subharmonic phenomenon with two spatial wave numbers and one temporal frequency, are also found and explained theoretically. Our results imply that the interaction of Turing and Hopf instabilities can be considered as the simplest mechanism for the appearance of complex spatiotemporal dynamics.     

Two‐level discretization of the Navier‐Stokes equations with r‐Laplacian subgridscale viscosity

The r‐Laplacian has played an important role in the development of computationally efficient models for applications, such as numerical simulation of turbulent flows. In this article, we examine two‐level finite element approximation schemes applied to the Navier‐Stokes equations with r‐Laplacian subgridscale viscosity, where r is the order of the power‐law artificial viscosity term. In the two‐level algorithm, the solution to the fully nonlinear coarse mesh problem is utilized in a single‐step linear fine mesh problem. When modeling parameters are chosen appropriately, the error in the two‐level algorithm is comparable to the error in solving the fully nonlinear problem on the fine mesh. We provide rigorous numerical analysis of the two‐level approximation scheme and derive scalings which vary based on the coefficient r, coarse mesh size H, fine mesh size h, and filter radius δ. We also investigate the two‐level algorithm in several computational settings, including the 3D numerical simulation of flow past a backward‐facing step at Reynolds number Re = 5100. In all numerical tests, the two‐level algorithm was proven to achieve the same order of accuracy as the standard one‐level algorithm, at a fraction of the computational cost. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

On the stabilizing effect of convection in three‐dimensional incompressible flows

We investigate the stabilizing effect of convection in three‐dimensional incompressible Euler and Navier‐Stokes equations. The convection term is the main source of nonlinearity for these equations. It is often considered destabilizing although it conserves energy due to the incompressibility condition. In this paper, we show that the convection term together with the incompressibility condition actually has a surprising stabilizing effect. We demonstrate this by constructing a new three‐dimensional model that is derived for axisymmetric flows with swirl using a set of new variables. This model preserves almost all the properties of the full three‐dimensional Euler or Navier‐Stokes equations except for the convection term, which is neglected in our model. If we added the convection term back to our model, we would recover the full Navier‐Stokes equations. We will present numerical evidence that seems to support that the three‐dimensional model may develop a potential finite time singularity. We will also analyze the mechanism that leads to these singular events in the new three‐dimensional model and how the convection term in the full Euler and Navier‐Stokes equations destroys such a mechanism, thus preventing the singularity from forming in a finite time. © 2008 Wiley Periodicals, Inc.