On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

Finite element approximation of a problem with a nonlinear Newton boundary condition

The paper is concerned with the study of an elliptic boundary value problem with a nonlinear Newton boundary condition. The existence and uniqueness of the solution of the continuous problem is established with the aid of the monotone operator theory. The main attention is paid to the investigation of the finite element approximation using numerical integration for the computation of nonlinear boundary integrals. The solvability of the discrete finite element problem is proved and the convergence of the approximate solutions to the exact one is analysed. Received April 15, 1996 / Revised version received November 22, 1996     

A unified approach for constructing fast two-step Newton-like methods

We introduce some new very general ways of constructing fast two-step Newton-like methods to approximate a locally unique solution of a nonlinear operator equation in a Banach space setting. We provide existence-uniqueness theorems as well as an error analysis for the iterations involved using Newton-Kantorovich-type hypotheses and the majorant method. Our results depend on the existence of a Lipschitz function defined on a closed ball centered at a certain point and of a fixed radius and with values into the positive real axis. Special choices of this function lead to favorable comparisons with results already in the literature. Some applications to the solution of nonlinear integral equations appearing in radiative transfer as well as to the solution of integral equations of Uryson-type are also provided.     

Error analysis and applications of the Fourier-Galerkin Runge-Kutta schemes for high-order stiff PDEs

An integrating factor mixed with Runge-Kutta technique is a time integration method that can be efficiently combined with spatial spectral approximations to provide a very high resolution to the smooth solutions of some linear and nonlinear partial differential equations. In this paper, the novel hybrid Fourier-Galerkin Runge-Kutta scheme, with the aid of an integrating factor, is proposed to solve nonlinear high-order stiff PDEs. Error analysis and properties of the scheme are provided. Application to the approximate solution of the nonlinear stiff Korteweg-de Vries (the 3rd order PDE, dispersive equation), Kuramoto-Sivashinsky (the 4th order PDE, dissipative equation) and Kawahara (the 5th order PDE) equations are presented. Comparisons are made between this proposed scheme and the competing method given by Kassam and Trefethen. It is found that for KdV, KS and Kawahara equations, the proposed method is the best.     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

An application of the Kantorovich theoremto nonlinear finite element analysis

Summary. Finite element solutions of strongly nonlinear elliptic boundary value problems are considered. In this paper, using the Kantorovich theorem, we show that, if the Fréchet derivative of the nonlinear operator defined by the boundary value problem is an isomorphism at an exact solution, then there exists a locally unique finite element solution near the exact solution. Moreover, several a priori error estimates are obtained. Received March 2, 1998 / Published online September 7, 1999     

A stabilized mixed finite element method for the biharmonic equation based on biorthogonal systems

We propose a stabilized finite element method for the approximation of the biharmonic equation with a clamped boundary condition. The mixed formulation of the biharmonic equation is obtained by introducing the gradient of the solution and a Lagrange multiplier as new unknowns. Working with a pair of bases forming a biorthogonal system, we can easily eliminate the gradient of the solution and the Lagrange multiplier from the saddle point system leading to a positive definite formulation. Using a superconvergence property of a gradient recovery operator, we prove an optimal a priori estimate for the finite element discretization for a class of meshes.     

A posteriori parameter choice strategies for some Newton type methods for the regularization of nonlinearill-posed problems

This paper treats a class of Newton type methods for the approximate solution of nonlinear ill-posed operator equations, that use so-called filter functions for regularizing the linearized equation in each Newton step. For noisy data we derive an aposteriori stopping rule that yields convergence of the iterates to asolution, as the noise level goes to zero, under certain smoothness conditions on the nonlinear operator. Appropriate closeness and smoothness assumptions on the starting value and the solution are shown to lead to optimal convergence rates. Moreover we present an application of the Newton type methods under consideration to a parameter identification problem, together with some numerical results. Received November 29, 1996 / Revised version received April 25, 1997     

Iterative methods for solving nonlinear irregular operator equations in banach space

We present an approach to constructing stable methods for solving nonlinear operator equations in Banach space without anyassumptions on the regularity of the operator. The approach is based on the linearization of the equation and the use of aregularization algorithm to find an approximate solution of the linearized equation at each iteration. The local convergence of proposed methods is proved and the estimations of the rate of convergence are established, provided that solution satisfies a sourcewise representation condition. The case of noisy data is also analysed.     

Numerical verifications of solutions for elliptic equations in nonconvex polygonal domains

Summary In this paper, methods for numerical verifications of solutions for elliptic equations in nonconvex polygonal domains are studied. In order to verify solutions using computer, it is necessary to determine some constants which appear in a priori error estimations. We propose some methods for determination of these constants. In numerical examples, calculating these constants for anL-shaped domain, we verify the solution of a nonlinear elliptic equation.     

Fully discrete approximation methods for the estimation of parabolic systems and boundary parameters

A spatially and temporally discrete numerical approximation scheme is developed for the identification of a class of semilinear parabolic systems with unknown boundary parameters. The identification problem is formulated as a least squares fit to data subject to an equivalent representation for the dynamics in the form of an abstract evolution equation. Finite-dimensional difference equation state approximations are constructed using a cubic spline-based, Galerkin method and the Padé rational function approximations to the exponential. A sequence of approximating identification problems result, the solutions of which are shown to exist and, in a certain sense, approximate solutions to the original identification problem. Numerical results for two examples, one involving the modeling of biological mixing in deep sea sediment cores, and the other, the estimation of transport parameters for indoor mixing, are discussed. In both examples, the identification is based upon actual experimental data.Parts of the research were carried out while the authors were visitors at the Institute for Computer Applications in Science and Engineering (ICASE), NASA Langley Research Center, Hampton, Virginia, which is operated under NASA Contracts No. NAS1-17070 and No. NAS1-17130.Research supported in part by NSF Grant MCS-8205355, AFOSR Contract 81-0198 and ARO Contract ARO-DAAG-29-K-0029.     

Second-order characteristic schemes in time and age for a nonlinear age-structured population model

In this paper, we analyze two new second-order characteristic schemes in time and age for an age-structured population model with nonlinear diffusion and reaction. By using the characteristic difference to approximate the transport term and the average along the characteristics to treat the nonlinear spatial diffusion and reaction terms, an implicit second-order characteristic scheme is proposed. To compute the nonlinear approximation system, an explicit second-order characteristic scheme in time and age is further proposed by using the extrapolation technique. The global existence and uniqueness of the solution of the nonlinear approximation scheme are established by using the theory of variation methods, Schauder’s fixed point theorem, and the technique of prior estimates. The optimal error estimates of second order in time and age are strictly proved for both the implicit and the explicit characteristic schemes. Numerical examples are given to illustrate the performance of the methods.     

Regularized modified α-processes for nonlinear equations with monotone operators

For a stable approximation of the solution to a nonlinear irregular equation with a monotone operator, a two-step method based on Lavrent’ev scheme and nonlinear regularized α-processes is constructed. These processes are shown to have a linear convergence rate when used to approximate the solution of a regularized equation. The error of the regularized solution is estimated, and the two-step method is shown to be order optimal in the well-posedness class of sourcewise representable solutions.     

Efficient computable error bounds for discontinuous Galerkin approximations of elliptic problems

We present guaranteed and computable both sided error bounds for the discontinuous Galerkin (DG) approximations of elliptic problems. These estimates are derived in the full DG-norm on purely functional grounds by the analysis of the respective differential problem, and thus, are applicable to any qualified DG approximation. Based on the triangle inequality, the underlying approach has the following steps for a given DG approximation: (1) computing a conforming approximation in the energy space using the Oswald interpolation operator, and (2) application of the existing functional a posteriori error estimates to the conforming approximation. Various numerical examples with varying difficulty in computing the error bounds, from simple problems of polynomial-type analytic solution to problems with analytic solution having sharp peaks, or problems with jumps in the coefficients of the partial differential equation operator, are presented which confirm the efficiency and the robustness of the estimates.     

An approximation solution of a nonlinear equation with Riemann–Liouville's fractional derivatives by He's variational iteration method

In this article, an application of He's variational iteration method is proposed to approximate the solution of a nonlinear fractional differential equation with Riemann–Liouville's fractional derivatives. Also, the results are compared with those obtained by Adomian's decomposition method and truncated series method. The results reveal that the method is very effective and simple.     

On the balancing principle for some problems of Numerical Analysis

We discuss a choice of weight in penalization methods. The motivation for the use of penalization in computational mathematics is to improve the conditioning of the numerical solution. One example of such improvement is a regularization, where a penalization substitutes an ill-posed problem for a well-posed one. In modern numerical methods for PDEs a penalization is used, for example, to enforce a continuity of an approximate solution on non-matching grids. A choice of penalty weight should provide a balance between error components related with convergence and stability, which are usually unknown. In this paper we propose and analyze a simple adaptive strategy for the choice of penalty weight which does not rely on a priori estimates of above mentioned components. It is shown that under natural assumptions the accuracy provided by our adaptive strategy is worse only by a constant factor than one could achieve in the case of known stability and convergence rates. Finally, we successfully apply our strategy for self-regularization of Volterra-type severely ill-posed problems, such as the sideways heat equation, and for the choice of a weight in interior penalty discontinuous approximation on non-matching grids. Numerical experiments on a series of model problems support theoretical results.     

Fast and Robust Sixth Order Multigrid Computation for 3D Convection Diffusion Equation

We present a sixth-order explicit compact finite difference scheme to solve the three-dimensional (3D) convection-diffusion equation. We first use a multiscale multigrid method to solve the linear systems arising from a 19-point fourth-order discretization scheme to compute the fourth-order solutions on both a coarse grid and a fine grid. Then an operator-based interpolation scheme combined with an extrapolation technique is used to approximate the sixth-order accurate solution on the fine grid. Since the multigrid method using a standard point relaxation smoother may fail to achieve the optimal grid-independent convergence rate for solving convection-diffusion equations with a high Reynolds number, we implement the plane relaxation smoother in the multigrid solver to achieve better grid independency. Supporting numerical results are presented to demonstrate the efficiency and accuracy of the sixth-order compact (SOC) scheme, compared with the previously published fourth-order compact (FOC) scheme.     

A new fitted operator finite difference method to solve systems of evolutionary reaction-diffusion equations

Abstract

In recent years, fitted operator finite difference methods (FOFDMs) have been developed for numerous types of singularly perturbed ordinary differential equations. The construction of most of these methods differed though the final outcome remained similar. The most crucial aspect was how the difference operator was designed to approximate the differential operator in question. Very often the approaches for constructing these operators had limited scope in the sense that it was difficult to extend them to solve even simple one-dimensional singularly perturbed partial differential equations. However, in some of our most recent work, we have successfully designed a class of FOFDMs and extended them to solve singularly perturbed time-dependent partial differential equations. In this paper, we design and analyze a robust FOFDM to solve a system of coupled singularly perturbed parabolic reaction-diffusion equations. We use the backward Euler method for the semi-discretization in time. An FOFDM is then developed to solve the resulting set of boundary value problems. The proposed method is analyzed for convergence. Our method is uniformly convergent with order one and two, respectively, in time and space, with respect to the perturbation parameters. Some numerical experiments supporting the theoretical investigations are also presented.     

An approximation of incompressible miscible displacement in porous media by mixed finite element method and characteristics-mixed finite element method

An approximation scheme is defined for incompressible miscible displacement in porous media. This scheme is constructed by using two methods. Standard mixed finite element is used for the Darcy velocity equation. A characteristics-mixed finite element method is presented for the concentration equation. Characteristic approximation is applied to handle the convection part of the concentration equation, and a lowest-order mixed finite element spatial approximation is adopted to deal with the diffusion part. Thus, the scalar unknown concentration and the diffusive flux can be approximated simultaneously. In order to derive the optimal L²$L^2$-norm error estimates, a post-processing step is included in the approximation to the scalar unknown concentration. This scheme conserves mass globally; in fact, on the discrete level, fluid is transported along the approximate characteristics. Numerical experiments are presented finally to validate the theoretical analysis.     

Energy-conserved splitting FDTD methods for Maxwell’s equations

In this paper, two new energy-conserved splitting methods (EC-S-FDTDI and EC-S-FDTDII) for Maxwell’s equations in two dimensions are proposed. Both algorithms are energy-conserved, unconditionally stable and can be computed efficiently. The convergence results are analyzed based on the energy method, which show that the EC-S-FDTDI scheme is of first order in time and of second order in space, and the EC-S-FDTDII scheme is of second order both in time and space. We also obtain two identities of the discrete divergence of electric fields for these two schemes. For the EC-S-FDTDII scheme, we prove that the discrete divergence is of first order to approximate the exact divergence condition. Numerical dispersion analysis shows that these two schemes are non-dissipative. Numerical experiments confirm well the theoretical analysis results.