Convergence and stability of a numerical method for micromagnetics

The convergence and stability of a numerical method, which applies a nonconforming finite element method and an artificial boundary method to a multi-atomic Young measure relaxation model, for micromagnetics are analyzed. By revealing some key properties of the solution sets of both the continuous and discrete problems, we show that our numerical method is stable, and the solution set of the continuous problem is well approximated by those of the discrete problems. The performance of our method is also illustrated by some numerical examples. The research was supported in part by the Major State Basic Research Projects (2005CB321701), NSFC projects (10431050, 10571006, 10528102 and 10871011) and RFDP of China.     

Inventory control as a discrete system control for the fixed-order quantity system

This paper shows how to model a problem to find optimal number of replenishments in the fixed-order quantity system as a basic problem of optimal control of the discrete system. The decision environment is deterministic and the time horizon is finite. A discrete system consists of the law of dynamics, control domain and performance criterion. It is primarily a simulation model of the inventory dynamics, but the performance criterion enables various order strategies to be compared. The dynamics of state variables depends on the inflow and outflow rates. This paper explicitly defines flow regulators for the four patterns of the inventory: discrete inflow – continuous/discrete outflow and continuous inflow – continuous/discrete outflow. It has been discussed how to use suggested model for variants of the fixed-order quantity system as the scenarios of the model. To find the optimal process, the simulation-based optimization is used.     

Numerical methods for a coupled system of differential equations arising from a thermal ignition problem

This article is concerned with monotone iterative methods for numerical solutions of a coupled system of a first‐order partial differential equation and an ordinary differential equation which arises from fast‐igniting catalytic converters in automobile engineering. The monotone iterative scheme yields a straightforward marching process for the corresponding discrete system by the finite‐difference method, and it gives not only a computational algorithm for numerical solutions of the problem but also the existence and uniqueness of a finite‐difference solution. Particular attention is given to the “finite‐time” blow‐up property of the solution. In terms of minimal sequence of the monotone iterations, some necessary and sufficient conditions for the blow‐up solution are obtained. Also given is the convergence of the finite‐difference solution to the continuous solution as the mesh size tends to zero. Numerical results of the problem, including a case where the continuous solution is explicitly known, are presented and are compared with the known solution. Special attention is devoted to the computation of the blow‐up time and the critical value of a physical parameter which determines the global existence and the blow‐up property of the solution. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Finite difference approximation of a nonlinear integro-differential system

Finite difference approximation of the nonlinear integro-differential system associated with the penetration of a magnetic field into a substance is studied. The convergence of the finite difference scheme is proved. The rate of convergence of the discrete scheme is given. The decay of the numerical solution is compared with the analytical results proven earlier.     

Numerical analysis of the Cahn-Hilliard equation with a logarithmic free energy

Summary A fully discrete finite element method for the Cahn-Hilliard equation with a logarithmic free energy based on the backward Euler method is analysed. Existence and uniqueness of the numerical solution and its convergence to the solution of the continuous problem are proved. Two iterative schemes to solve the resulting algebraic problem are proposed and some numerical results in one space dimension are presented.     

Solvability of a dynamic contact problem between a piezoelectric body and a conductive foundation

We consider a mathematical model which describes the dynamic process of contact between a piezoelectric body and an electrically conductive foundation. We model the material’s behavior with a nonlinear electro-viscoelastic constitutive law; the contact is frictionless and is described with the normal compliance condition and a regularized electrical conductivity condition. We derive a variational formulation for the problem and then, under a smallness assumption on the data, we prove the existence of a unique weak solution to the model. We also investigate the behavior of the solution with respect the electric data on the contact surface and prove a continuous dependence result. Then, we introduce a fully discrete scheme, based on the finite element method to approximate the spatial variable and the backward Euler scheme to discretize the time derivatives. We treat the contact by using a penalized approach and a version of Newton’s method. We implement this scheme in a numerical code and, in order to verify its accuracy, we present numerical simulations in the study of two-dimensional test problems. These simulations provide a numerical validation of our continuous dependence result and illustrate the effects of the conductivity of the foundation, as well.     

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     

Finite element approximation of a free boundary plasma problem

In this article, we study a finite element approximation for a model free boundary plasma problem. Using a mixed approach (which resembles an optimal control problem with control constraints), we formulate a weak formulation and study the existence and uniqueness of a solution to the continuous model problem. Using the same setting, we formulate and analyze the discrete problem. We derive optimal order energy norm a priori error estimates proving the convergence of the method. Further, we derive a reliable and efficient a posteriori error estimator for the adaptive mesh refinement algorithm. Finally, we illustrate the theoretical results by some numerical examples.     

Convergence of an operator splitting method on a bounded domain for a convection-diffusion-reaction system

We solve a convection-diffusion-sorption (reaction) system on a bounded domain with dominant convection using an operator splitting method. The model arises in contaminant transport in groundwater induced by a dual-well, or in controlled laboratory experiments. The operator splitting transforms the original problem to three subproblems: nonlinear convection, nonlinear diffusion, and a reaction problem, each with its own boundary conditions. The transport equation is solved by a Riemann solver, the diffusion one by a finite volume method, and the reaction equation by an approximation of an integral equation. This approach has proved to be very successful in solving the problem, but the convergence properties where not fully known. We show how the boundary conditions must be taken into account, and prove convergence in L1,loc of the fully discrete splitting procedure to the very weak solution of the original system based on compactness arguments via total variation estimates. Generally, this is the best convergence obtained for this type of approximation. The derivation indicates limitations of the approach, being able to consider only some types of boundary conditions. A sample numerical experiment of a problem with an analytical solution is given, showing the stated efficiency of the method.     

A finite difference approach to the equations of age-dependent population dynamics

We establish the convergence of the finite difference scheme for the nonlinear equations of population dynamics proposed by Guertin and MacCamy. The applicability of the discrete equations to establish qualitative properties of the solution to the continuous problem is also illustrated.     

Higher-order compact finite difference method for systems of reaction–diffusion equations

This paper is concerned with a compact finite difference method for solving systems of two-dimensional reaction–diffusion equations. This method has the accuracy of fourth-order in both space and time. The existence and uniqueness of the finite difference solution are investigated by the method of upper and lower solutions, without any monotone requirement on the nonlinear term. Three monotone iterative algorithms are provided for solving the resulting discrete system efficiently, and the sequences of iterations converge monotonically to a unique solution of the system. A theoretical comparison result for the various monotone sequences is given. The convergence of the finite difference solution to the continuous solution is proved, and Richardson extrapolation is used to achieve fourth-order accuracy in time. An application is given to an enzyme–substrate reaction–diffusion problem, and some numerical results are presented to demonstrate the high efficiency and advantages of this new approach.     

Fully discrete T‐ψ finite element method to solve a nonlinear induction hardening problem

We study an induction hardening model described by Maxwell's equations coupled with a heat equation. The magnetic induction field is assumed a nonlinear constitutional relation and the electric conductivity is temperature‐dependent. The T ‐ψ method is to transform Maxwell's equations to the vector–scalar potential formulations and to solve the potentials by means of the finite element method. In this article, we present a fully discrete T ‐ψ finite element scheme for this nonlinear coupled problem and discuss its solvability. We prove that the discrete solution converges to a weak solution of the continuous problem. Finally, we conclude with two numerical experiments for the coupled system.     

UNCONDITIONAL STABLE DIFFERENCE METHODS WITH INTRINSIC PARALLELISM FOR SEMILINEAR PARABOLIC SYSTEMS OF DIVERGENCE TYPE

The general finite difference schemes with intrinsic parallelism for the boundary value problem of the semilinear parabolic system of divergence type with bounded measurable coefficients is studied. By the approach of the discrete functional analysis, the existence and uniqueness of the discrete vector solutions of the nonlinear difference system with intrinsic parallelism are proved. Moreover the unconditional stability of the general difference schemes with intrinsic parallelism justified in the sense of the continuous dependence of the discrete vector solution of the difference schemes on the discrete initial data of the original problems in the discrete W_2~(2,1) (Q△) norms. Finally the convergence of the discrete vector solutions of the certain difference schemes with intrinsic parallelism to the unique generalized solution of the original semilinear parabolic problem is proved.     

Uniformly convergent difference schemes for a singularly perturbed third order boundary value problem

In this paper we consider a numerical approximation of a third order singularly perturbed boundary value problem by an upwind finite difference scheme on a Shishkin mesh. The behavior of the solution, and the stability of the continuous problem are discussed. The proof of the uniform convergence of the proposed numerical method is based on the strongly uniform stability and a weak consistency property of the discrete problem. Numerical experiments verify our theoretical results.     

General difference schemes with intrinsic parallelism for nonlinear parabolic systems

The boundary value problem for nonlinear parabolic system is solved by the finite difference method with intrinsic parallelism. The existence of the discrete vector solution for the general finite difference schemes with intrinsic parallelism is proved by the fixed-point technique in finite-dimensional Euclidean space. The convergence and stability theorems of the discrete vector solutions of the nonlinear difference system with intrinsic parallelism are proved. The limitation vector function is just the unique generalized solution of the original problem for the parabolic system.     

Convergence of a finite element method for non-parametric mean curvature flow

Summary. Convergence for the spatial discretization by linear finite elements of the non-parametric mean curvature flow is proved under natural regularity assumptions on the continuous solution. Asymptotic convergence is also obtained for the time derivative which is proportional to mean curvature. An existence result for the continuous problem in adequate spaces is included. Received September 30, 1993     

Convergence of a positive nonlinear control volume finite element scheme for an anisotropic seawater intrusion model with sharp interfaces

We study a sharp interface model in the context of seawater intrusion in an anisotropic unconfined aquifer. It is a degenerate parabolic system with cross-diffusion modeling the flow of fresh and saltwater. We study a nonlinear control volume finite element scheme. This scheme ensures the nonnegativity of the discrete solution without any restriction on the transmissibility coefficients. Moreover, it also provides a control on the entropy. The existence of a discrete solution and the convergence of this scheme are obtained, based on nonlinear stability results.     

Study of a Numerical Approach for a Transient Flow Problem in Porous Media

In this work, we deal with the numerical study of the new approximation method proposed in [7] for a transient flow problem in porous media. The stationary problem, obtained from a time discretization of this transient problem, is considered as an optimal shape design formulation. We prove the existence of the solution of the discrete optimal shape problem obtained from finite element discretization. We study the convergence and give numerical results showing the efficiency of the proposed approach.     

非定常不可压Navier-Stokes方程两重网格方法的稳定性和L2误差估计

讨论了二维非定常不可压Navier-Stokes方程的两重网格方法．此方法包括在粗网格上求解一个非线性问题,在细网格上求解一个Stokes问题．采用一种新的全离散(时间离散用Crank-Nicolson格式,空间离散用混合有限元方法)格式数值求解N-S方程．证明了该全离散格式的稳定性．给出了L2误差估计．对比标准有限元方法,在保持同样精度的前提下,TGM能节省大量的计算量．     

Combined effect of explicit time-stepping and quadrature for curvature driven flows

Summary. The flow of a closed surface of codimension 1 in driven by curvature is first approximated by a singularly perturbed parabolic double obstacle problem with small parameter . Conforming piecewise linear finite elements, with mass lumping, over a quasi-uniform and weakly acute mesh of size are further used for space discretization, and combined with forward differences for time discretization with uniform time-step . The resulting explicit schemes are the basis for an efficient algorithm, the so-called dynamic mesh algorithm, and exhibit finite speed of propagation and discrete ondegeneracy. No iteration is required, not even to handle the obstacle constraints. The zero level set of the fully discrete solution is shown to converge past singularities to the true interface, provided and no fattening occurs. If the more stringent relations are enforced, then an interface rate of convergence is derived in the vicinity of regular points, along with a companion for type I singularities. For smooth flows, an interface rate of convergence of is proven, provided and exact integration is used for the potential term. The analysis is based on constructing fully discrete barriers via an explicit parabolic projection with quadrature, which bears some intrinsic interest, Lipschitz properties of viscosity solutions of the level set approach, and discrete nondegeneracy. These basic ingredients are also discussed. Received June 20, 1995