A reduced-order extrapolation algorithm based on CNLSMFE formulation and POD technique for two-dimensional Sobolev equations

A reduced-order extrapolation algorithm based on Crank-Nicolson least-squares mixed finite element （CNLSMFE） formulation and proper orthogonal decomposition （POD） technique for two-dimensional （2D） Sobolev equations is established. The error estimates of the reduced-order CNLSMFE solutions and the implementation for the reduced-order extrapolation algorithm are provided. A numerical example is used to show that the results of numerical computations are consistent with theoretical conclusions. Moreover, it is shown that the reduced-order extrapolation algorithm is feasible and efficient for seeking numerical solutions to 2D Sobolev equations.     

A numerical algorithm for determination of a control parameter in two-dimensional parabolic inverse problems

Numerical solution of the parabolic partial differential equations with an unknown parameter play a very important role in engineering applications. In this study we present a high order scheme for determining unknown control parameter and unknown solution of two-dimensional parabolic inverse problem with overspecialization at a point in the spatial domain. In this approach, a compact fourth-order scheme is used to discretize spatial derivatives of equation and reduces the problem to a system of ordinary differential equations(ODEs).Then we apply a fourth order boundary value method to the solution of resulting system of ODEs. So the proposed method has fourth order of accuracy in both space and time components and is unconditionally stable due to the favorable stability property of boundary value methods. The results of numerical experiments are presented and some comparisons are made with several well-known finite difference schemes in the literature.Also we will investigate the effect of noise in data on the approximate solutions.     

LONG TIME ASYMPTOTIC BEHAVIOR OF SOLUTIONS OF EXPLICIT DIFFERENCE SCHEME FOR SEMILINEAR PARABOLIC EQUATIONS

In this paper we prove that the solution of explicit difference scheme for a class of semilinear parabolic equations converges to the solution of difference schemes for the corresponding nonlinear elliptic equations in H1 norm as t →∞. We get the long time asymptotic behavior of the discrete solutions which is interested in comparing to the case of continuous solutions.     

THE REDUCED BASIS TECHNIQUE AS A COARSE SOLVER FOR PARAREAL IN TIME SIMULATIONS

In this paper, we extend the reduced basis methods for parameter dependent problems to the parareal in time algorithm introduced by Lions et al. [12] and solve a nonlinear evolutionary parabolic partial differential equation. The fine solver is based on the finite element method or spectral element method in space and a semi-implicit Runge-Kutta scheme in time. The coarse solver is based on a semi-implicit scheme in time and the reduced basis approximation in space. Of[line-online procedures are developed, and it is proved that the computational complexity of the on-line stage depends only on the dimension of the reduced basis space （typically small）. Parareal in time algorithms based on a multi-grids finite element method and a multi-degrees finite element method are also presented. Some numerical results are reported.     

THE DECAY BEHAVIOR OF SOLUTIONS FOR NONLOCAL BOUNDARY PROBLEMS

A parabolic equation defined on a bounded domain with boundary condition being nonlocal is considered. The existence and the dynamic behavior of the solutions for linear and semilinear equations are investigated in special spaces. One will find that the behavior of the solutions are affected by the boundary conditions. A semigroup approach is employed in this paper.     

Compact ADI Method for Solving Heat Equations in Multi-dimension

A compact alternating direction implicit（ADI） method has been developed for solving multi-dimensional heat equations by introducing the differential operators and the truncation error is O（τ 2 ＋ h 4 ）. It is shown by the discrete Fourier analysis that this new ADI scheme is unconditionally stable and the truncation error O（τ 3 ＋ h 6 ） is gained with once Richardson＇s extrapolation. Some numerical examples are presented to demonstrate the efficiency and accuracy of the new scheme.     

IMAGE SEGMENTATION BY PIECEWISE CONSTANT MUMFORD-SHAH MODEL WITHOUT ESTIMATING THE CONSTANTS

In this work, we try to use the so-called Piecewise Constant Level Set Method （PCLSM） for the Mumford-Shah segmentation model. For image segmentation, the Mumford-Shah model needs to find the regions and the constant values inside the regions for the segmen- tation. In order to use PCLSM for this purpose, we need to solve a minimization problem using the level set function and the constant values as minimization variables. In this work, we test on a model such that we only need to minimize with respect to the level set function, i.e., we do not need to minimize with respect to the constant values. Gradient descent method and Newton method are used to solve the Euler-Lagrange equation for the minimization problem. Numerical experiments are given to show the efficiency and advantages of the new model and algorithms.     

Parallel difference schemes with interface extrapolation terms for quasi-linear parabolic systems

In this paper some new parallel difference schemes with interface extrapolation terms for a quasi-linear parabolic system of equations are constructed. Two types of time extrapolations are proposed to give the interface values on the interface of sub-domains or the values adjacent to the interface points, so that the unconditional stable parallel schemes with the second accuracy are formed. Without assuming heuristically that the original boundary value problem has the unique smooth vector solution, the existence and uniqueness of the discrete vector solutions of the parallel difference schemes constructed are proved. Moreover the unconditional stability of the parallel difference schemes is justified in the sense of the continuous dependence of the discrete vector solution of the schemes on the discrete known data of the original problems in the discrete W2(2,1) (Q△) norms. Finally the convergence of the discrete vector solutions of the parallel difference schemes with interface extrapolation terms to the unique generalized solution of the original quasi-linear parabolic problem is proved. Numerical results are presented to show the good performance of the parallel schemes, including the unconditional stability, the second accuracy and the high parallelism.     

Finite difference scheme based on proper orthogonal decomposition for the nonstationary Navier-Stokes equations

The proper orthogonal decomposition(POD)and the singular value decomposition(SVD) are used to study the finite difference scheme(FDS)for the nonstationary Navier-Stokes equations. Ensembles of data are compiled from the transient solutions computed from the discrete equation system derived from the FDS for the nonstationary Navier-Stokes equations.The optimal orthogonal bases are reconstructed by the elements of the ensemble with POD and SVD.Combining the above procedures with a Galerkin projection approach yields a new optimizing FDS model with lower dimensions and a high accuracy for the nonstationary Navier-Stokes equations.The errors between POD approximate solutions and FDS solutions are analyzed.It is shown by considering the results obtained for numerical simulations of cavity flows that the error between POD approximate solution and FDS solution is consistent with theoretical results.Moreover,it is also shown that this validates the feasibility and efficiency of POD method.     

Second Order Nonlinear Evolution Inclusions Ⅰ： Existence and Relaxation Results

This is the first part of a work on second order nonlinear, nonmonotone evolution inclusions defined in the framework of an evolution triple of spaces and with a multivalued nonlinearity depending on both x（t） and x（t）. In this first part we prove existence and relaxation theorems. We consider the case of an usc, convex valued nonlinearity and we show that for this problem the solution set is nonempty and compact in C^1 （T, H）. Also we examine the Isc, nonconvex case and again we prove the existence of solutions. In addition we establish the existence of extremal solutions and by strengthening our hypotheses, we show that the extremal solutions are dense in C^1 （T, H） to the solutions of the original convex problem （strong relaxation）. An example of a nonlinear hyperbolic optimal control problem is also discussed.     

Reduced-order extrapolation spectral-finite difference scheme based on POD method and error estimation for three-dimensional parabolic equation

In this study, a classical spectral-finite difference scheme (SFDS) for the three-dimensional (3D) parabolic equation is reduced by using proper orthogonal decomposition (POD) and singular value decomposition (SVD). First, the 3D parabolic equation is discretized in spatial variables by using spectral collocation method and the discrete scheme is transformed into matrix formulation by tensor product. Second, the classical SFDS is obtained by difference discretization in time-direction. The ensemble of data are comprised with the first few transient solutions of the classical SFDS for the 3D parabolic equation and the POD bases of ensemble of data are generated by using POD technique and SVD. The unknown quantities of the classical SFDS are replaced with the linear combination of POD bases and a reducedorder extrapolation SFDS with lower dimensions and sufficiently high accuracy for the 3D parabolic equation is established. Third, the error estimates between the classical SFDS solutions and the reduced-order extrapolation SFDS solutions and the implementation for solving the reduced-order extrapolation SFDS are provided. Finally, a numerical example shows that the errors of numerical computations are consistent with the theoretical results. Moreover, it is shown that the reduced-order extrapolation SFDS is effective and feasible to find the numerical solutions for the 3D parabolic equation.     

有限体积法与多重网格法用于提高激波捕捉质量及加速收敛

多重网格技术是一种非常有效的数值计算方法，本文采用多重网格的ＦＡＳ格式进行数值实验，计算加速效果十分明显，同时，结合矢通量分裂用有限体积法，大大提高了主激波的质量。     

A compact difference scheme combined with extrapolation techniques for solving a class of neutral delay parabolic differential equations

In this work, we present an implicit compact difference scheme for solving a class of neutral delay parabolic differential equations (NDPDEs). The unique solvability and unconditional stability of the scheme are proved. The temporal accuracy of the scheme is improved by using different Richardson extrapolation techniques for linear and nonlinear problems, and fourth-order accuracy in both temporal and spatial dimensions is obtained. Finally, numerical experiments are conducted to verify the accuracy and efficiency of the algorithms.     

and Norms Error Estimates in Finite Element Method for Linear Parabolic Interface Problems

We derive new a priori error estimates for linear parabolic equations with discontinuous coefficients. Due to low global regularity of the solutions the error analysis of the standard finite element method for parabolic problems is difficult to adopt for parabolic interface problems. A finite element procedure is, therefore, proposed and analyzed in this paper. We are able to show that the standard energy technique of finite element method for non-interface parabolic problems can be extended to parabolic interface problems if we allow interface triangles to be curved triangles. Optimal pointwise-in-time error estimates in the L ²(Ω) and H ¹(Ω) norms are shown to hold for the semidiscrete scheme. A fully discrete scheme based on backward Euler method is analyzed and pointwise-in-time error estimates are derived. The interfaces are assumed to be arbitrary shape but smooth for our purpose.     

A higher order uniformly convergent method for singularly perturbed parabolic turning point problems

In this article, we study numerical approximation for a class of singularly perturbed parabolic (SPP) convection-diffusion turning point problems. The considered SPP problem exhibits a parabolic boundary layer in the neighborhood of one of the sides of the domain. Some a priori bounds are given on the exact solution and its derivatives, which are necessary for the error analysis. A numerical scheme comprising of implicit finite difference method for time discretization on a uniform mesh and a hybrid scheme for spatial discretization on a generalized Shishkin mesh is proposed. Then Richardson extrapolation method is applied to increase the order of convergence in time direction. The resulting scheme has second-order convergence up to a logarithmic factor in space and second-order convergence in time. Numerical experiments are conducted to demonstrate the theoretical results and the comparative study is done with the existing schemes in literature to show better accuracy of the proposed schemes.     

三维抛物型方程的一个高精度恒稳定的PC格式

对三维抛物型方程,构造了一个高精度恒稳定的PC格式,格式的截断误差阶达到O（△t^2＋△x^4）,通过数值实例验证了所得格式较现有的同类格式的精度提高了二位以上有效数字;然后将Richardson外推法应用于本文格式,得到了具有O（△t^3＋△x^6）阶精度的近似解,并将所得格式推广到了四维情形．     

A fitted numerical method for parabolic turning point singularly perturbed problems with an interior layer

The objective of this paper is to construct and analyze a fitted operator finite difference method (FOFDM) for the family of time‐dependent singularly perturbed parabolic convection–diffusion problems. The solution to the problems we consider exhibits an interior layer due to the presence of a turning point. We first establish sharp bounds on the solution and its derivatives. Then, we discretize the time variable using the classical Euler method. This results in a system of singularly perturbed interior layer two‐point boundary value problems. We propose a FOFDM to solve the system above. Through a rigorous error analysis, we show that the scheme is uniformly convergent of order one with respect to both time and space variables. Moreover, we apply Richardson extrapolation to enhance the accuracy and the order of convergence of the proposed scheme. Numerical investigations are carried out to demonstrate the efficacy and robustness of the scheme.     

Stability and convergence of two‐grid Crank‐Nicolson extrapolation scheme for the time‐dependent natural convection equations

In this paper, we consider the Crank‐Nicolson extrapolation scheme for the 2D/3D unsteady natural convection problem. Our numerical scheme includes the implicit Crank‐Nicolson scheme for linear terms and the recursive linear method for nonlinear terms. Standard Galerkin finite element method is used to approximate the spatial discretization. Stability and optimal error estimates are provided for the numerical solutions. Furthermore, a fully discrete two‐grid Crank‐Nicolson extrapolation scheme is developed, the corresponding stability and convergence results are derived for the approximate solutions. Comparison from aspects of the theoretical results and computational efficiency, the two‐grid Crank‐Nicolson extrapolation scheme has the same order as the one grid method for velocity and temperature in H¹‐norm and for pressure in L²‐norm. However, the two‐grid scheme involves much less work than one grid method. Finally, some numerical examples are provided to verify the established theoretical results and illustrate the performances of the developed numerical schemes.     

A higher order difference method for singularly perturbed parabolic partial differential equations

This paper studies a higher order numerical method for the singularly perturbed parabolic convection-diffusion problems where the diffusion term is multiplied by a small perturbation parameter. In general, the solutions of these type of problems have a boundary layer. Here, we generate a spatial adaptive mesh based on the equidistribution of a positive monitor function. Implicit Euler method is used to discretize the time variable and an upwind scheme is considered in space direction. A higher order convergent solution with respect to space and time is obtained using the postprocessing based extrapolation approach. It is observed that the convergence is independent of perturbation parameter. This technique enhances the order of accuracy from first order uniform convergence to second order uniform convergence in space as well as in time. Comparative study with the existed meshes show the highly effective behavior of the present method.     

EXTRAPOLATION AND DEFECT CORRECTION FOR DIFFUSION EQUATIONS WITH BOUNDARY INTEGRAL CONDITIONS

1IntroductionIn[8],we11avestudiedparabolicintegrodifferentialequationswithhomogeneousboundaryconditionsbyextrapolatiollandcorrectionmethods,andderivedGalerkinapproximationsofthirdorder.Nowweturntodiffusionequationswithboundaryintegralconditions.Letfibearectangulardomain.Weareconcernedwitlltheapproximationtothesolutionofthemodelproblemwheren(x,y)=(m(x,y),"Z(x,y))istheouter--normaldirectiononoff.2GlobalExtrapolationFirstofall,wediscussextrpolationfortheproblem(1.l).Throughouttilepaper,weassum…