L~1空间带弱奇异核的第二类Fredholm积分方程解法探究

针对带有弱奇异核的第二类Fredholm积分方程数值解法问题,介绍了两种方法.一种方法是直接用L~1空间中的离散化方法求其数值解;另一种方法是将弱奇异核通过迭代变为连续核,再用L~1空间中的离散化方法求其数值解,且通过对具体算例作图分析,从而得出直接用L~1空间中离散化方法更好.     

Analysis of fully discrete approximations to parabolic problems with rough or distribution-valued initial data

Summary. We consider fully discrete approximations to a parabolic initial-boundary value problem with rough or distribution-valued initial data in two space dimensions. For discretization in time and space, we apply single step methods and the standard Galerkin method with piecewise linear test functions, respectively. For spatial discretization of the initial condition, we are however forced to use more involved constructions. Our main result is stability and error estimates of the discrete solutions. Received October 21, 1999 / Revised version received May 3, 2001 / Published online December 18, 2001     

Analysis of stability and dispersion in a finite element method for Debye and Lorentz dispersive media

We study the stability properties of, and the phase error present in, a finite element scheme for Maxwell's equations coupled with a Debye or Lorentz polarization model. In one dimension we consider a second order formulation for the electric field with an ordinary differential equation for the electric polarization added as an auxiliary constraint. The finite element method uses linear finite elements in space for the electric field as well as the electric polarization, and a theta scheme for the time discretization. Numerical experiments suggest the method is unconditionally stable for both Debye and Lorentz models. We compare the stability and phase error properties of the method presented here with those of finite difference methods that have been analyzed in the literature. We also conduct numerical simulations that verify the stability and dispersion properties of the scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

The finite element method for parabolic equations

Summary In this first of two papers, computable a posteriori estimates of the space discretization error in the finite element method of lines solution of parabolic equations are analyzed for time-independent space meshes. The effectiveness of the error estimator is related to conditions on the solution regularity, mesh family type, and asymptotic range for the mesh size. For clarity the results are limited to a model problem in which piecewise linear elements in one space dimension are used. The results extend straight-forwardly to systems of equations and higher order elements in one space dimension, while the higher dimensional case requires additional considerations. The theory presented here provides the basis for the analysis and adaptive construction of time-dependent space meshes, which is the subject of the second paper. Computational results show that the approach is practically very effective and suggest that it can be used for solving more general problems.The work was partially supported by ONR Contract N00014-77-C-0623     

ERROR ESTIMATES FOR TWO-SCALE COMPOSITE FINITE ELEMENT APPROXIMATIONS OF NONLINEAR PARABOLIC EQUATIONS

We study spatially semidiscrete and fully discrete two-scale composite finite element method for approximations of the nonlinear parabolic equations with homogeneous Dirich-let boundary conditions in a convex polygonal domain in the plane.This new class of finite elements,which is called composite finite elements,was first introduced by Hackbusch and Sauter[Numer.Math.,75(1997),pp.447-472]for the approximation of partial differential equations on domains with complicated geometry.The aim of this paper is to introduce an efficient numerical method which gives a lower dimensional approach for solving par-tial differential equations by domain discretization method.The composite finite element method introduces two-scale grid for discretization of the domain,the coarse-scale and the fine-scale grid with the degrees of freedom lies on the coarse-scale grid only.While the fine-scale grid is used to resolve the Dirichlet boundary condition,the dimension of the finite element space depends only on the coarse-scale grid.As a consequence,the resulting linear system will have a fewer number of unknowns.A continuous,piecewise linear composite finite element space is employed for the space discretization whereas the time discretization is based on both the backward Euler and the Crank-Nicolson methods.We have derived the error estimates in the L∞(L2)-norm for both semidiscrete and fully discrete schemes.Moreover,numerical simulations show that the proposed method is an efficient method to provide a good approximate solution.     

On the solution of the non-local parabolic partial differential equations via radial basis functions

In this paper, the problem of solving the one-dimensional parabolic partial differential equation subject to given initial and non-local boundary conditions is considered. The approximate solution is found using the radial basis functions collocation method. There are some difficulties in computing the solution of the time dependent partial differential equations using radial basis functions. If time and space are discretized using radial basis functions, the resulted coefficient matrix will be very ill-conditioned and so the corresponding linear system cannot be solved easily. As an alternative method for solution, we can use finite-difference methods for discretization of time and radial basis functions for discretization of space. Although this method is easy to use but an accurate solution cannot be provided. In this work an efficient collocation method is proposed for solving non-local parabolic partial differential equations using radial basis functions. Numerical results are presented and are compared with some existing methods.     

The optimal relaxation parameter for the SOR method applied to the Poisson equation in any space dimensions

The finite difference discretization of the Poisson equation with Dirichlet boundary conditions leads to a large, sparse system of linear equations for the solution values at the interior mesh points. This problem is a popular and useful model problem for performance comparisons of iterative methods for the solution of linear systems. To use the successive overrelaxation (SOR) method in these comparisons, a formula for the optimal value of its relaxation parameter is needed. In standard texts, this value is only available for the case of two space dimensions, even though the model problem is also instructive in higher dimensions. This note extends the derivation of the optimal relaxation parameter to any space dimension and confirms its validity by means of test calculations in three dimensions.     

On some boundary element methods for the heat equation

Summary The object of this paper is to study some boundary element methods for the heat equation. Two approaches are considered. The first, based on the heat potential, has been studied numerically by previous authors. Here the convergence analysis in one space dimension is presented. In the second approach, the heat equation is first descretized in time and the resulting elliptic problem is put in the boundary formulation. A straight forward implicit method and Crank-Nicolson's method are thus studied. Again convergence in one space dimension is proved.     

A fourth-order split-step pseudospectral scheme for the Kuramoto-Tsuzuki equation

The numerics of the Kuramoto-Tsuzuki equation is dealt with in this paper. We propose a split-step Fourier pseudospectral discretization for solving the problem, which is split into one linear subproblem and one nonlinear subproblem. The nonlinear subproblem is integrated exactly via solving the equations for the amplitude and phase angle of the unknown complex-valued function respectively. The linear subproblem is first approximated by Fourier pseudospectral discretization to the spatial derivative, and then integrated exactly in phase space via solving the equations for the Fourier coefficients analytically. We apply a fourth-order splitting integration in time advances, and therefore the overall error in space discretization is of spectral order and the overall error in time discretization is of fourth order which merely comes from the splitting. The scheme is fully explicit, easy to implement and quite efficient thanks to FFT. Moreover, it is time reversible and gauge invariant which are two properties in the continuous problem. Extensive numerical results are reported, which are geared towards testing the convergence and demonstrating the efficiency and accuracy.     

High order compact solution of the one‐space‐dimensional linear hyperbolic equation

In this article, we introduce a high‐order accurate method for solving one‐space dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth order for discretizing spatial derivative of linear hyperbolic equation and collocation method for the time component. The main property of this method additional to its high‐order accuracy due to the fourth order discretization of spatial derivative, is its unconditionally stability. In this technique the solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. Numerical results show that the compact finite difference approximation of fourth order and collocation method produce a very efficient method for solving the one‐space‐dimensional linear hyperbolic equation. We compare the numerical results of this paper with numerical results of (Mohanty, 3 .© 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Galerkin-petrov limit schemes for the convection-diffusion equation

In the present paper, we suggest a method for constructing grid schemes for the multidimensional convection-diffusion equation. The method is based on the approximation of the integral identity that is used in the definition of a weak solution of the differential problem. The use of spaces of smooth trial functions and spaces of functions with possible discontinuities in which the solution of the original problem is sought naturally leads to Galerkin-Petrov methods. The suggested method for the construction of grid schemes is based on a finite-element semidiscretization of the original space with respect to space variables, which constructs the space of trial functions on the basis of the direction of the convective transport near the boundaries of finite elements, the limit passage from a scheme with smooth trial functions to schemes with discontinuous trial functions, and the further discretization of the resulting equations with respect to the time variable. We prove the stability of the constructed difference schemes and present the results of computations for model problems.     

Stability of time‐splitting schemes for the Stokes problem with stabilized finite elements

The time‐dependent Stokes problem is solved using continuous, piecewise linear finite elements and a classical stabilization procedure. Four order‐one methods are proposed for the time discretization. The first one is nothing but the Euler backward scheme and requires a large linear system involving the velocity and pressure unknowns to be solved. The other three schemes allow velocity and pressure computations to be decoupled, namely the pressure‐matrix method, a method based on an inexact LU factorization, and an operator splitting method. Stability and condition number estimates are derived. Numerical experiments in two space dimensions confirm the theoretical predictions. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:632–656, 2001     

Elementos finitos em formulação mista de mínimos quadrados para a simulação da convecção-difusão em regime transiente

A mixed least-squares finite element scheme designed for solving the transient convection-diffusion equations expressed in terms of both the primal unknown and its flux, incorporating or not a reaction term, is studied. Once a time discretization of the Crank-Nicholson type is performed, the resulting system of equations allows for a stable approximation of both fields, by means of classical Lagrange continuous piecewise polynomial functions of arbitrary degree, in both simplicial and non-simplicial geometry, in any space dimension. The scheme is also convergent in space in the mean-square sense as far as the primal unknown field, its gradient, the flux variable and its divergence are concerned, and in time in an appropriate sense for each one of these four fields. Numerical results certify that the scheme performs well for any Péclet number, thereby allowing to confirm theoretical predictions, at least in the case where there is no narrow boundary layer. In the latter case however the method fails to produce reliable results. The technique is also compared with three existing methods to solve the convection-diffusion equations in the transient case. These include two recent ones proposed by the first author and collaborators.     

A novel efficient method for nonlinear boundary value problems

We present two new two-level compact implicit variable mesh numerical methods of order two in time and two in space, and of order two in time and three in space for the solution of 1D unsteady quasi-linear biharmonic problem subject to suitable initial and boundary conditions. The simplicity of the proposed methods lies in their three-point discretization without requiring any fictitious points for incorporating the boundary conditions. The derived methods are shown to be unconditionally stable for a model linear problem for uniform mesh. We also discuss how our formulation is able to handle linear singular problem and ensure that the developed numerical methods retain their orders and accuracy everywhere in the solution region. The proposed difference methods successfully works for the highly nonlinear Kuramoto-Sivashinsky equation. Many physical problems are solved to demonstrate the accuracy and efficiency of the proposed methods. The numerical results reveal that the obtained solutions not only approximate the exact solutions very well but are also much better than those available in earlier research studies.     

Implicit-explicit multistep finite element methods for nonlinear parabolic problems

We approximate the solution of initial boundary value problems for nonlinear parabolic equations. In space we discretize by finite element methods. The discretization in time is based on linear multistep schemes. One part of the equation is discretized implicitly and the other explicitly. The resulting schemes are stable, consistent and very efficient, since their implementation requires at each time step the solution of a linear system with the same matrix for all time levels. We derive optimal order error estimates. The abstract results are applied to the Kuramoto-Sivashinsky and the Cahn-Hilliard equations in one dimension, as well as to a class of reaction diffusion equations in

     

Error estimates for parabolic optimal control problems with control and state constraints

The numerical approximation to a parabolic control problem with control and state constraints is studied in this paper. We use standard piecewise linear and continuous finite elements for the space discretization of the state, while the dG(0) method is used for time discretization. A priori error estimates for control and state are obtained by an improved maximum error estimate for the corresponding discretized state equation. Numerical experiments are provided which support our theoretical results.     

Operator splitting methods for pricing American options under stochastic volatility

We consider the numerical pricing of American options under Heston’s stochastic volatility model. The price is given by a linear complementarity problem with a two-dimensional parabolic partial differential operator. We propose operator splitting methods for performing time stepping after a finite difference space discretization. The idea is to decouple the treatment of the early exercise constraint and the solution of the system of linear equations into separate fractional time steps. With this approach an efficient numerical method can be chosen for solving the system of linear equations in the first fractional step before making a simple update to satisfy the early exercise constraint. Our analysis suggests that the Crank–Nicolson method and the operator splitting method based on it have the same asymptotic order of accuracy. The numerical experiments show that the operator splitting methods have comparable discretization errors. They also demonstrate the efficiency of the operator splitting methods when a multigrid method is used for solving the systems of linear equations.     

基于二重网格的定常Navier-Stokes方程的局部和并行有限元算法

对二维定常的不可压缩的Navier-Stokes方程的局部和并行算法进行了研究．给出的算法是多重网格和区域分解相结合的算法,它是基于两个有限元空间:粗网格上的函数空间和子区域的细网格上的函数空间．局部算法是在粗网格上求一个非线性问题,然后在细网格上求一个线性问题,并舍掉内部边界附近的误差相对较大的解．最后,基于局部算法,通过有重叠的区域分解而构造了并行算法,并且做了算法的误差分析,得到了比标准有限元方法更好的误差估计,也对算法做了数值试验,数值结果通过比较验证了本算法的高效性和合理性．     

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.     

A Petrov-Galerkin method and boundary approximations for hyperbolic initial boundary-value problems

The Petrov-Galerkin method is used to construct a semidiscrete approximation for hyperbolic systems of equations in one space dimension. Stability is analyzed for the Cauchy problem and for an initial and boundary-value problem with positive and negative characeristic speeds of unequal magnitude. Numerical experiments are conducted on a linear problem to support the stability analysis and to compare the accuracies of various boundary approximations. Experiments on a nonlinear problem check the viability of the best boundary method.