Finite-difference discretizations of quadratic control problems governed by ordinary elliptic differential equations

In this paper, we analyze finite difference discretizations for a class of control constrained elliptic optimal control problems. If the optimal control has a derivative of bounded variation, we show discrete quadratic convergence in terms of the mesh size h of the discrete optimal controls. Furthermore, based on the optimality conditions, we construct a new discrete control for which we derive continuous error estimates of order h ².     

A semi-analytical numerical method for solving evolution and elliptic partial differential equations

A new method for analyzing initial–boundary value problems for linear and integrable nonlinear partial differential equations (PDEs) has been introduced by one of the authors.     

On numerical solution of stochastic partial differential equations of elliptic type

We study lattice approximations of stochastic PDEs of elliptic type, driven by a white noise on a bounded domain in ? ^d , for d = 1, 2, 3. We obtain estimates for the rate of convergence of the approximations.     

Preconditioning discretizations of systems of partial differential equations

This survey paper is based on three talks given by the second author at the London Mathematical Society Durham Symposium on Computational Linear Algebra for Partial Differential Equations in the summer of 2008. The main focus will be on an abstract approach to the construction of preconditioners for symmetric linear systems in a Hilbert space setting. Typical examples that are covered by this theory are systems of partial differential equations which correspond to saddle point problems. We will argue that the mapping properties of the coefficient operators suggest that block diagonal preconditioners are natural choices for these systems. To illustrate our approach a number of examples will be considered. In particular, parameter‐dependent systems arising in areas like incompressible flow, linear elasticity, and optimal control theory will be studied. The paper contains analysis of several models which have previously been discussed in the literature. However, here each example is discussed with reference to a more unified abstract approach. Copyright © 2010 John Wiley & Sons, Ltd.     

Hamiltonian identities for elliptic partial differential equations

New identities for elliptic partial differential equations are obtained. Several applications are discussed. In particular, Young's law for the contact angles in triple junction formation is proven rigorously. Structure of level curves of saddle solutions to Allen-Cahn equation are also carefully analyzed.     

On solution uniqueness of elliptic boundary value problems

In this paper, we consider the problem of solution uniqueness for the second order elliptic boundary value problem, by looking at its finite element or finite difference approximations. We derive several equivalent conditions, which are simpler and easier than the boundedness of the entries of the inverse matrix given in Yamamoto et al., [T. Yamamoto, S. Oishi, Q. Fang, Discretization principles for linear two-point boundary value problems, II, Numer. Funct. Anal. Optim. 29 (2008) 213–224]. The numerical experiments are provided to support the analysis made. Strictly speaking, the uniqueness of solution is equivalent to the existence of nonzero eigenvalues in the corresponding eigenvalue problem, and this condition should be checked by solving the corresponding eigenvalue problems. An application of the equivalent conditions is that we may discover the uniqueness simultaneously, while seeking the approximate solutions of elliptic boundary equations.     

On a Liouville phenomenon for entire weak supersolutions of elliptic partial differential equations

We study a new Liouville-type phenomenon for entire weak supersolutions of elliptic partial differential equations of the form A(u)=0 on , n2. Typical examples of the operator A(u) are the p-Laplacian for p>1, the mean curvature operator, and their well-known modifications.     

On elliptic solutions of nonlinear ordinary differential equations

The problem of constructing and classifying exact elliptic solutions of autonomous nonlinear ordinary differential equations is studied. An algorithm for finding elliptic solutions in explicit form is presented.     

Discontinuous Legendre wavelet element method for elliptic partial differential equations

By incorporating the Legendre multiwavelet into the discontinuous Galerkin (DG) method, this paper presents a novel approach for solving Poisson’s equation with Dirichlet boundary, which is known as the discontinuous Legendre multiwavelet element (DLWE) method, derive an adaptive algorithm for the method, and estimate the approximating error of its numerical fluxes. One striking advantage of our method is that the differential operator, boundary conditions and numerical fluxes involved in the elementwise computation can be done with lower time cost. Numerical experiments demonstrate the validity of this method. Furthermore, this paper generalizes the DLWE method to the general elliptic equations defined on a bounded domain and describes the possibilities of constructing optimal adaptive algorithm. The proposed method and its generalizations are also applicable to some other kinds of partial differential equations.     

On the solution of elliptic partial differential equations on regions with corners II: Detailed analysis

In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. Previously, we observed that when the boundary value problems are formulated as boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions, to arbitrary order, for all but finitely many values of the angles. Here, we extend this observation to all values of the angles. We show that the solutions near corners are representable, to arbitrary order, by linear combinations of certain non-integer powers and non-integer powers multiplied by logarithms.     

A posteriori analysis of finite element discretizations of stochastic partial differential delay equations

In this paper, we study a posteriori error estimates for finite element approximation of stochastic partial differential delay equations containing a noise. We derive an energy norm a posteriori bounds for an Euler time-stepping method combined with a standard Galerkin schemes for the problems. For accessibility, we first address the spatially semidiscrete case and then move to the fully discrete scheme.     

Arithmetic partial differential equations, I

We develop an arithmetic analogue of linear partial differential equations in two independent “space-time” variables. The spatial derivative is a Fermat quotient operator, while the time derivative is the usual derivation. This allows us to “flow” integers or, more generally, points on algebraic groups with coordinates in rings with arithmetic flavor. In particular, we show that elliptic curves carry certain canonical “arithmetic flows” that are arithmetic analogues of the convection, heat, and wave equations, respectively. The same is true for the additive and the multiplicative group.     

Predictor-corrector pseudospectral methods for stochastic partial differential equations with additive white noise

Commonly used finite-difference numerical schemes show some deficiencies in the integration of certain types of stochastic partial differential equations with additive white noise. In this paper efficient predictor-corrector spectral schemes to integrate these equations are discussed. They are all based on the discretization of the system in Fourier space. The nonlinear terms are treated using a pseudospectral approach so as to speed up the computations without a significant loss of accuracy. The proposed schemes are applied to solve, both in one and two spatial dimensions, two paradigmatic continuum models arising in the context of nonequilibrium dynamics of growing interfaces: the Kardar-Parisi-Zhang and Lai-Das Sarma-Villain equations. Numerical results about the Lai-Das Sarma-Villain equation in two spatial dimensions have not been previously reported in the literature.     

Analysis and application of finite volume element methods to a class of partial differential equations

The finite volume element (FVE) methods for a class of partial differential equations are discussed and analyzed in this paper. The new initial values are introduced in the finite volume element schemes, and we obtain optimal error estimates in Lp and W1,p (2?p?∞) as well as some superconvergence estimates in W1,p (2?p?∞). The main results in this paper perfect the theory of the finite volume element methods.     

A DGFEM for nondivergence form elliptic equations with Cordes coefficients on curved domains

I. Smears and E. Süli designed and analyzed a discontinuous Galerkin finite element method for the approximation of solutions to elliptic partial differential equations in nondivergence form. The results were proven, based on the assumption that the computational domain was convex and polytopal. In this paper, we extend this framework, allowing for Lipschitz continuous domains with piecewise curved boundaries.     

On one second order elliptic system of three partial differential equations

Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 35, No. 2, pp. 190–197, April–June, 1995.     

High performance solution of partial differential equations discretized using a Chebyshev spectral collocation method

When a Chebyshev spectral collocation method is applied to a flow problem in a rectangularly decomposable domain it leads to the solution of a structured linear system. Since the linear system is solved at each step of a Newton-type iterative process an efficient method to solve it needs to be provided. A level 3 BLAS-based algorithm is presented and its efficiency is studied.     

Krylov methods and determinants for detecting bifurcations in one parameter dependent partial differential equations

In this paper, we study the computation of the sign of the determinant of a large matrix as a byproduct of the preconditioned GMRES method when applied to solve the linear systems arising in the discretization of partial differential equations (PDEs). Numerical experiments are presented where the technique is applied to detect and locate pitchfork and transcritical bifurcation points on a one parameter dependent system. With an appropriate selection of the initial guess in the GMRES method, the technique is shown to detect and accurately locate bifurcation points. We present an analysis that helps to explain the good performance observed in practice. AMS subject classification (2000) 65F40, 15A60, 65P30, 35B60, 65N35, 65F10