Optimal error estimate and superconvergence of the DG method for first-order hyperbolic problems

We consider the original discontinuous Galerkin method for the first-order hyperbolic problems in d-dimensional space. We show that, when the method uses polynomials of degree k, the L₂-error estimate is of order k+1 provided the triangulation is made of rectangular elements satisfying certain conditions. Further, we show the O(h^2k+1)-order superconvergence for the error on average on some suitably chosen subdomains (including the whole domain) and their outflow faces. Moreover, we also establish a derivative recovery formula for the approximation of the convection directional derivative which is superconvergent with order k+1.     

The superconvergence of the composite midpoint rule for the finite-part integral

The composite midpoint rule is probably the simplest one among the Newton-Cotes rules for Riemann integral. However, this rule is divergent in general for Hadamard finite-part integral. In this paper, we turn this rule to a useful one and, apply it to evaluate Hadamard finite-part integral as well as to solve the relevant integral equation. The key point is based on the investigation of its pointwise superconvergence phenomenon, i.e., when the singular point coincides with some a priori known point, the convergence rate of the midpoint rule is higher than what is globally possible. We show that the superconvergence rate of the composite midpoint rule occurs at the midpoint of each subinterval and obtain the corresponding superconvergence error estimate. By applying the midpoint rule to approximate the finite-part integral and by choosing the superconvergence points as the collocation points, we obtain a collocation scheme for solving the finite-part integral equation. More interesting is that the inverse of the coefficient matrix of the resulting linear system has an explicit expression, by which an optimal error estimate is established. Some numerical examples are provided to validate the theoretical analysis.     

The superconvergence of the Newton-Cotes rule for Cauchy principal value integrals

We consider the general (composite) Newton-Cotes method for the computation of Cauchy principal value integrals and focus on its pointwise superconvergence phenomenon, which means that the rate of convergence of the Newton-Cotes quadrature rule is higher than what is globally possible when the singular point coincides with some a priori known point. The necessary and sufficient conditions satisfied by the superconvergence point are given. Moreover, the superconvergence estimate is obtained and the properties of the superconvergence points are investigated. Finally, some numerical examples are provided to validate the theoretical results.     

On spectral methods for Volterra-type integro-differential equations

This paper considers the spectral methods for a Volterra-type integro-differential equation. Firstly, the Volterra-type integro-differential equation is equivalently restated as two integral equations of the second kind. Secondly, a Legendre-collocation method is used to solve them. Then the error analysis is conducted based on the _L∞$L_{\infty }$-norm. In addition, numerical results are presented to confirm our analysis.     

Recovery type superconvergence and a posteriori error estimates for control problems governed by Stokes equations

In this paper, we derive recovery type superconvergence analysis and a posteriori error estimates for the finite element approximation of the distributed optimal control governed by Stokes equations. We obtain superconvergence results and asymptotically exact a posteriori error estimates by applying two recovery methods, which are the patch recovery technique and the least-squares surface fitting method. Our results are based on some regularity assumption for the Stokes control problems and are applicable to the first order conforming finite element method with regular but nonuniform partitions.     

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.     

Dimension splitting for evolution equations

In this paper, we are concerned with splitting methods for the time integration of abstract evolution equations. We introduce an analytic framework which allows us to prove optimal convergence orders for various splitting methods, including the Lie and Peaceman–Rachford splittings. Our setting is applicable for a wide variety of linear equations and their dimension splittings. In particular, we analyze parabolic problems with Dirichlet boundary conditions, as well as degenerate equations on bounded domains. We further illustrate our theoretical results with a set of numerical experiments. This work was supported by the Austrian Science Fund under grant M961-N13.     

On the super-approximation property of Galerkin's method with finite elements

Summary For Galerkin's method with finite elements as trial functions for strongly elliptic operator equations in the Hilbert scaleH ^t the super-approximation property and the optimal convergence rate are obtained by using the Aubin-Nitsche lemma. This applies in particular to spline collocation methods for a wide class of pseudodifferential equations.Dedicated to the memory of Professor Lothar Collatz     

Arch beam models: finite element analysis and superconvergence

Summary This paper studies finite element methods for a class of arch beam models. For both standard and mixed methods, existence and uniqueness results are proved, optimal rates of convergence are obtained and the superconvergence property is established. Reduced integration is shown to be an efficient method for arch beam problems and selected reduced integration is found to be identical to the mixed method. The significance of the analysis is threefold. The mixed method and the reduced integration methods converge uniformly at the optimal rate with respect to the arch thickness parameter, so they are locking free. Second, mixed method and reduced integration keep the superconvergence properties of the standard method. Finally, this is the first attempt to investigate the superconvergence of finite element methods for arch beam problems. We set up two types of superconvergence results: displacement at the nodal points and gradient at the Gauss points.This work was partially supported by the National Science Fundation grant CCR-88-20279     

On local convergence of a symmetric semi-discrete scheme for an abstract analogue of the Kirchhoff equation

The present work considers a nonlinear abstract hyperbolic equation with a self-adjoint positive definite operator, which represents a generalization of the Kirchhoff string equation. A symmetric three-layer semi-discrete scheme is constructed for an approximate solution of a Cauchy problem for this equation. Value of the gradient in the nonlinear term of the scheme is taken at the middle point. It makes possible to find an approximate solution at each time step by inverting the linear operator. Local convergence of the constructed scheme is proved. Numerical calculations for different model problems are carried out using this scheme.     

On the modeling and simulation of boundary flow through partially open pipe ends

The determination of boundary conditions for the Euler equations of gas dynamics in a pipe with partially open pipe ends is considered. The boundary problem is formulated in terms of the exact solution of the Riemann problem and of the St. Venant equation for quasi-steady flow so that a pressure-driven calculation of boundary conditions is defined. The resulting set of equations is solved by a Newton scheme. The proposed algorithm is able to solve for all inflow and outflow situations including choked and supersonic flow.Received: August 7, 2002; revised: November 11, 2002     

On the numerical solution of a logarithmic integral equation of the first kind for the Helmholtz equation

Summary We describe a quadrature method for the numerical solution of the logarithmic integral equation of the first kind arising from the single-layer approach to the Dirichlet problem for the two-dimensional Helmholtz equation in smooth domains. We develop an error analysis in a Sobolev space setting and prove fast convergence rates for smooth boundary data.     

On polynomial collocation for Cauchy singular integral equations with fixed singularities

In this paper we consider a polynomial collocation method for the numerical solution of Cauchy singular integral equations with fixed singularities over the interval, where the fixed singularities are supposed to be of Mellin convolution type. For the stability and convergence of this method in weightedL ² spaces, we derive necessary and sufficient conditions.     

On the influence of numerical integration on mixed finite element approximations of a Maxwell eigenvalue problem

The behaviour of electromagnetic resonances in cavities is modelled by a Maxwell eigenvalue problem (EVP). In the present work, we rewrite the corresponding variational problem, as it arises with a view to the application of a finite element method, in a mixed formulation. For the modelling of realistic problems the integrals occurring in this mixed formulation often cannot be evaluated exactly. We take into account the error arising from numerical quadrature and show convergence to the approximations using exact integration. Finally, some numerical results are presented.     

A class of explicit multistep exponential integrators for semilinear problems

A class of explicit multistep exponential methods for abstract semilinear equations is introduced and analyzed. It is shown that the k-step method achieves order k, for appropriate starting values, which can be computed by auxiliary routines or by one strategy proposed in the paper. Together with some implementation issues, numerical illustrations are also provided.     

Runge–Kutta convolution quadrature methods for well-posed equations with memory

Runge–Kutta based convolution quadrature methods for abstract, well-posed, linear, and homogeneous Volterra equations, non necessarily of sectorial type, are developed. A general representation of the numerical solution in terms of the continuous one is given. The error and stability analysis is based on this representation, which, for the particular case of the backward Euler method, also shows that the numerical solution inherits some interesting qualitative properties, such as positivity, of the exact solution. Numerical illustrations are provided.     

Defect-based local error estimators for splitting methods,with application to Schrödinger equations,Part I: The linear case

We introduce a defect correction principle for exponential operator splitting methods applied to time-dependent linear Schrödinger equations and construct a posteriori local error estimators for the Lie–Trotter and Strang splitting methods. Under natural commutator bounds on the involved operators we prove asymptotical correctness of the local error estimators, and along the way recover the known a priori convergence bounds. Numerical examples illustrate the theoretical local and global error estimates.     

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.     

On the adaptive coupling of FEM and BEM in 2–d–elasticity

Summary. This paper concerns the combination of the finite element method (FEM) and the boundary element method (BEM) using the symmetric coupling. As a model problem in two dimensions we consider the Hencky material (a certain nonlinear elastic material) in a bounded domain with Navier–Lamé differential equation in the unbounded complementary domain. Using some boundary integral operators the problem is rewritten such that the Galerkin procedure leads to a FEM/BEM coupling and quasi–optimally convergent discrete solutions. Beside this a priori information we derive an a posteriori error estimate which allows (up to a constant factor) the error control in the energy norm. Since information about the singularities of the solution is not available a priori in many situation and having in mind the goal of an automatic mesh–refinement we state adaptive algorithms for the –version of the FEM/BEM–coupling. Illustrating numerical results are included. Received April 15, 1994 / Revised version received January 8, 1996