Asymptotics of eigenvalues of A regular boundary-value problem

We study a boundary-value problem x ⁽ⁿ⁾ + Fx = λx, U _h(x) = 0, h = 1,..., n, where functions x are given on the interval [0, 1], a linear continuous operator F acts from a Hölder space H ^y into a Sobolev space W ₁ ^n+s , U _h are linear continuous functional defined in the space $H^{k_h } $ , and k _h ≤ n + s - 1 are nonnegative integers. We introduce a concept of k-regular-boundary conditions U _h(x)=0, h = 1, ..., n and deduce the following asymptotic formula for eigenvalues of the boundary-value problem with boundary conditions of the indicated type: $\lambda _v = \left( {i2\pi v + c_ \pm + O(|v|^\kappa )} \right)^n $ , v = ± N, ± N ± 1,..., which is true for upper and lower sets of signs and the constants κ≥0 and c _± depend on boundary conditions.     

Two-level pressure projection finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions

The two-level pressure projection stabilized finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions are investigated in this paper, whose variational formulation is the Navier-Stokes type variational inequality problem of the second kind. Based on the P₁-P₁ triangular element and using the pressure projection stabilized finite element method, we solve a small Navier-Stokes type variational inequality problem on the coarse mesh with mesh size H and solve a large Stokes type variational inequality problem for simple iteration or a large Oseen type variational inequality problem for Oseen iteration on the fine mesh with mesh size h. The error analysis obtained in this paper shows that if h=O(H²), the two-level stabilized methods have the same convergence orders as the usual one-level stabilized finite element methods, which is only solving a large Navier-Stokes type variational inequality problem on the fine mesh. Finally, numerical results are given to verify the theoretical analysis.     

A mixed boundary value problem for a singularly perturbed reaction-diffusion equation in an L-shaped domain

A mixed boundary value problem for a singularly perturbed reaction-diffusion equation in an L-shaped domain is considered for when the solution has singularities at the corners of the domain. The densification of the Shishkin mesh near the inner corner where different boundary conditions meet is such that the solution obtained by the classical five-point difference scheme converges to the solution of the initial problem in the mesh norm L _?? ^h uniformly with respect to the small parameter with almost second order, i.e., as a smooth solution. Numerical analysis confirms the theoretical result.     

A uniqueness theorem for indefinite Sturm-Liouville operators

In this paper, we discuss the inverse problem for indefinite Sturm-Liouville operators on the finite interval [a, b]. For a fixed index n(n = 0, 1, 2, ··· ), given the weight function ω(x), we will show that the spectral sets {λ n (q, h a , h k )} +∞ k=1 and {λ-n (q, h b , h k )} +∞ k=1 for distinct h k are sufficient to determine the potential q(x) on the finite interval [a, b] and coefficients h a and h b of the boundary conditions.     

Boundary Value Problems for the Elliptic Sine-Gordon Equation in a Semi-strip

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a substantial generalization of the inverse scattering transform and can be used for the analysis of boundary as opposed to initial-value problems. We first express the solution in terms of a 2×2 matrix Riemann–Hilbert problem whose “jump matrix” depends on both the Dirichlet and the Neumann boundary values. For a well posed problem one of these boundary values is an unknown function. This unknown function is characterised in terms of the so-called global relation, but in general this characterisation is nonlinear. We then concentrate on the case that the prescribed boundary conditions are zero along the unbounded sides of a semistrip and constant along the bounded side. This corresponds to a case of the so-called linearisable boundary conditions, however, a major difficulty for this problem is the existence of non-integrable singularities of the function q _y at the two corners of the semistrip; these singularities are generated by the discontinuities of the boundary condition at these corners. Motivated by the recent solution of the analogous problem for the modified Helmholtz equation, we introduce an appropriate regularisation which overcomes this difficulty. Furthermore, by mapping the basic Riemann–Hilbert problem to an equivalent modified Riemann–Hilbert problem, we show that the solution can be expressed in terms of a 2×2 matrix Riemann–Hilbert problem whose “jump matrix” depends explicitly on the width of the semistrip L, on the constant value d of the solution along the bounded side, and on the residues at the given poles of a certain spectral function denoted by h(λ). The determination of the function h remains open.     

A highly accurate numerical solution of a biharmonic equation

The coefficients for a nine–point high–order accuracy discretization scheme for a biharmonic equation ∇ ⁴u = f(x, y) (∇² is the two–dimensional Laplacian operator) are derived. The biharmonic problem is defined on a rectangular domain with two types of boundary conditions: (1) u and ∂²u/∂n² or (2) u and ∂u/part;n (where ∂/part;n is the normal to the boundary derivative) are specified at the boundary. For both considered cases, the truncation error for the suggested scheme is of the sixth-order O(h⁶) on a square mesh (h_x = h_y = h) and of the fourth-order O(h⁴_xh²_xh²_y h⁴_y) on an unequally spaced mesh. The biharmonic equation describes the deflection of loaded plates. The advantage of the suggested scheme is demonstrated for solving problems of the deflection of rectangular plates for cases of different boundary conditions: (1) a simply supported plate and (2) a plate with built-in edges. In order to demonstrate the high–order accuracy of the method, the numerical results are compared with exact solutions. © John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 375–391, 1997     

Uniform grid approximation of nonsmooth solutions to the mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a rectangle

A mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a square is considered. A Neumann condition is specified on one side of the square, and a Dirichlet condition is set on the other three. It is assumed that the coefficient of the equation, its right-hand side, and the boundary values of the desired solution or its normal derivative on the sides of the square are smooth enough to ensure the required smoothness of the solution in a closed domain outside the neighborhoods of the corner points. No compatibility conditions are assumed to hold at the corner points. Under these assumptions, the desired solution in the entire closed domain is of limited smoothness: it belongs only to the Hölder class C ^μ, where μ ∈ (0, 1) is arbitrary. In the domain, a nonuniform rectangular mesh is introduced that is refined in the boundary domain and depends on a small parameter. The numerical solution to the problem is based on the classical five-point approximation of the equation and a four-point approximation of the Neumann boundary condition. A mesh refinement rule is described under which the approximate solution converges to the exact one uniformly with respect to the small parameter in the L _∞ ^h norm. The convergence rate is O(N ^?2ln² N), where N is the number of mesh nodes in each coordinate direction. The parameter-uniform convergence of difference schemes for mixed problems without compatibility conditions at corner points was not previously analyzed.     

A highly accurate homogeneous scheme for solving the laplace equation on a rectangular parallelepiped with boundary values in C k, 1

In this paper, a homogeneous scheme with 26-point averaging operator for the solution of Dirichlet problem for Laplace??s equation on rectangular parallelepiped is analyzed. It is proved that the order of convergence is O(h ⁴), where h is the mesh step, when the boundary functions are from C ^{3, 1}, and the compatibility condition, which results from the Laplace equation, for the second order derivatives on the adjacent faces is satisfied on the edges. Futhermore, it is proved that the order of convergence is O(h ⁶(|lnh| + 1)), when the boundary functions are from C ^{5, 1}, and the compatibility condition for the fourth order derivatives is satisfied. These estimations can be used to justify different versions of domain decomposition methods.     

Carleson Type Measures for Harmonic Mixed Norm Spaces with Application to Toeplitz Operators

Let Ω be a bounded domain in Rnwith a smooth boundary, and let h p,q be the space of all harmonic functions with a finite mixed norm. The authors first obtain an equivalent norm on h p,q, with which the definition of Carleson type measures for h p,q is obtained. And also, the authors obtain the boundedness of the Bergman projection on h p,q which turns out the dual space of h p,q. As an application, the authors characterize the boundedness(and compactness) of Toeplitz operators T μ on h p,q for those positive finite Borel measures μ.     

A new approach to numerical solution of fixed-point problems and its application to delay differential equations

In this paper we consider a certain approximation of fixed-points of a continuous operator A mapping the metric space into itself by means of finite dimensional ε(h)-fixed-points of A. These finite dimensional functions are obtained from functions defined on discrete space grid points (related to a parameter h→0) by applying suitably chosen extension operators p_h. A theorem specifying necessary and sufficient conditions for existence of fixed-points of A in terms of ε(h)-fixed-points of A is given. A corollary which follows the theorem yields an approximate method for a fixed-point problem and determines conditions for its convergence. An example of application of the obtained general results to numerical solving of boundary value problems for delay differential equations is provided.Numerical experiments carried out on three examples of boundary value problems for second order delay differential equations show that the proposed approach produces much more accurate results than many other numerical methods when applied to the same examples.     

A two-stage difference method for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped

A novel two-stage difference method is proposed for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped. At the first stage, approximate values of the sum of the pure fourth derivatives of the desired solution are sought on a cubic grid. At the second stage, the system of difference equations approximating the Dirichlet problem is corrected by introducing the quantities determined at the first stage. The difference equations at the first and second stages are formulated using the simplest six-point averaging operator. Under the assumptions that the given boundary values are six times differentiable at the faces of the parallelepiped, those derivatives satisfy the Hölder condition, and the boundary values are continuous at the edges and their second derivatives satisfy a matching condition implied by the Laplace equation, it is proved that the difference solution to the Dirichlet problem converges uniformly as O(h ⁴lnh ^?1), where h is the mesh size.     

Finite element methods for symmetric hyperbolic equations

A finite difference method for the solution of symmetric positive differential equations has already been developped (Katsanis [4]). The finite difference solutions where shown to converge at the rateO(ith ^1/2) ash approaches zero,h being the maximum distance between two adjacent mesh points. Here we try to get a better rate of convergence, using a Rayleigh Ritz Galerkin method. We first give a “weak” formulation of the equations, slightly different from the usual one (Friedrichs [3]), in order to take into account the boundary conditions. We define a finite dimensional subspaceV _h ofH ¹(Ω), in which we look for an approximate solutionu _h . We show that when the exact solutionu is smooth enough, we get the error estimate: $$\left| {u - u_h } \right|L^2 (\Omega ) \leqq C\mathop {\inf }\limits_{v_h \in V_h } \left\{ {\left\| {u - v_h } \right\|H^1 (\Omega ) + \mathop {\sup }\limits_{w_h \in V_h } \frac{{\int\limits_\Gamma {\left| {u - v_h } \right|\left| {w_h } \right|d\Gamma } }}{{\left| {w_h } \right|L^2 (\Omega )}}} \right\}$$ where |·| denotes the Euclidean norm inR ^P . Thus, as is the case for elliptic or parabolic equations, the problem of estimating the error is reduced to questions in approximation theory. When those results are applied to finite element methods, with polynomial approximations of degree ≦k over eachn-simplex we obtain a rate of convergence ofO(h ^k) ash approaches zero,h being the supremum of the diameters of then-simplices.     

Spectral gaps for periodic Schrödinger operators with hypersurface magnetic wells: Analysis near the bottom

We consider a periodic magnetic Schrödinger operator Hh, depending on the semiclassical parameter h>0, on a noncompact Riemannian manifold M such that H¹(M,R)=0 endowed with a properly discontinuous cocompact isometric action of a discrete group. We assume that there is no electric field and that the magnetic field has a periodic set of compact magnetic wells. We suppose that the magnetic field vanishes regularly on a hypersurface S. First, we prove upper and lower estimates for the bottom λ₀(Hh) of the spectrum of the operator Hh in L²(M). Then, assuming the existence of non-degenerate miniwells for the reduced spectral problem on S, we prove the existence of an arbitrarily large number of spectral gaps for the operator Hh in the region close to λ₀(Hh), as h→0. In this case, we also obtain upper estimates for the eigenvalues of the one-well problem.     

Solvability of the Dirichlet problem for second-order elliptic equations

In our preceding papers, we obtained necessary and sufficient conditions for the existence of an (n?1)-dimensionally continuous solution of the Dirichlet problem in a bounded domain Q ? ? _n under natural restrictions imposed on the coefficients of the general second-order elliptic equation, but these conditions were formulated in terms of an auxiliary operator equation in a special Hilbert space and are difficult to verify. We here obtain necessary and sufficient conditions for the problem solvability in terms of the initial problem for a somewhat narrower class of right-hand sides of the equation and also prove that the obtained conditions become the solvability conditions in the space W ₂ ¹ (Q) under the additional requirement that the boundary function belongs to the space W ₂ ^1/2 (?Q).     

Spectral element methods for parabolic problems

A spectral element method for solving parabolic initial boundary value problems on smooth domains using parallel computers is presented in this paper. The space domain is divided into a number of shape regular quadrilaterals of size h and the time step k   is proportional to h²$h^2$. At each time step we minimize a functional which is the sum of the squares of the residuals in the partial differential equation, initial condition and boundary condition in different Sobolev norms and a term which measures the jump in the function and its derivatives across inter-element boundaries in certain Sobolev norms. The Sobolev spaces used are of different orders in space and time. We can define a preconditioner for the minimization problem which allows the problem to decouple. Error estimates are obtained for both the h and p versions of this method.     

A Variational Finite Element Model for Large-Eddy Simulations of Turbulent Flows

The authors introduce a new Large Eddy Simulation model in a channel,based on the projection on finite element spaces as filtering operation in its variational form,for a given triangulation{Th}h>0.The eddy viscosity is expressed in terms of the friction velocity in the boundary layer due to the wall,and is of a standard sub grid-model form outside the boundary layer.The mixing length scale is locally equal to the grid size.The computational domain is the channel without the linear sub-layer of the boundary layer.The no-slip boundary condition(or BC for short)is replaced by a Navier(BC)at the computational wall.Considering the steady state case,the authors show that the variational finite element model they have introduced,has a solution(vh,ph)h>0that converges to a solution of the steady state Navier-Stokes equation with Navier BC.     

Locking-free nonconforming finite elements for three-dimensional elasticity problem

Two locking-free nonconforming finite elements are presented for three-dimensional elasticity problem with pure displacement boundary condition. Convergence rate of the elements are uniformly optimal with respect to λ. The energy norm and L² norm errors are O(h²) and O(h³), respectively. Lastly, a numerical experiment is carried out, which coincides with the theoretical analysis.     

Existence and Uniqueness of Invariant Measures for SPDEs with Two Reflecting Walls

In this article, we study stochastic partial differential equations with two reflecting walls h ¹ and h ², driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. The strong Feller property is also obtained.