Adaptive wavelet frame domain decomposition methods for nonlinear elliptic equations

In this article, we are concerned with the numerical treatment of nonlinear elliptic boundary value problems. Our method of choice is a domain decomposition strategy. Partially following the lines from (Cohen, Dahmen and deVore, SIAM J Numer Anal 41 (2003), 1785–1823; Kappei, Appl Anal J Sci 90 (2011), 1323–1353; Lui, SIAM J Sci Comput 21 (2000), 1506–1523; Stevenson and Werner, Math Comp 78 (2009), 619–644), we develop an adaptive additive Schwarz method using wavelet frames. We show that the method converges with an asymptotically optimal rate and support our theoretical results with numerical tests in one and two space dimensions. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

A Crank‐Nicolson and ADI Galerkin method with quadrature for hyperbolic problems

We propose, analyze, and implement fully discrete two‐time level Crank‐Nicolson methods with quadrature for solving second‐order hyperbolic initial boundary value problems. Our algorithms include a practical version of the ADI scheme of Fernandes and Fairweather [SIAM J Numer Anal 28 (1991), 1265–1281] and also generalize the methods and analyzes of Baker [SIAM J Numer Anal 13 (1976), 564–576] and Baker and Dougalis [SIAM J Numer Anal 13 (1976), 577–598]. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Modified Runge–Kutta Verner methods for the numerical solution of initial and boundary-value problems with engineering applications

Two new modified Runge–Kutta methods with minimal phase-lag are developed for the numerical solution of Ordinary Differential Equations with engineering applications. These methods are based on the well-known Runge–Kutta method of Verner RK6(5)9b (see J.H. Verner, some Runge–Kutta formula pairs, SIAM J. Numer. Anal 28 (1991) 496–511) of order six. Numerical and theoretical results in some problems of the plate deflection theory show that this new approach is more efficient compared with the well-known classical sixth order Runge–Kutta Verner method.     

Linearly Implicit Approximations of Diffusive Relaxation Systems

Diffusive relaxation systems provide a general framework to approximate nonlinear diffusion problems, also in the degenerate case (Aregba-Driollet et al. in Math. Comput. 73(245):63–94, 2004; Boscarino et al. in Implicit-explicit Runge-Kutta schemes for hyperbolic systems and kinetic equations in the diffusion limit, 2011; Cavalli et al. in SIAM J. Sci. Comput. 34:A137–A160, 2012; SIAM J. Numer. Anal. 45(5):2098–2119, 2007; Naldi and Pareschi in SIAM J. Numer. Anal. 37:1246–1270, 2000; Naldi et al. in Surveys Math. Indust. 10(4):315–343, 2002). Their discretization is usually obtained by explicit schemes in time coupled with a suitable method in space, which inherits the standard stability parabolic constraint. In this paper we combine the effectiveness of the relaxation systems with the computational efficiency and robustness of the implicit approximations, avoiding the need to resolve nonlinear problems and avoiding stability constraints on time step. In particular we consider an implicit scheme for the whole relaxation system except for the nonlinear source term, which is treated though a suitable linearization technique. We give some theoretical stability results in a particular case of linearization and we provide insight on the general case. Several numerical simulations confirm the theoretical results and give evidence of the stability and convergence also in the case of nonlinear degenerate diffusion.     

An improved error bound for a finite element approximation of a model for phase separation of a multi-component alloy

Using the approach of Rulla (1996 SIAM J. Numer. Anal. 33, 68-87)for analysing the time discretization error and assuming moreregularity on the initial data, we improve on the error boundderived by Barrett and Blowey (1996 IMA J. Numer. Anal. 16,257-287) for a fully practical piecewise linear finite elementapproximation with a backward Euler time discretization of amodel for phase separation of a multi-component alloy.     

Finite element approximations with quadrature for second‐order hyperbolic equations

In this article, the effect of numerical quadrature on the finite element Galerkin approximations to the solution of hyperbolic equations has been studied. Both semidiscrete and fully discrete schemes are analyzed and optimal estimates are derived in the L^∞(H¹), L^∞(L²) norms, whereas quasi‐optimal estimate is derived in the L^∞(L^∞) norm using energy methods. The analysis in the present paper improves upon the earlier results of Baker and Dougalis [SIAM J Numer Anal 13 (1976), pp 577–598] under the minimum smoothness assumptions of Rauch [SIAM J Numer Anal 22 (1985), pp 245–249] for a purely second‐order hyperbolic equation with quadrature. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 537–559, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10022     

A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values

In this paper we propose a nonmonotone trust region method. Unlike traditional nonmonotone trust region method, the nonmonotone technique applied to our method is based on the nonmonotone line search technique proposed by Zhang and Hager [A nonmonotone line search technique and its application to unconstrained optimization, SIAM J. Optim. 14(4) (2004) 1043–1056] instead of that presented by Grippo et al. [A nonmonotone line search technique for Newton's method, SIAM J. Numer. Anal. 23(4) (1986) 707–716]. So the method requires nonincreasing of a special weighted average of the successive function values. Global and superlinear convergence of the method are proved under suitable conditions. Preliminary numerical results show that the method is efficient for unconstrained optimization problems.     

Error estimates for a mixed finite element discretization of some degenerate parabolic equations

We consider a numerical scheme for a class of degenerate parabolic equations, including both slow and fast diffusion cases. A particular example in this sense is the Richards equation modeling the flow in porous media. The numerical scheme is based on the mixed finite element method (MFEM) in space, and is of one step implicit in time. The lowest order Raviart–Thomas elements are used. Here we extend the results in Radu et al. (SIAM J Numer Anal 42:1452–1478, 2004), Schneid et al. (Numer Math 98:353–370, 2004) to a more general framework, by allowing for both types of degeneracies. We derive error estimates in terms of the discretization parameters and show the convergence of the scheme. The features of the MFEM, especially of the lowest order Raviart–Thomas elements, are now fully exploited in the proof of the convergence. The paper is concluded by numerical examples.     

Error estimates for abstract linear–quadratic optimal control problems using proper orthogonal decomposition

In this paper we investigate POD discretizations of abstract linear–quadratic optimal control problems with control constraints. We apply the discrete technique developed by Hinze (Comput. Optim. Appl. 30:45–61, 2005) and prove error estimates for the corresponding discrete controls, where we combine error estimates for the state and the adjoint system from Kunisch and Volkwein (Numer. Math. 90:117–148, 2001; SIAM J. Numer. Anal. 40:492–515, 2002). Finally, we present numerical examples that illustrate the theoretical results.     

A survey on free boundary identification of the truncated boundary in numerical BVPs on infinite intervals

A free boundary formulation for the numerical solution of boundary value problems on infinite intervals was proposed recently in Fazio (SIAM J. Numer. Anal. 33 (1996) 1473). We consider here a survey on recent developments related to the free boundary identification of the truncated boundary. The goals of this survey are: to recall the reasoning for a free boundary identification of the truncated boundary, to report on a comparison of numerical results obtained for a classical test problem by three approaches available in the literature, and to propose some possible ways to extend the free boundary approach to the numerical solution of problems defined on the whole real line.     

On the convergence of Newton-type methods under mild differentiability conditions

We introduce the new idea of recurrent functions to provide a new semilocal convergence analysis for Newton-type methods, under mild differentiability conditions. It turns out that our sufficient convergence conditions are weaker, and the error bounds are tighter than in earlier studies in some interesting cases (Chen, Ann Inst Stat Math 42:387–401, 1990; Chen, Numer Funct Anal Optim 10:37–48, 1989; Cianciaruso, Numer Funct Anal Optim 24:713–723, 2003; Cianciaruso, Nonlinear Funct Anal Appl 2009; Dennis 1971; Deuflhard 2004; Deuflhard, SIAM J Numer Anal 16:1–10, 1979; Gutiérrez, J Comput Appl Math 79:131–145, 1997; Hernández, J Optim Theory Appl 109:631–648, 2001; Hernández, J Comput Appl Math 115:245–254, 2000; Huang, J Comput Appl Math 47:211–217, 1993; Kantorovich 1982; Miel, Numer Math 33:391–396, 1979; Miel, Math Comput 34:185–202, 1980; Moret, Computing 33:65–73, 1984; Potra, Libertas Mathematica 5:71–84, 1985; Rheinboldt, SIAM J Numer Anal 5:42–63, 1968; Yamamoto, Numer Math 51: 545–557, 1987; Zabrejko, Numer Funct Anal Optim 9:671–684, 1987; Zinc̆ko 1963). Applications and numerical examples, involving a nonlinear integral equation of Chandrasekhar-type, and a differential equation are also provided in this study.     

A family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations

In this paper, we propose a family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations. They come from two modified conjugate gradient methods [W.Y. Cheng, A two term PRP based descent Method, Numer. Funct. Anal. Optim. 28 (2007) 1217–1230; L. Zhang, W.J. Zhou, D.H. Li, A descent modified Polak–Ribiére–Polyak conjugate gradient method and its global convergence, IMA J. Numer. Anal. 26 (2006) 629–640] recently proposed for unconstrained optimization problems. Under appropriate conditions, the global convergence of the proposed method is established. Preliminary numerical results show that the proposed method is promising.     

Deconvolution: a wavelet frame approach

This paper devotes to analyzing deconvolution algorithms based on wavelet frame approaches, which has already appeared in Chan et al. (SIAM J. Sci. Comput. 24(4), 1408–1432, 2003; Appl. Comput. Hormon. Anal. 17, 91–115, 2004a; Int. J. Imaging Syst. Technol. 14, 91–104, 2004b) as wavelet frame based high resolution image reconstruction methods. We first give a complete formulation of deconvolution in terms of multiresolution analysis and its approximation, which completes the formulation given in Chan et al. (SIAM J. Sci. Comput. 24(4), 1408–1432, 2003; Appl. Comput. Hormon. Anal. 17, 91–115, 2004a; Int. J. Imaging Syst. Technol. 14, 91–104, 2004b). This formulation converts deconvolution to a problem of filling the missing coefficients of wavelet frames which satisfy certain minimization properties. These missing coefficients are recovered iteratively together with a built-in denoising scheme that removes noise in the data set such that noise in the data will not blow up while iterating. This approach has already been proven to be efficient in solving various problems in high resolution image reconstructions as shown by the simulation results given in Chan et al. (SIAM J. Sci. Comput. 24(4), 1408–1432, 2003; Appl. Comput. Hormon. Anal. 17, 91–115, 2004a; Int. J. Imaging Syst. Technol. 14, 91–104, 2004b). However, an analysis of convergence as well as the stability of algorithms and the minimization properties of solutions were absent in those papers. This paper is to establish the theoretical foundation of this wavelet frame approach. In particular, a proof of convergence, an analysis of the stability of algorithms and a study of the minimization property of solutions are given.     

Solution of nonlinear convection-diffusion problems by a conservative Galerkin-characteristics method

We consider a scheme for nonlinear (degenerate) convection dominant diffusion problems that arise in contaminant transport in porous media with equilibrium adsorption isotherm. This scheme is based on a regularization relaxation scheme that has been introduced by Jäger and Ka?ur (Numer Math 60:407–427, 1991; M²AN Math Model Numer Anal 29(N5):605–627, 1995) with a type of numerical integration by Bermejo (SIAM J Numer Anal 32:425–455, 1995) to the modified method of characteristics with adjusted advection MMOCAA that was recently developed by Douglas et al. (Numer Math 83(3):353–369, 1999; Comput Geosci 1:155–190, 1997). We present another variant of adjusting advection method. The convergence of the scheme is proved. An error estimate of the approximated scheme is derived. Computational experiments are carried out to illustrate the capability of the scheme to conserve the mass.     

Non-Stationary Abstract Friedrichs Systems

Inspired by the results of Ern et al. (Commun Partial Differ Equ 32:317–341, 2007) on the abstract theory for Friedrichs symmetric positive systems, we give the existence and uniqueness result for the initial- (boundary) value problem for the non-stationary abstract Friedrichs system. Despite the absence of the well-posedness result for such systems, there were already attempts for their numerical treatment by Burman et al. (SIAM J Numer Anal 48:2019–2042, 2010) and Bui-Thanh et al. (SIAM J Numer Anal 51:1933–1958, 2013). We use the semigroup theory approach and prove that the operator involved satisfies the conditions of the Hille–Yosida generation theorem. We also address the semilinear problem and apply the new results to a number of examples, such as the symmetric hyperbolic system, the unsteady div–grad problem, and the wave equation. Special attention was paid to the (generalised) unsteady Maxwell system.     

Are high order variable step equistage initializers better than standard starting algorithms?

In this paper a fourth order starting algorithm for variable step implicit Runge–Kutta methods is developed using the approach of equistage approximation proposed in (IMA J. Numer. Anal. 22 (2002) 153). This starting algorithm is used in combination with the well known RADAU5 code and numerical results are provided.     

Stability and convergence of the spectral Lagrange-Galerkin method for mixed periodic/non-periodic convection-dominated diffusion problems

We present a convergence analysis of the spectral Lagrange-Galerkinmethod for mixed periodic/non-periodic convection-diffusionproblems. The scheme is unconditionally stable, independentof the diffusion coefficient, even in the case when numericalquadrature is used. The theoretical predictions are illustratedby a series of numerical experiments. For the periodic case,our results present a significant improvement on those givenby Süli & Ware (1991) SIAM J. Numer.Anal.28, 423-445).     

Robust residual‐ and recovery‐based a posteriori error estimators for interface problems with flux jumps

For elliptic interface problems with flux jumps, this article studies robust residual‐ and recovery‐based a posteriori error estimators for the conforming finite element approximation. The residual estimator is a natural extension of that developed in [Bernardi and Verfürth, Numer Math 85 (2000), 579–608; Petzoldt, Adv Comp Math 16 (2002), 47–75], and the recovery estimator is a nontrivial extension of our method developed in Cai and Zhang, SIAM J Numer Anal 47 (2009) 2132–2156. It is shown theoretically that reliability and efficiency bounds of these error estimators are independent of the jumps provided that the distribution of the coefficients is locally monotone. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28:476–491, 2012     

Numerical detection of instability regions for delay models with delay-dependent parameters

In this paper we are interested in gaining local stability insights about the interior equilibria of delay models arising in biomathematics. The models share the property that the corresponding characteristic equations involve delay-dependent coefficients. The presence of such dependence requires the use of suitable criteria which usually makes the analytical work harder so that numerical techniques must be used. Most existing methods for studying stability switching of equilibria fail when applied to such a class of delay models. To this aim, an efficient criterion for stability switches was recently introduced in [E. Beretta, Y. Kuang, Geometric stability switch criteria in delay differential systems with delay dependent parameters, SIAM J. Math. Anal. 33 (2002) 1144–1165] and extended [E. Beretta, Y. Tang, Extension of a geometric stability switch criterion, Funkcial Ekvac 46(3) (2003) 337–361]. We describe how to numerically detect the instability regions of positive equilibria by using such a criterion, considering both discrete and distributed delay models.