The convergence of two numerical schemes for the Navier-Stokes equations

Summary This paper deals with some convergence/stability results concerning two numerical methods for solving the incompressible nonstationary Navier-Stokes equations. The algorithms are of a particular kind in what regards time discretization (more precisely, of the Peaceman-Rachford and the Strang type resp.), and have been obtained by modifying slightly the numerical treatment of the nonlinear terms in other schemes due to Glowinski et al. (1980). We first describe the full discretization of the homogeneous Dirichlet problem using a (general) external approximation of the spatial functional spaces involved (a particular and simple choice of such an approximation is the standardP ₂-Lagrange finite element for the velocity field when the fluid is bidimensional). Then we establish and prove convergence and stability and make some comments on the numerical treatment of other (generally nonhomogeneous) boundary conditions. The theoretical results show that the schemes are (at least) conditionally stable and convergent, which justifies the success of Glowinski's methods.     

Numerical analysis of evolution problems in nonlinear small strains elastoviscoplasticity

Summary The present paper deals with the mathematical and numerical analysis of evolution problems in nonlinear small strains viscoelasticity of Burger's type. After a brief review of the mechanical model, the viscoelastic problem to be solved is written as an abstract evolution problem. The associated operator is proved to be maximal monotone, thus implying existence and uniqueness of solutions. This problem is then solved numerically by a backward Euler discretization in time, a finite element approximation in space and by using a preconditioned conjugate gradient algorithm for solving the resulting nonlinear algebraic systems. Numerical results are finally presented to illustrate the solution procedure.     

A modified streamline diffusion method for solving the stationary Navier-Stokes equation

Summary Recently, Hughes et al. [11, 12] proposed new finite element schemes of Petrov-Galerkin type for solving the Stokes problem which do not require the discrete version of the Ladyshenskaya-Babuka-Brezzi-condition (LBB-condition). In this paper we derive a conforming finite element method for solving the stationary Navier-Stokes equations which combines the advantages of arbitrary finite element spaces for velocity/pressure with the favourable properties of the streamline diffusion method in the case of moderate and high Reynolds number.     

On patched variational principles with application to elliptic and mixed elliptic-hyperbolic problems

Summary Variational principles are important tools for the approximate solution of boundary-value problems. There are many types of variational principles, and each has its advantages and disadvantages. In this paper we show how to use a combination of variational principles, each for a given subregion of the underlying region of space, so as to best utilize the chief benefits of the individual principles. Such a patched principle is particularly useful in solving transonic flow problems, where we use different principles in the elliptic and hyperbolic regions. We present the results of some numerical experiments for the Tricomi problem. These seem to indicate that our patched principle, when used in conjunction with the finite element method, leads to accuracy which is second-order in the mesh spacing, as compared to the standard numerical methods of solving this problem, which are only first-order.     

A method of solving nonlinear variational problems by nonlinear transformation of the objective functional. Part I

Summary A general globally convergent iterative method for solving nonlinear variational problems is introduced. The method is applied to a temperature control problem and to the minimal surface problem. Several aspects of finite element implementation of the method are discussed.     

Convergence results for an accelerated nonlinear cimmino algorithm

Summary We present an accelerated version of Cimmino's algorithm for solving the convex feasibility problem in finite dimension. The algorithm is similar to that given by Censor and Elfving for linear inequalities. We show that the nonlinear version converges locally to a weighted least squares solution in the general case and globally to a feasible solution in the consistent case. Applications to the linear problem are suggested.     

Linear best approximation using a class of polyhedral norms

A class of polyhedral norms is introduced, which contains thel ₁ andl norms as special cases. Of primary interest is the solution of linear best approximation problems using these norms. Best approximations are characterized, and an algorithm is developed. This is a methods of descent type which may be interpreted as a generalization of existing well-known methods for solving thel ₁ andl problems. Numerical results are given to illustrate the performance of two variants of the algorithm on some problems.Communicated by C. Brezinski     

L ∞-Error estimate for an approximation of a parabolic variational inequality

Summary Almost optimalL -convergence of an approximation of a variational inequality of parabolic type is proved under regularity assumptions which are met by the solution of a one phase Stefan problem. The discretization employs piecewise linear finite elements in space and the backward Euler scheme in time. By means of a maximum principle the problem is reduced to an error estimate for an auxiliary parabolic equation. The latter bound is obtained by using the smoothing property of the Galerkin method.     

Algorithms for computing shape preserving spline approximations to data

Summary We treat the problem of approximating data that are sampled with error from a function known to be convex and increasing. The approximating function is a polynomial spline with knots at the data points. This paper presents results (analogous to those in [7] and [9]) that describe some approximation properties of polynomial splines and algorithms for determining the existence of a shape-preserving approximant for given data.Formerly of the Graduate Program in Operations Research, NC State University. Author nowResearch supported in part by NASA Grant NAG1-103     

The computation of non-perfect Padé-Hermite approximants

We describe a simple and efficient algorithm to generate a number of polynomial vectors which can be used to describe all possible solutions for a type I Padé-Hermite problem. If denotes the order of approximation, which is a measure for the size of the Padé-Hermite problem, it uses only order ² operations, even if the given system is not perfect. To this end, the problem is considered as a special case of a generalized Padé-Hermite problem which is also defined and analysed.     

A characterization of multivariate quasi-interpolation formulas and its applications

Summary Let be a compactly supported function on ^s andS () the linear space withgenerator ; that is,S () is the linear span of the multiinteger translates of . It is well known that corresponding to a generator there are infinitely many quasi-interpolation formulas. A characterization of these formulas is presented which allows for their direct calculation in a variety of forms suitable to particular applications, and in addition, provides a clear formulation of the difficult problem of minimally supported quasi-interpolants. We introduce a generalization of interpolation called -interpolation and a notion of higher order quasi-interpolation called -approximation. A characterization of -approximants similar to that of quasi-interpolants is obtained with similar applications. Among these applications are estimating least-squares approximants without matrix inversion, surface fitting to incomplete or semi-scattered discrete data, and constructing generators with one-point quasi-interpolation formulas. It will be seen that the exact values of the generator at the multi-integers ^s facilitates the above study. An algorithm to yield this information for box splines is discussed.Supported by the National Science Foundation and the U.S. Army Research Office     

On a difference scheme of exponential type for a nonlinear singular perturbation problem

Summary A difference scheme of exponential type for solving a nonlinear singular perturbation problem is analysed. Although this scheme is not of monotone type, aL ¹ convergence result is obtained. Relations between this scheme and Engquist-Osher scheme are also discussed.     

Efficient algorithms for solving tensor product finite element equations

Summary There are currently several highly efficient methods for solving linear systems associated with finite difference approximations of Poisson's equation in rectangular regions. These techniques are employed to develop both direct and iterative methods for solving the linear systems arising from the use ofC ⁰ quadratic orC ¹ cubic tensor product finite elements.     

A fractional version of the peano-sard theorem

Sard's classical generalization of the Peano kernel theorem provides an extremely useful method for expressing and calculating sharp bounds for approximation errors. The error is expressed in terms of a derivative of the underlying function. However, we can apply the theorem only if the approximation is exact on a certain set of polynomials.

In this paper, we extend the Peano-Sard theorem to the case that the approximation is exact for a class of generalized polynomials (with non-integer exponents). As a result, we obtain an expression for the remainder in terms of a fractional derivative of the function under consideration. This expression permits us to give sharp error bounds as in the classical situation. An application of our results to the classical functional (vanishing on polynomials) gives error bounds of a new type involving weighted Sobolev-type spaces. In this way, we may state estimates for functions with weaker smoothness properties than usual.

The standard version of the Peano-Sard theory is contained in our results as a special case.     

An algorithm for computing constrained smoothing spline functions

Summary The problem of computing constrained spline functions, both for ideal data and noisy data, is considered. Two types of constriints are treated, namely convexity and convexity together with monotonity. A characterization result for constrained smoothing splines is derived. Based on this result a Newton-type algorithm is defined for computing the constrained spline function. Thereby it is possible to apply the constraints over a whole interval rather than at a discrete set of points. Results from numerical experiments are included.     

A dual algorithm for convex-concave data smoothing by cubicC 2-splines

Summary In this paper the problem of smoothing a given data set by cubicC ²-splines is discussed. The spline may required to be convex in some parts of the domain and concave in other parts. Application of splines has the advantage that the smoothing problem is easily discretized. Moreover, the special structure of the arising finite dimensional convex program allows a dualization such that the resulting concave dual program is unconstrained. Therefore the latter program is treated numerically much more easier than the original program. Further, the validity of a return-formula is of importance by which a minimizer of the orginal program is obtained from a maximizer of the dual program.The theoretical background of this general approach is discussed and, above all, the details for applying the strategy to the present smoothing problem are elaborated. Also some numerical tests are presented.     

Convergent nonnegative matrices and iterative methods for consistent linear systems

Summary In this paper we study linear stationary iterative methods with nonnegative iteration matrices for solving singular and consistent systems of linear equationsAx=b. The iteration matrices for the schemes are obtained via regular and weak regular splittings of the coefficients matrixA. In certain cases when only some necessary, but not sufficient, conditions for the convergence of the iterations schemes exist, we consider a transformation on the iteration matrices and obtain new iterative schemes which ensure convergence to a solution toAx=b. This transformation is parameter-dependent, and in the case where all the eigenvalues of the iteration matrix are real, we show how to choose this parameter so that the asymptotic convergence rate of the new schemes is optimal. Finally, some applications to the problem of computing the stationary distribution vector for a finite homogeneous ergodic Markov chain are discussed.Research sponsored in part by US Army Research Office     

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     

Discretization by finite elements of a model parameter dependent problem

The discretization by finite elements of a model variational problem for a clamped loaded beam is studied with emphasis on the effect of the beam thickness, which appears as a parameter in the problem, on the accuracy. It is shown that the approximation achieved by a standard finite element method degenerates for thin beams. In contrast a large family of mixed finite element methods are shown to yield quasioptimal approximation independent of the thickness parameter. The most useful of these methods may be realized by replacing the integrals appearing in the stiffness matrix of the standard method by Gauss quadratures.     

Superconvergence for a mixed finite elmenent method for elastic wave propagation in a plane domain

Summary A higher order mixed finite element method is introduced to approximate the solution of wave propagation in a plane elastic medium. A quasi-projection analysis is given to obtain error estimates in Sobolev spaces of nonpositive index. Estimates are given for difference quotients for a spatially periodic problem and superconvergence results of the same type as those of Bramble and Schatz for Galerkin methods are derived.