An optimal nonlinear Galerkin method with mixed finite elements for the steady Navier‐Stokes equations

An optimal nonlinear Galerkin method with mixed finite elements is developed for solving the two‐dimensional steady incompressible Navier‐Stokes equations. This method is based on two finite element spaces X_H and X_h for the approximation of velocity, defined on a coarse grid with grid size H and a fine grid with grid size h ? H, respectively, and a finite element space M_h for the approximation of pressure. We prove that the difference in appropriate norms between the solutions of the nonlinear Galerkin method and a classical Galerkin method is of the order of H⁵. If we choose H = O(h^2/5), these two methods have a convergence rate of the same order. We numerically demonstrate that the optimal nonlinear Galerkin method is efficient and can save a large amount of computational time. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 762–775, 2003.     

On an approach to solving problems of optimal control of elliptic systems in domains of an arbitrary shape

We use the method of dummy domains to solve the problem of optimal control for elliptic systems in domains that have an arbitrary shape. An estimate of the convergence rate in the norms W₂ ¹ and L₂ is obtained. Bibliography: 4 titles. Translated fromObchyslyuval'na ta Prykladna Matematyka, No. 81, 1997, pp. 72–78.     

On classes of convex sets that permit plane coverings

A family {K _i | of convex domains in the Euclidean planeR ² is said to permit a plane covering if there exist rigid motions {τ_i} such that U _i ^∞ =₁τ_i K _i =R ². Necessary and sufficient conditions that a given family of convex domains permits a plane covering are established.     

A second order accuracy for a full discretized time-dependent Navier–Stokes equations by a two-grid scheme

We study a second-order two-grid scheme fully discrete in time and space for solving the Navier–Stokes equations. The two-grid strategy consists in discretizing, in the first step, the fully non-linear problem, in space on a coarse grid with mesh-size H and time step Δt and, in the second step, in discretizing the linearized problem around the velocity u _H computed in the first step, in space on a fine grid with mesh-size h and the same time step. The two-grid method has been applied for an analysis of a first order fully-discrete in time and space algorithm and we extend the method to the second order algorithm. This strategy is motivated by the fact that under suitable assumptions, the contribution of u _H to the error in the non-linear term, is measured in the L ² norm in space and time, and thus has a higher-order than if it were measured in the H ¹ norm in space. We present the following results: if h ² = H ³ = (Δt)², then the global error of the two-grid algorithm is of the order of h ², the same as would have been obtained if the non-linear problem had been solved directly on the fine grid.     

A Non-Concentration Estimate for Partially Rectangular Billiards

We consider quasimodes on planar domains with a partially rectangular boundary. We prove that for any ε₀ > 0, an 𝒪(λ^?ε₀ ) quasimode must have L ² mass in the “wings” (in phase space) bounded below by λ^?2?δ for any δ > 0. The proof uses the author's recent work on 0-Gevrey smooth domains to approximate quasimodes on C ^{1, 1} domains. There is an improvement for C ^{k, α} and C ^∞ domains.     

Convergence analysis of a linearized Crank–Nicolson scheme for the two‐dimensional complex Ginzburg–Landau equation

A linearized Crank–Nicolson‐type scheme is proposed for the two‐dimensional complex Ginzburg–Landau equation. The scheme is proved to be unconditionally convergent in the L² ‐norm by the discrete energy method. The convergence order is \begin{align*}\mathcal{O}(\tau^2+h_1^2+h^2_2)\end{align*}, where τ is the temporal grid size and h₁,h₂ are spatial grid sizes in the x ‐ and y ‐directions, respectively. A numerical example is presented to support the theoretical result. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A finite difference scheme of improved accuracy on a priori adapted grids for a singularly perturbed parabolic convection-diffusion equation

In the case of the Dirichlet problem for a singularly perturbed parabolic convection-diffusion equation with a small parameter ɛ multiplying the higher order derivative, a finite difference scheme of improved order of accuracy that converges almost ɛ-uniformly (that is, the convergence rate of this scheme weakly depends on ɛ) is constructed. When ɛ is not very small, this scheme converges with an order of accuracy close to two. For the construction of the scheme, we use the classical monotone (of the first order of accuracy) approximations of the differential equation on a priori adapted locally uniform grids that are uniform in the domains where the solution is improved. The boundaries of such domains are determined using a majorant of the singular component of the grid solution. The accuracy of the scheme is improved using the Richardson technique based on two embedded grids. The resulting scheme converges at the rate of O((ɛ⁻¹ N ^−K ln² N)² + N ⁻²ln⁴ N + N ₀⁻²) as N, N ₀ → ∞, where N and N ₀ determine the number of points in the meshes in x and in t, respectively, and K is a prescribed number of iteration steps used to improve the grid solution. Outside the σ-neighborhood of the lateral boundary near which the boundary layer arises, the scheme converges with the second order in t and with the second order up to a logarithmic factor in x; here, σ = O(N ^{−(K − 1)}ln² N). The almost ɛ-uniformly convergent finite difference scheme converges with the defect of ɛ-uniform convergence ν, namely, under the condition N ⁻¹ ≪ ɛ^ν, where ν determining the required number of iteration steps K (K = K(ν)) can be chosen sufficiently small in the interval (0, 1]. When ɛ⁻¹ = O(N ^{K − 1}), the scheme converges at the rate of O(N ⁻²ln⁴ N + N ₀⁻²).     

An Estimate of the Convergence Rate for Difference Schemes for the First Boundary-Value Problem in Elasticity Theory for Domains of an Arbitrary Shape

In this article, using the method of dummy domains and operators of exact difference schemes, we construct a difference scheme for the first boundary-value problem in elasticity theory. The scheme, for domains of an arbitrary shape, has the order of accuracy O(h^1/2)with respect to the norm of W ₂ ¹ ().     

Solution of the Dirichlet problem for a singularly perturbed reaction-diffusion equation in a square on a Bakhvalov grid

The Dirichlet problem for a singularly perturbed reaction-diffusion equation in a square is solved with the help of the classic five-point difference scheme and a grid that is the tensor product of 1D Bakhvalov grids. Without imposing additional matching conditions in the corners of the domain, it is shown that the grid solution to the problem has the accuracy O(N ⁻²) in the norm L _∞ ^h , where N is the number of grid nodes along each direction. The accuracy is uniform with respect to a small parameter. A simulation confirms the theoretical prediction.     

Boundary concentrated finite elements for optimal boundary control problems of elliptic PDEs

We investigate the discretization of optimal boundary control problems for elliptic equations on two-dimensional polygonal domains by the boundary concentrated finite element method. We prove that the discretization error ||u^*-u_h^*||_L²(G)\|u^{*}-u_{h}^{*}\|_{L^{2}(\Gamma)} decreases like N ⁻¹, where N is the total number of unknowns. This makes the proposed method favorable in comparison to the h-version of the finite element method, where the discretization error behaves like N ^−3/4 for uniform meshes. Moreover, we present an algorithm that solves the discretized problem in almost optimal complexity. The paper is complemented with numerical results.     

Stationary critical points of the heat flow in the plane

In previous papers [MS 1, 2], we considered stationary critical points of solutions of the initial-boundary value problems for the heat equation on bounded domains in ℝ^N,N ≧ 2. In [MS 1], we showed that a solutionu has a stationary critical pointO if and only ifu satisfies a certain balance law with respect toO for any time. Furthermore, we proved necessary and sufficient conditions relating the symmetry of the domain to the initial datau ₀; in this way, we gave a characterization of the ball in ℝ^N([MS 1]) and of centrosymmetric domains ([MS 2]). In the present paper, we consider a rotationA _dby an angle 2π/d,d ≧ 2 for planar domains and give some necessary and some sufficient conditions onu ₀ which relate to domains invariant underA _d. We also establish some conjectures. This research was partially supported by a Grant-in-Aid for Scientific Research (C) (# 10640175) and (B) (# 12440042) of the Japan Society for the Promotion of Science. The first author was supported also by the Italian MURST.     

A two‐grid characteristic finite volume element method for semilinear advection‐dominated diffusion equations

A two‐grid finite volume element method, combined with the modified method of characteristics, is presented and analyzed for semilinear time‐dependent advection‐dominated diffusion equations in two space dimensions. The solution of a nonlinear system on the fine‐grid space (with grid size h) is reduced to the solution of two small (one linear and one nonlinear) systems on the coarse‐grid space (with grid size H) and a linear system on the fine‐grid space. An optimal error estimate in H¹ ‐norm is obtained for the two‐grid method. It shows that the two‐grid method achieves asymptotically optimal approximation, as long as the mesh sizes satisfy h = O(H²). Numerical example is presented to validate the usefulness and efficiency of the method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

An estimate for the convergence rate of difference schemes for second-order elliptic equations in domains of arbitrary shape

Using the dummy-domains method, a difference scheme is constructed for solving the first boundary-value problem for elliptic equations of the second order in domains of arbitrary shape. An estimate for the convergence rate of order O(h^1/2) in the norm of W ₂ ¹ is found. Bibliography:5 titles. Translated fromObchyslyuval’na ta Prykladna Matematyka, No. 77, 1993, pp. 12–18     

Fourth-order finite difference method for 2D parabolic partial differential equations with nonlinear first-derivative terms

We attempt to obtain a two-level implicit finite difference scheme using nine spatial grid points of O(k² + kh² + h⁴) for solving the 2D nonlinear parabolic partial differential equation v₁u_xx + v₂u_yy = f(x, y, t, u, u_x, u_y, u₁) where v₁ and v₂ are positive constants, with Dirichlet boundary conditions. The method, when applied to a linear diffusion-convection problem, is shown to be unconditionally stable. Computational efficiency and the results of numerical experiments are discussed.     

Sums of reciprocal Stekloff eigenvalues

Let 0 = λ₁ < λ₂ ≤ λ₃ ≤ … be the Stekloff eigenvalues of a plane domain. The paper is concerned with formulas for ∑^∞₂λ^(–2)_j in simply and doubly connected domains. In the simply connected case it is proven that the disk minimized this sum. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Richardson scheme of the decomposition method for solving singularly perturbed parabolic reaction-diffusion equation

For the one-dimensional singularly perturbed parabolic reaction-diffusion equation with a perturbation parameter ɛ, where ɛ ∈ (0, 1], the grid approximation of the Dirichlet problem on a rectangular domain in the (x, t)-plane is examined. For small ɛ, a parabolic boundary layer emerges in a neighborhood of the lateral part of the boundary of this domain. A new approach to the construction of ɛ-uniformly converging difference schemes of higher accuracy is developed for initial boundary value problems. The asymptotic construction technique is used to design the base decomposition scheme within which the regular and singular components of the grid solution are solutions to grid subproblems defined on uniform grids. The base scheme converges ɛ-uniformly in the maximum norm at the rate of O(N ⁻²ln² N + N ₀⁻¹), where N + 1 and N ₀ + 1 are the numbers of nodes in the space and time meshes, respectively. An application of the Richardson extrapolation technique to the base scheme yields a higher order scheme called the Richardson decomposition scheme. This higher order scheme convergesɛ-uniformly at the rate of O(N ⁻⁴ln⁴ N + N ₀⁻²). For fixed values of the parameter, the convergence rate is O(N ⁻⁴ + N ₀⁻²).     

Two grid finite element discretization method for semi‐linear hyperbolic integro‐differential equations

In this paper, we will investigate a two grid finite element discretization method for the semi‐linear hyperbolic integro‐differential equations by piecewise continuous finite element method. In order to deal with the semi‐linearity of the model, we use the two grid technique and derive that once the coarse and fine mesh sizes H, h satisfy the relation h = H² for the two‐step two grid discretization method, the two grid method achieves the same convergence accuracy as the ordinary finite element method. Both theoretical analysis and numerical experiments are given to verify the results.     

Topology of <Emphasis Type="Italic">ϕ</Emphasis>-convex domains in calibrated manifolds

In [5], Harvey and Lawson showed that for any calibration ϕ there is an integer bound for the homotopy dimension of a strictly ϕ-convex domain and constructed a method to get these domains by using ϕ-free submanifolds. Here, we show how to get examples of ϕ-free submanifolds with different homotopy types for the quaternion calibration in ℍ ⁿ , associative calibration, and coassociative calibration in G ₂ manifolds. Hence we give examples of strictly ϕ-convex domains with different homotopy types allowed by Morse Theory.