AnO(h 6) quintic spline collocation method for fourth order two-point boundary value problems

AnO(h ⁶) collocation method based on quintic splines is developed and analyzed for general fourth-order linear two-point boundary value problems. The method determines a quintic spline approximation to the solution by forcing it to satisfy a high order perturbation of the original boundary value problem at the nodal points of the spline. A variation of this method is formulated as a deferred correction method. The error analysis of the new method and its numerical behavior is presented.This research was supported by AFOSR grant 84-0385.     

Convergence analysis for least-squares finite element approximations of second-order two-point boundary value problems

In this paper, a C⁰$C^0$ least-squares finite element method for second-order two-point boundary value problems is considered. The problem is recast as a first-order system. Standard and improved optimal error estimates in maximum-norms are established. Superconvergence estimates at interelement, Lobatto, and Gauss points are developed. Numerical experiments are given to illustrate theoretical results.     

B-spline collocation for solution of two-point boundary value problems

A numerical method based on B-spline is developed to solve the general nonlinear two-point boundary value problems up to order 6. The standard formulation of sextic spline for the solution of boundary value problems leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. The error analysis and convergence properties of the method are studied via Green’s function approach. O(h⁶) global error estimates are obtained for numerical solution of these classes of problems. Numerical results are given to illustrate the efficiency of the proposed method. Results of numerical experiments verify the theoretical behavior of the orders of convergence.     

A Property of Sobolev Spaces and Existence in Optimal Design

Abstract. We prove that for bounded open sets Ω with continuous boundary, Sobolev spaces of type W ₀ ^l,p (Ω ) are characterized by the zero extension outside of Ω . Combining this with a compactness result for domains of class C, we obtain a general existence theorem for shape optimization problems governed by nonlinear nonhomogenous Dirichlet boundary value problems of arbitrary order, in arbitrary dimension and with general cost functionals.     

A Property of Sobolev Spaces and Existence in Optimal Design

   Abstract. We prove that for bounded open sets Ω with continuous boundary, Sobolev spaces of type W ₀ ^l,p (Ω ) are characterized by the zero extension outside of Ω . Combining this with a compactness result for domains of class C, we obtain a general existence theorem for shape optimization problems governed by nonlinear nonhomogenous Dirichlet boundary value problems of arbitrary order, in arbitrary dimension and with general cost functionals.     

Hyperbolic balance laws: Riemann invariants and the generalized Riemann problem

The Generalized Riemann Problem (GRP) for a nonlinear hyperbolic system of m balance laws (or alternatively “quasi-conservative” laws) in one space dimension is now well-known and can be formulated as follows: Given initial-data which are analytic on two sides of a discontinuity, determine the time evolution of the solution at the discontinuity. In particular, the GRP numerical scheme (second-order high resolution) is based on an analytical evaluation of the first time derivative. It turns out that this derivative depends only on the first-order spatial derivatives, hence the initial data can be taken as piecewise linear. The analytical solution is readily obtained for a single equation (m = 1) and, more generally, if the system is endowed with a complete (coordinate) set of Riemann invariants. In this case it can be “diagonalized” and reduced to the scalar case. However, most systems with m > 2 do not admit such a set of Riemann invariants. This paper introduces a generalization of this concept: weakly coupled systems (WCS). Such systems have only “partial set” of Riemann invariants, but these sets are weakly coupled in a way which enables a “diagonalized” treatment of the GRP. An important example of a WCS is the Euler system of compressible, nonisentropic fluid flow (m = 3). The solution of the GRP discussed here is based on a careful analysis of rarefaction waves. A “propagation of singularities” argument is applied to appropriate Riemann invariants across the rarefaction fan. It serves to “rotate” initial spatial slopes into “time derivative”. In particular, the case of a “sonic point” is incorporated easily into the general treatment. A GRP scheme based on this solution is derived, and several numerical examples are presented. Special attention is given to the “acoustic approximation” of the analytical solution. It can be viewed as a proper linearization (different from the approach of Roe) of the nonlinear system. The resulting numerical scheme is the simplest (second-order, high-resolution) generalization of the Godunov scheme.     

Two-level additive Schwarz preconditioners for C 0 interior penalty methods

We study two-level additive Schwarz preconditioners that can be used in the iterative solution of the discrete problems resulting from C⁰ interior penalty methods for fourth order elliptic boundary value problems. We show that the condition number of the preconditioned system is bounded by C(1+(H³/δ³)), where H is the typical diameter of a subdomain, δ measures the overlap among the subdomains and the positive constant C is independent of the mesh sizes and the number of subdomains. This work was supported in part by the National Science Foundation under Grant No. DMS-03-11790.     

Correction of finite element eigenvalues for problems with natural or periodic boundary conditions

Recent results of Andrew and Paine for a regular Sturm-Liouville problem with essential boundary conditions are extended to problems with natural or periodic boundary conditions. These results show that a simple asymptotic correction technique of Paine, de Hoog and Anderssen reduces the error in the estimate of thekth eigenvalue obtained by the finite element method, with linear hat functions and mesh lengthh, fromO(k ⁴ h ²) toO(kh ²). Numerical results show the correction to be useful even for low values ofk.     

On the equivalence of BS-stability and B-consistency

Among several stability and consistency concepts for Runge-Kutta methods applied to stiff initial value problems, BS-stability and B-consistency turn out to be equivalent for initial value problems with a one-sided Lipschitz constantm 0. In addition to this result, it is shown that the same holds for their internal counterparts.This paper was written while this author was visiting the Centre for Mathematics and Computer Science with an Erwin-Schrödinger stipend from the Fonds zur Förderung der wissenschaftlichen Forschung.     

Robust multigrid method for the planar linear elasticity problems

We consider the solution of the system of equations that arise from the higher order conforming finite element (Scott–Vogelius element) discretizations of the boundary value problems associated with the differential operator −ρ ² Δ − κ ²∇div, where ρ and κ are nonzero parameters. Robust multigrid method is constructed, i.e., the convergence rate of multigrid method is optimal with respect to the mesh size, the number of levels, and weights on the two terms in the aforementioned differential operator.

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Equilibrium attractivity of Krylov-W-methods for nonlinear stiff ODEs

Since implicit integration schemes for differential equations which use Krylov methods for the approximate solution of linear systems depend nonlinearly on the actual solution a classical stability analysis is difficult to perform. A different, weaker property of autonomous dissipative systemsy′=f(y) is that the norm ‖f(y(t))‖ decreases for any solutiony(t). This property can also be analysed for W-methods using a Krylov-Arnoldi approximation. We discuss different additional assumptions onf and conditions on the Arnoldi process that imply this kind of attractivity to equilibrium points for the numerical solution. One assumption is general enough to cover quasilinear parabolic problems. This work was supported by Deutsche Forschungsgemeinschaft.     

Error growth analysis via stability regions for discretizations of initial value problems

This paper deals with numerical methods for the solution of linear initial value problems. Two main theorems are presented on the stability of these methods. Both theorems give conditions guaranteeing a mild error growth, for one-step methods characterized by a rational function ϕ(z). The conditions are related to the stability regionS={z:z∈ℂ with |ϕ(z)|≤1}, and can be viewed as variants to the resolvent condition occurring in the reputed Kreiss matrix theorem. Stability estimates are presented in terms of the number of time stepsn and the dimensions of the space. The first theorem gives a stability estimate which implies that errors in the numerical process cannot grow faster than linearly withs orn. It improves previous results in the literature where various restrictions were imposed onS and ϕ(z), including ϕ′(z)≠0 forz∈σS andS be bounded. The new theorem is not subject to any of these restrictions. The second theorem gives a sharper stability result under additional assumptions regarding the differential equation. This result implies that errors cannot grow faster thann ^β, with fixed β<1. The theory is illustrated in the numerical solution of an initial-boundary value problem for a partial differential equation, where the error growth is measured in the maximum norm.     

Probabilistic and deterministic convergence proofs for software for initial value problems

The numerical solution of initial value problems for ordinary differential equations is frequently performed by means of adaptive algorithms with user-input tolerance τ. The time-step is then chosen according to an estimate, based on small time-step heuristics, designed to try and ensure that an approximation to the local error commited is bounded by τ. A question of natural interest is to determine how the global error behaves with respect to the tolerance τ. This has obvious practical interest and also leads to an interesting problem in mathematical analysis. The primary difficulties arising in the analysis are that: (i) the time-step selection mechanisms used in practice are discontinuous as functions of the specified data; (ii) the small time-step heuristics underlying the control of the local error can break down in some cases. In this paper an analysis is presented which incorporates these two difficulties. For a mathematical model of an error per unit step or error per step adaptive Runge–Kutta algorithm, it may be shown that in a certain probabilistic sense, with respect to a measure on the space of initial data, the small time-step heuristics are valid with probability one, leading to a probabilistic convergence result for the global error as τ→0. The probabilistic approach is only valid in dimension m>1 this observation is consistent with recent analysis concerning the existence of spurious steady solutions of software codes which highlights the difference between the cases m=1 and m>1. The breakdown of the small time-step heuristics can be circumvented by making minor modifications to the algorithm, leading to a deterministic convergence proof for the global error of such algorithms as τ→0. An underlying theory is developed and the deterministic and probabilistic convergence results proved as particular applications of this theory. This revised version was published online in June 2006 with corrections to the Cover Date.     

Finite element methods on piecewise equidistant meshes for interior turning point problems

We consider linear second order singularly perturbed two-point boundary value problems with interior turning points. Piecewise linear Galerkin finite element methods are constructed on various piecewise equidistant meshes designed for such problems. These methods are proved to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usualL ² norm. Supporting numerical results are presented.     

W m,2 -Fehlerabschätzungen für Galerkin-Näherungen schwach elliptischer quasilinearer Randwertprobleme 2m-ter Ordnung

Summary For weak elliptic quasilinear boundary value problems of order 2m inn dimensionsW ^m,2 -error estimates for the Galerkin method are established, in whichL -norms of certain derivatives of the Galerkin approximations still occur. The order of these derivatives depends on several conditions on the coefficients of the differential operator. With the help of appropriate a priori bounds for the discrete solutions asymptotic error estimates for the finite element method may be obtained from this. This procedure yields quasioptimal results in several cases. Finally some examples are discussed.

     

A variable step implicit block multistep method for solving first-order ODEs

A new four-point implicit block multistep method is developed for solving systems of first-order ordinary differential equations with variable step size. The method computes the numerical solution at four equally spaced points simultaneously. The stability of the proposed method is investigated. The Gauss-Seidel approach is used for the implementation of the proposed method in the PE(CE)^m mode. The method is presented in a simple form of Adams type and all coefficients are stored in the code in order to avoid the calculation of divided difference and integration coefficients. Numerical examples are given to illustrate the efficiency of the proposed method.     

Splineapproximationen von beliebigem Defekt zur numerischen Lösung gewöhnlicher Differentialgleichungen. Teil III

Summary In the first part [1] a general procedure is presented to obtain polynomial spline approximations for the solutions of initial value problems for ordinary differential equations; furthermore a divergence theorem is proved there. Sufficient conditions for convergence of the method are given in the second part [2]. The remaining case which has not been considered in [1] and [2] is treated in the present paper. In this special case the procedure is equivalent to an unstable two-step method with special initial values; nevertheless, convergence can be proved. Finally,A ₀-stability of the method as well as the influence of rounding errors are investigated.

     

Pseudo-symplectic Runge-Kutta methods

Apart from specific methods amenable to specific problems, symplectic Runge-Kutta methods are necessarily implicit. The aim of this paper is to construct explicit Runge-Kutta methods which mimic symplectic ones as far as the linear growth of the global error is concerned. Such method of orderp have to bepseudo-symplectic of pseudosymplecticness order2p, i.e. to preserve the symplectic form to within ⊗(h ^2p )-terms. Pseudo-symplecticness conditions are then derived and the effective construction of methods discussed. Finally, the performances of the new methods are illustrated on several test problems.     

Convergence results for the MATLAB ode23 routine

We prove convergence results on finite time intervals, as the user-defined tolerance τ→0, for a class of adaptive timestepping ODE solvers that includes the ode23 routine supplied in MATLAB Version 4.2. In contrast to existing theories, these convergence results hold with error constants that are uniform in the neighbourhood of equilibria; such uniformity is crucial for the derivation of results concerning the numerical approximation of dynamical systems. For linear problems the error estimates are uniform on compact sets of initial data. The analysis relies upon the identification of explicit embedded Runge-Kutta pairs for which all but the leading order terms of the expansion of the local error estimate areO(∥f(u∥)²). This work was partially supported by NSF Grant DMS-95-04879.     

Optimal discrete and continuous mono‐implicit Runge–Kutta schemes for BVODEs

Recent investigations of discretization schemes for the efficient numerical solution of boundary value ordinary differential equations (BVODEs) have focused on a subclass of the well‐known implicit Runge–Kutta (RK) schemes, called mono‐implicit RK (MIRK) schemes, which have been employed in two software packages for the numerical solution of BVODEs, called TWPBVP and MIRKDC. The latter package also employs continuous MIRK (CMIRK) schemes to provide C ¹ continuous approximate solutions. The particular schemes implemented in these codes come, in general, from multi‐parameter families and, in some cases, do not represent optimal choices from these families. In this paper, several optimization criteria are identified and applied in the derivation of optimal MIRK and CMIRK schemes for orders 1–6. In some cases the schemes obtained result from the analysis of existent multi‐parameter families; in other cases new families are derived from which specific optimal schemes are then obtained. New MIRK and CMIRK schemes are presented which are superior to those currently available. Numerical examples are provided to demonstrate the practical improvements that can be obtained by employing the optimal schemes. This revised version was published online in June 2006 with corrections to the Cover Date.