ASYMPTOTIC ERROR EXPANSION AND DEFECT CORRECTION FOR SOBOLEV AND VISCOELASTICITY TYPE EQUATIONS

1.IntroductionLetObearectangulardomain.WeareconcernedwiththeRichardsonextrapolationanddefectcorrectionofthefiniteelementapproximationstothesolutionsofthefollowingsimpleSobolevtypeequationandviscoelasticitytypeequationTheextrapolationtechniqueusedforthefin…     

HIGH ACCURACY ANALYSIS FORINTEGRODIFFERENTIAL EQUATIONS

1.IntroductionLetfibearectangulardomain.WeconsidertheRichardsonextrapolationanddefectcorrectionofthefiniteelementapproximationstothesolutionsofthefollowingsimpleparabolicintegrodifferentialequationsItiswellknownthattheextrapolationmethodsareveryeffectivenumericalmethodsinproducinghigheraccuracyapproximations.Thistechniqueusedforthefiniteelemelltapproximationstothesolutionsofellipticdifferentialequationshasbeenwelldemonstratedin[l--3,5--7,14--18,22and24].Andthistechniquehasalsobeenconsideredfo…     

特征值问题的三角形二次元的展开式及其外推

我们考虑利用三角形二次元来求解特征值问题,并给出特征值的误差展开式,以此为基础进行外推获得高精度.     

Extrapolation of Mixed Finite Element Approximations for the Maxwell Eigenvalue Problem

In this paper,a general method to derive asymptotic error expansion formulas for the mixed finite element approximations of the Maxwell eigenvalue problem is established.Abstract lemmas for the error of the eigenvalue approximations are obtained.Based on the asymptotic error expansion formulas,the Richardson extrapolation method is employed to improve the accuracy of the approximations for the eigenvalues of the Maxwell system from θ(h2) to θ(h4) when applying the lowest order Nédé1ec mixed finite element and a nonconforming mixed finite element.To our best knowledge,this is the first superconvergence result of the Maxwell eigenvalue problem by the extrapolation of the mixed finite element approximation.Numerical experiments are provided to demonstrate the theoretical results.     

Extrapolation of the Stochastic Theta Numerical Method for Stochastic Differential Equations

ABSTRACT

The stochastic theta method is a family of implicit Euler methods for approximating solutions to Itô stochastic differential equations. It is proved that the weak error for the stochastic theta numerical method is of the correct form to apply Richardson extrapolation. Several computational examples illustrate the improvement in accuracy of the approximations when applying extrapolation.     

On the extrapolation of Galerkin methods for parabolic problems

Summary The use of Richardson extrapolation in conjunction with several discrete-time Galerkin methods for the approximate solution of parabolic initialboundary value problems is investigated. It is shown that the extrapolation of certain two- and three-level Galerkin approximations which arep ^th order correct in time yields an improvement ofp orders of accuracy in time per extrapolation, wherep=1, 2. Both linear and quasilinear problems are considered.This research was supported in part by NSF Grant GP-36561.     

外推瀑布多网格法(EXCMG)——-大规模求解椭圆问题的新算法

基于有限元的渐近展开式,导出了新的外推公式,它们更精确地逼近密网上的有限元解(而不是微分方程的解).提出了新的外推瀑布型多网格法(EXCMG),采用新外推公式及其二次插值提供密网上的好初值.数值实验表明,新方法有很高的精度和效率.最后在PC机上求解了大规模二维椭圆问题.     

解平面弹性力学问题的边界积分方程的机械求积方法及其外推

１．引 言 考虑平面弹性力学内或外位移边值问题和内或外应力边值问题这里Ω是平面有界开集,Ωｃ是闭包Ω的补集,Γ是Ω或Ωｃ的边界,ｕ＝（ｕ１,ｕ２）是位移,ｎ＝（ｎ１,ｎ２）是Γ的外法向单位向量,δｉｊ＝（ｕｉ,ｊ＋ｕｊ,ｉ）／２是应变张量,λ和μ是Ｌａｍｅ常数,并且按张量计算规则：重复下标蕴含对该下标从１到２的求和． 使用直接边界元方法（１．１）与（１．２）皆可被转换为边界积分方程组这里αｉｊ（ｙ）是取决于ｙ∈Γ的常数,当ｙ是Γ的光滑点时,;式中是ｋｅｌｖｉｎ基本解,有以下表达式［５,７］这里ｒ＝…     

外推法对奇异摄动问题数值解的应用

在本文中讨论了外推法对椭圆一抛物奇异摄动问题数值解的应用,提高了解的精度,估出了精度的阶数,并对文[1]中的一致收敛性在附录中给出证明.     

A Multilevel Correction Method for Steklov Eigenvalue Problem by Nonconforming Finite Element Methods

In this paper, a multilevel correction scheme is proposed to solve the Steklov eigenvalue problem by nonconforming finite element methods. With this new scheme, the accuracy of eigenpair approximations can be improved after each correction step which only needs to solve a source problem on finer finite element space and an Steklov eigenvalue problem on the coarsest finite element space. This correction scheme can increase the overall efficiency of solving eigenvalue problems by the nonconforming finite element method. Furthermore, as same as the direct eigenvalue solving by nonconforming finite element methods, this multilevel correction method can also produce the lower-bound approximations of the eigenvalues.     

On improving the absolute stability of local extrapolation

Summary A widely used technique for improving the accuracy of solutions of initial value problems in ordinary differential equations is local extrapolation. It is well known, however, that when using methods appropriate for solving stiff systems of ODES, the stability of the method can be seriously degraded if local extrapolation is employed. This is due to the fact that performing local extrapolation on a low order method is equivalent to using a higher order formula and this high order formula may not be suitable for solving stiff systems. In the present paper a general approach is proposed whereby the correction term added on in the process of local extrapolation is in a sense a rational, rather than a polynomial, function. This approach allows high order formulae with bounded growth functions to be developed. As an example we derive anA-stable rational correction algorithm based on the trapezoidal rule. This new algorithm is found to be efficient when low accuracy is requested (say a relative accuracy of about 1%) and its performance is compared with that of the more familiar Richardson extrapolation method on a large set of stiff test problems.     

A Note on Asymptotic Expansions to Approximate Eigenvalues of Integral Operators with Green's Kernels using the Iterated Galerkin Method

In this article, we consider approximation of eigenvalues of integral operators with Green's function-type kernels using the iterated Galerkin method. We obtain asymptotic expansions for approximate eigenvalues. The Richardson extrapolation is used to obtain eigenvalue approximations of higher order. A numerical example is considered in order to illustrate our theoretical results.     

Asymptotic Expansions for Approximate Eigenvalues of Integral Operators with Nonsmooth Kernels

We consider approximation of eigenvalues of integral operators with Green's function kernels using the Nyström method and the iterated collocation method and obtain asymptotic expansions for approximate eigenvalues. We show that the Richardson extrapolation is applicable to find eigenvalue approximations of higher order and illustrate our results by numerical examples.     

Techniques which accelerate the convergence of first order iterations automatically

This paper describes a way of approximating the optimal extrapolation of iterative techniques for solving equation systems. The approximations avoid auxiliary eigenvalue calculations and can be revised automatically during the iterative process. These extrapolations are cheap to compute and are particularly suited to solving nonlinear systems where the iteration matrix is path dependent.     

Das Differenzenverfahren für singuläre Rand-Eigenwertaufgaben gewöhnlicher Differentialgleichungen

Summary The boundary value problem for a class of singular second order differential operators is defined. Using the standard three point discretisation for the differential equation and taking care of the limits involved in the boundary conditions in a natural way, finite difference approximations to the boundary value problems are defined and their convergence properties are investigated. The rate of convergence is given in terms of the data. It turns out that for problems of the first kind extrapolation is possible up to an arbitrary order after a suitable change of the independent variable, whereas for problems of the second kind neither theoretical nor numerical results indicate the possibility of extrapolation. Corresponding results hold for the eigenvalue problems. Some numerical examples show that the convergence rates given in the paper are best possible and demonstrate the effect of extrapolation.     

Richardson extrapolation and defect correction of mixed finite element methods for integro-differential equations in porous media

Asymptotic error expansions in the sense of L ^∞-norm for the Raviart-Thomas mixed finite element approximation by the lowest-order rectangular element associated with a class of parabolic integro-differential equations on a rectangular domain are derived, such that the Richardson extrapolation of two different schemes and an interpolation defect correction can be applied to increase the accuracy of the approximations for both the vector field and the scalar field by the aid of an interpolation postprocessing technique, and the key point in deriving them is the establishment of the error estimates for the mixed regularized Green’s functions with memory terms presented in R. Ewing at al., Int. J. Numer. Anal. Model 2 (2005), 301–328. As a result of all these higher order numerical approximations, they can be used to generate a posteriori error estimators for this mixed finite element approximation. This project was supported in part by the Special Funds for Major State Basic Research Project (2007CB8149), the National Natural Science Foundation of China (10471103 and 10771158), the Social Science Foundation of the Ministry of Education of China (Numerical methods for convertible bonds, 06JA630047), the NSERC, Tianjin Natural Science Foundation (07JCYBJC14300), and Tianjin University of Finance and Economics.     

A HIGH ORDER METHOD FOR NON-SMOOTH FREDHOLM EQUATIONS

1.IntroductionConsidertheequationwherek(s,t)=k(f)tandf(s)aregiven,uistheunknownsolution.SinceitisrelatedcloselytoWiener-Hopfequationsandisveryimportantinpractice,therearemanynumericalresultsaboutit(e.g.[1--11]).Itiswellknownthattheaccuracyoftheapproximati…     

POINTWISE CONVERGENCE RATE OF VANISHING VISCOSITY APPROXIMATIONS FOR SCALAR CONSERVATION LAWS WITH BOUNDARY

This article is concerned with the pointwise error estimates for vanishing vis- cosity approximations to scalar convex conservation laws with boundary.By the weighted error function and a bootstrap extrapolation technique introduced by Tadmor-Tang,an optimal pointwise convergence rate is derived for the vanishing viscosity approximations to the initial-boundary value problem for scalar convex conservation laws,whose weak entropy solution is piecewise C 2 -smooth with interaction of elementary waves and the ...     

Richardson extrapolation of iterated discrete projection methods for eigenvalue approximation

In this paper, the eigenvalue approximation of a compact integral operator with a smooth kernel is discussed. We propose asymptotic error expansions of the iterated discrete Galerkin and iterated discrete collocation methods, and asymptotic error expansion of approximate eigenvalues. We then apply Richardson extrapolation to obtain higher order super-convergence of eigenvalue approximations. Numerical examples are presented to illustrate the theoretical estimate.     

On the use of multioperators in the construction of high-order grid approximations

Examples of using the multioperator technique in order to increase the order of accuracy of some linear operators are given. Formulas for numerical differentiation, approximation of diffusion terms, recalculation, filtration, and extrapolation of grid functions are considered. A new family of multioperator approximations for convective terms of equations is presented. Multioperators of 16th and 32nd orders are analyzed as an example.