High order generalized upwind schemes and numerical solution of singular perturbation problems

High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation problems are taken into account to emphasize the main features of the proposed methods. AMS subject classification (2000)  65L10, 65L12, 65L50     

On the solution of Maxwell's equations in polygonal domains

This paper is concerned with the structure of the singular and regular parts of the solution of time‐harmonic Maxwell's equations in polygonal plane domains and their effective numerical treatment. The asymptotic behaviour of the solution near corner points of the domain is studied by means of discrete Fourier transformation and it is proved that the solution of the boundary value problem does not belong locally to H² when the boundary of the domain has non‐acute angles. A splitting of the solution into a regular part belonging to the space H², and an explicitly described singular part is presented. For the numerical treatment of the boundary value problem, we propose a finite element discretization which combines local mesh grading and the singular field methods and derive a priori error estimates that show optimal convergence as known for the classical finite element method for problems with regular solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Solution of the hyperbolic mild‐slope equation using the finite volume method

A finite volume solver for the 2D depth‐integrated harmonic hyperbolic formulation of the mild‐slope equation for wave propagation is presented and discussed. The solver is implemented on unstructured triangular meshes and the solution methodology is based upon a Godunov‐type second‐order finite volume scheme, whereby the numerical fluxes are computed using Roe's flux function. The eigensystem of the mild‐slope equations is derived and used for the construction of Roe's matrix. A formulation that updates the unknown variables in time implicitly is presented, which produces a more accurate and reliable scheme than hitherto available. Boundary conditions for different types of boundaries are also derived. The agreement of the computed results with analytical results for a range of wave propagation/transformation problems is very good, and the model is found to be virtually paraxiality‐free. Copyright © 2003 John Wiley & Sons, Ltd.     

ROBUSTNESS OF AN UPWIND FINITE DIFFERENCE SCHEME FOR SEMILINEAR CONVECTION-DIFFUSION PROBLEMS WITH BOUNDARY TURNING POINTS

We consider a singularly perturbed semilinear convection-diffusion problem with a boundary layer of attractive turning-point type. It is shown that its solution can be decomposed into a regular solution component and a layer component. This decomposi-tion is used to analyse the convergence of an upwinded finite difference scheme on Shishkin meshes.     

Analysis of a finite-difference scheme for a singularly perturbed problem with two small parameters

We study a model linear convection-diffusion-reaction problem where both the diffusion term and the convection term are multiplied by small parameters ε_d and ε_c, respectively. Depending on the size of the parameters the solution of the problem may exhibit exponential layers at both end points of the domain. Sharp bounds for the derivatives of the solution are derived using a barrier-function technique. These bounds are applied in the analysis of a simple upwind-difference scheme on Shishkin meshes. This method is established to be almost first-order convergent, independently of the parameters ε_d and ε_c.     

Minkowski-type and Alexandrov-Type Theorems for Polyhedral Herissons

Classical H. Minkowski theorems on existence and uniqueness of convex polyhedra with prescribed directions and areas of faces as well as the well-known generalization of H. Minkowski uniqueness theorem due to A.D. Alexandrov are extended to a class of nonconvex polyhedra which are called polyhedral herissons and may be described as polyhedra with injective spherical image.     

A posteriori H1 error estimation for a singularly perturbed reaction diffusion problem on anisotropic meshes

The paper deals with a singularly perturbed reaction diffusionmodel problem. The focus is on reliable a posteriori error estimatorsfor the H¹ seminorm that can be applied to anisotropic finiteelement meshes. A residual error estimator and a local problemerror estimator are proposed and rigorously analysed. They arelocally equivalent, and both bound the error reliably. Threemodifications of these estimators are introduced and discussed. Much attention is given to the performance of the error estimatorin numerical experiments. This helps to identify those estimatorsthat are suitable for practical applications.     

Guaranteed-accuracy approximation of reachable sets for a linear dynamic system subject to impulse actions

A method is proposed for approximating the reachable set of a dynamic system with a state space dimension no higher than six-eight considered on a finite time interval. The system is governed by linear differential equations with piecewise constant coefficients and impulse actions specified at prescribed times. The method is based on guaranteed-accuracy polyhedral approximations of reachable sets at researcher-specified times. Every approximation is constructed using the preceding one. A procedure is described for choosing parameters of the method that ensure the required accuracy with close-to-minimal time costs.     

Proof of the Mixing Theorem for Statistical Systems in Classical Physics

In a general measure-theoretic context, it is proved that the action of a stochastic map on a pair of probability distributions can be characterized by the criterion of decreasing mixing distance.