Second Order Fully Semi-Lagrangian Discretizations of Advection-Diffusion-Reaction Systems

Journal of Scientific Computing - We analyse numerically the periodic problem and the initial boundary value problem of the Korteweg-de Vries equation and the Drindfeld–Sokolov–Wilson...     

A-Posteriori Error Estimates for Discontinuous Galerkin Approximations of Second Order Elliptic Problems

Using the weighted residual formulation we derive a-posteriori estimates for Discontinuous Galerkin approximations of second order elliptic problems in mixed form. We show that our approach allows to include in a unified way all the methods presented so far in the literature.     

A Posteriori Error Estimates for Weak Galerkin Finite Element Methods for Second Order Elliptic Problems

A residual type a posteriori error estimator is presented and analyzed for Weak Galerkin finite element methods for second order elliptic problems. The error estimator is proved to be efficient and reliable through two estimates, one from below and the other from above, in terms of an $H^1$ -equivalent norm for the exact error. Two numerical experiments are conducted to demonstrate the effectiveness of adaptive mesh refinement guided by this estimator.     

A High Order Conservative Semi-Lagrangian Discontinuous Galerkin Method for Two-Dimensional Transport Simulations

In this paper, we develop a class of high order conservative semi-Lagrangian (SL) discontinuous Galerkin methods for solving multi-dimensional linear transport equations. The methods rely on a characteristic Galerkin weak formulation, leading to \(L^2\) stable discretizations for linear problems. Unlike many existing SL methods, the high order accuracy and mass conservation of the proposed methods are realized in a non-splitting manner. Thus, the detrimental splitting error, which is known to significantly contaminate long term transport simulations, will be not incurred. One key ingredient in the scheme formulation, borrowed from CSLAM (Lauritzen et al. in J Comput Phys 229(5):1401–1424, 2010), is the use of Green’s theorem which allows us to convert volume integrals into a set of line integrals. The resulting line integrals are much easier to approximate with high order accuracy, hence facilitating the implementation. Another novel ingredient is the construction of quadratic curves in approximating sides of upstream cell, leading to quadratic-curved quadrilateral upstream cells. Formal third order accuracy is obtained by such a construction. The desired positivity-preserving property is further attained by incorporating a high order bound-preserving filter. To assess the performance of the proposed methods, we test and compare the numerical schemes with a variety of configurations for solving several benchmark transport problems with both smooth and nonsmooth solutions. The efficiency and efficacy are numerically verified.     

Interpolatory Model Order Reduction Method for Second Order Systems

In this paper, we propose a structure‐preserving model reduction method for second‐order systems based on H₂ optimal interpolation. In the iterative process of the proposed method, an algorithm is presented for selecting interpolation points in order to control the dimension of the reduced system. Result about error analysis of the interpolation points selection algorithm is obtained and the property of the new model reduction method is also given. Finally, three numerical examples are performed to illustrate the effectiveness of the new method.     

Second Order Methods for the Optimal Control Problems

The paper considers the iterative improvement algorithms, the efficiency of which substantially depends on the chosen parameters values. The problem of control of these parameters is formulated and discussed. We designed the modified algorithms where parameters are automatically adjusted at each iteration. The original and modified algorithms are applied to solve the problem of optimal control for the ecology-economic system.     

An Efficient Method for Second Order Boundary Value Problems with Two Point Boundary Conditions

The discrete approximation to a second order boundary value problem by finite difference methods gives rise to a system with a coefficient matrix which is typically banded. Several articles discuss the solution of such systems. Here the efficient method is based on the idea of a system perturbation followed by corrections and is competitive with standard methods     

Perfectly Matched Layers for Time-Harmonic Second Order Elliptic Problems

The main goal of this work is to give a review of the Perfectly Matched Layer (PML) technique for time-harmonic problems. Precisely, we focus our attention on problems stated in unbounded domains, which involve second order elliptic equations writing in divergence form and, in particular, on the Helmholtz equation at low frequency regime. Firstly, the PML technique is introduced by means of a simple porous model in one dimension. It is emphasized that an adequate choice of the so called complex absorbing function in the PML yields to accurate numerical results. Then, in the two-dimensional case, the PML governing equation is described for second order partial differential equations by using a smooth complex change of variables. Its mathematical analysis and some particular examples are also included. Numerical drawbacks and optimal choice of the PML absorbing function are studied in detail. In fact, theoretical and numerical analysis show the advantages of using non-integrable absorbing functions. Finally, we present some relevant real life numerical simulations where the PML technique is widely and successfully used although they are not covered by the standard theoretical framework.     

Enriched Spectral Method for Stiff Convection-Dominated Equations

A novel and simple numerical method for stiff convection-dominated problems is studied in presence of boundary or interior layers. A version of the spectral Chevyshev-collocation method enriched with the so-called corrector functions is investigated. The corrector functions here are designed to capture the stiffness of the layers (see the Appendix), and the proposed method does not rely on the adaptive grid points. The extensive numerical results demonstrate that the enriched spectral methods are very accurate with low computational cost.     

Supercloseness of Primal-Dual Galerkin Approximations for Second Order Elliptic Problems

We show that two widely used Galerkin formulations for second-order elliptic problems provide approximations which are actually superclose, that is, their difference converges faster than the corresponding errors. In the framework of linear elasticity, the two formulations correspond to using either the stiffness tensor or its inverse the compliance tensor. We find sufficient conditions, for a wide class of methods (including mixed and discontinuous Galerkin methods), which guarantee a supercloseness result. For example, for the HDG\(_{k}\) method using polynomial approximations of degree \({k>0}\), we find that the difference of approximate fluxes superconverges with order \({k+2}\) and that the difference of the scalar approximations superconverges with order \({k+3}\). We provide numerical results verifying our theoretical results.     

Semi-Lagrangian Runge-Kutta Exponential Integrators for Convection Dominated Problems

In this paper we consider the case of nonlinear convection-diffusion problems with a dominating convection term and we propose exponential integrators based on the composition of exact pure convection flows. These methods can be applied to the numerical integration of the considered PDEs in a semi-Lagrangian fashion. Semi-Lagrangian methods perform well on convection dominated problems (Pironneau in Numer. Math. 38:309–332, 1982; Hockney and Eastwood in Computer simulations using particles. McGraw-Hill, New York, 1981; Rees and Morton in SIAM J. Sci. Stat. Comput. 12(3):547–572, 1991; Baines in Moving finite elements. Monographs on numerical analysis. Clarendon Press, Oxford, 1994). In these methods linear convective terms can be integrated exactly by first computing the characteristics corresponding to the gridpoints of the adopted discretization, and then producing the numerical approximation via an interpolation procedure.     

二阶运动现象及其分析研究

生物视觉关于二阶运动的研究成果,为计算机视觉的发展提供新的理论支持和研究方向.本文深入分析二阶运动信号,按照信号调制的方式将其分为空间调制、时间调制、时空调制三类运动.利用基于相关模型的一阶运动感知系统及纹理捕获器加相关模型的二阶运动感知系统对各类二阶运动现象进行实验,计算结果支持生物视觉关于二阶运动是由非线性的感知系统加工的结论.     

On Long Time Error Bounds for the Wave Equation on Second Order Form

Temporal error bounds for the wave equation expressed on second order form are investigated. We show that, with appropriate choices of boundary conditions, the time and space derivatives of the error are bounded even for long times. No long time bound on the error itself is obtained, although numerical experiments indicate that a bound exists.     

A Fully-Discrete Local Discontinuous Galerkin Method for Convection-Dominated Sobolev Equation

In this paper we shall present, for the convection-dominated Sobolev equations, the fully-discrete numerical scheme based on the local discontinuous Galerkin (LDG) finite element method and the third-order explicitly total variation diminishing Runge-Kutta (TVDRK3) time marching. A priori error estimate is obtained for any piecewise polynomials of degree at most k≥1, under the general spatial-temporal restriction. The bounded constant in error estimate is independent of the reciprocal of the diffusion and dispersion coefficients, after removing the effect of smoothness of the exact solution. Finally some numerical results are given to verify the presented conclusion.     

An Adaptive Sparse Grid Semi-Lagrangian Scheme for First Order Hamilton-Jacobi Bellman Equations

We propose a semi-Lagrangian scheme using a spatially adaptive sparse grid to deal with non-linear time-dependent Hamilton-Jacobi Bellman equations. We focus in particular on front propagation models in higher dimensions which are related to control problems. We test the numerical efficiency of the method on several benchmark problems up to space dimension d=8, and give evidence of convergence towards the exact viscosity solution. In addition, we study how the complexity and precision scale with the dimension of the problem.     

An A Posteriori Error Estimate for the Local Discontinuous Galerkin Method Applied to Linear and Nonlinear Diffusion Problems

In this paper we present a new residual-based reliable a posteriori error estimator for the local discontinuous Galerkin approximations of linear and nonlinear diffusion problems in polygonal regions of R ². Our analysis, which applies to convex and nonconvex domains, is based on Helmholtz decompositions of the error and a suitable auxiliary polynomial function interpolating the Dirichlet datum. Several examples confirming the reliability of the estimator and providing numerical evidences for its efficiency are given. Furthermore, the associated adaptive method, which considers meshes with and without hanging nodes, is shown to be much more efficient than a uniform refinement to compute the discrete solutions. In particular, the experiments illustrate the ability of the adaptive algorithm to localize the singularities of each problem.Mathematics Subject Classifications (1991). 65N30This revised version was published online in July 2005 with corrected volume and issue numbers.     

Analysis of an Interior Penalty Method for Fourth Order Problems on Polygonal Domains

Error analysis for a stable C ⁰ interior penalty method is derived for general fourth order problems on polygonal domains under minimal regularity assumptions on the exact solution. We prove that this method exhibits quasi-optimal order of convergence in the discrete H ², H ¹ and L ₂ norms. L _?? norm error estimates are also discussed. Theoretical results are demonstrated by numerical experiments.     

Ordering Techniques for Two- and Three-Dimensional Convection-Dominated Elliptic Boundary Value Problems

Multigrid methods with simple smoothers have been proven to be very successful for elliptic problems with no or only moderate convection. In the presence of dominant convection or anisotropies as it might appear in equations of computational fluid dynamics (e.g. in the Navier-Stokes equations), the convergence rate typically decreases. This is due to a weakened smoothing property as well as to problems in the coarse grid correction. In order to obtain a multigrid method that is robust for convection-dominated problems, we construct efficient smoothers that obtain their favorable properties through an appropriate ordering of the unknowns. We propose several ordering techniques that work on the graph associated with the (convective part of the) stiffness matrix. The ordering algorithms provide a numbering together with a block structure which can be used for block iterative methods. We provide numerical results for the Stokes equations with a convective term illustrating the improved convergence properties of the multigrid algorithm when applied with an appropriate ordering of the unknowns. Received July 12, 1999; revised October 1, 1999