Two-Grid Method for Nonlinear Reaction-Diffusion Equations by Mixed Finite Element Methods

In this paper, we investigate a scheme for nonlinear reaction-diffusion equations using the mixed finite element methods. To linearize the mixed method equations, we use the two-grid algorithm. First, we solve the original nonlinear equations on the coarse grid, then, we solve the linearized problem on the fine grid used Newton iteration once. It is shown that the algorithm can achieve asymptotically optimal approximation as long as the mesh sizes satisfy H=O(h^\frac12)H=\mathcal{O}(h^{\frac{1}{2}}). As a result, solving such a large class of nonlinear equations will not much more difficult than the solution of one linearized equation.     

A full discrete two-grid finite-volume method for a nonlinear parabolic problem

A fully discrete two-grid finite-volume method (FVM) for a nonlinear parabolic problem is studied in this paper. This method involves solving a nonlinear parabolic equation on coarse mesh space and a linearized parabolic equation on fine grid. Both L ² and H ¹ norm error estimates of the standard FVM for the nonlinear parabolic problem are derived. Compared with the standard FVM, the two-level method is of the same order as the one-level method in the H ¹-norm as long as the mesh sizes satisfy h=𝒪(H ^3/2). However, the two-level method involves much less work than the standard method. Numerical results are provided to demonstrate the effectiveness of our algorithm.     

Two-Grid Mixed Finite-Element Approximations to the Navier–Stokes Equations Based on a Newton-Type Step

A two-grid scheme to approximate the evolutionary Navier–Stokes equations is introduced and analyzed. A standard mixed finite element approximation is first obtained over a coarse mesh of size H at any positive time \(T>0\). Then, the approximation is postprocessed by means of solving a steady problem based on one step of a Newton iteration over a finer mesh of size \(h<H\). The method increases the rate of convergence of the standard Galerkin method in one unit in terms of H and equals the rate of convergence of the standard Galerkin method over the fine mesh h. However, the computational cost is essentially the cost of approaching the Navier–Stokes equations with the plain Galerkin method over the coarse mesh of size H since the cost of solving one single steady problem is negligible compared with the cost of computing the Galerkin approximation over the full time interval (0, T]. For the analysis we take into account the loss of regularity at initial time of the solution of the Navier–Stokes equations in the absence of nonlocal compatibility conditions. Some numerical experiments are shown.     

Error analysis of a two-grid discontinuous Galerkin method for non-linear parabolic equations

Discontinuous Galerkin (DG) approximations for non-linear parabolic problems are investigated. To linearize the discretized equations, we use a two-grid method involving a small non-linear system on a coarse gird of size H and a linear system on a fine grid of size h. Error estimates in H¹-norm are obtained, O(h^r+H^r+1) where r is the order of the DG space. The analysis shows that our two-grid DG algorithm will achieve asymptotically optimal approximation as long as the mesh sizes satisfy h=O(H^(r+1)/r). The numerical experiments verify the efficiency of our algorithm.     

Two-grid method for two-dimensional nonlinear Schrödinger equation by mixed finite element method

A conservative two-grid mixed finite element scheme is presented for two-dimensional nonlinear Schrödinger equation. One Newton iteration is applied on the fine grid to linearize the fully discrete problem using the coarse-grid solution as the initial guess. Moreover, error estimates are conducted for the two-grid method. It is shown that the coarse space can be extremely coarse, with no loss in the order of accuracy, and still achieve the asymptotically optimal approximation as long as the mesh sizes satisfy $H=O\left(h^{\frac{1}{2}}\right)$ in the two-grid method. The numerical results show that this method is very effective.     

Two-level stabilized finite element method for the transient Navier–Stokes equations

In this article, a two-level stabilized finite element method based on two local Gauss integrations for the two-dimensional transient Navier–Stokes equations is analysed. This new stabilized method presents attractive features such as being parameter-free, or being defined for nonedge-based data structures. Some new a priori bounds for the stabilized finite element solution are derived. The two-level stabilized method involves solving one small Navier–Stokes problem on a coarse mesh with mesh size 0<H<1, and a large linear Stokes problem on a fine mesh with mesh size 0<h?H. A H ¹-optimal velocity approximation and a L ²-optimal pressure approximation are obtained. If we choose h=O(H ²), the two-level method gives the same order of approximation as the standard stabilized finite element method.     

Two-grid methods for miscible displacement problem by Galerkin methods and mixed finite-element methods

The miscible displacement problem of one incompressible fluid is modelled by a nonlinear coupled system of two partial differential equations in porous media. One equation is elliptic form for the pressure and the other equation is parabolic form for the concentration of one of the fluids. In the paper, we present an efficient two-grid method for solving the miscible displacement problem by using mixed finite-element method for the approximation of the pressure equation and standard Galerkin method for concentration equation. We linearize the discretized equations based on the idea of Newton iteration in our methods, firstly, we solve an original nonlinear coupling problem on the coarse grid, then solve two linear systems on the fine grid. we obtain the error estimates for the two-grid algorithm, it is shown that coarse space can be extremely coarse and we achieve asymptotically optimal approximation. Moreover, numerical experimentation is given in this paper.     

Two-level Stabilized Finite Element Methods for the Steady Navier–Stokes Problem

In this article, the two-level stabilized finite element formulations of the two-dimensional steady Navier–Stokes problem are analyzed. A macroelement condition is introduced for constructing the local stabilized formulation of the steady Navier–Stokes problem. By satisfying this condition the stability of the Q₁–P₀ quadrilateral element and the P₁–P₀ triangular element are established. Moreover, the two-level stabilized finite element methods involve solving one small Navier–Stokes problem on a coarse mesh with mesh size H, a large Stokes problem for the simple two-level stabilized finite element method on a fine mesh with mesh size h=O(H²) or a large general Stokes problem for the Newton two-level stabilized finite element method on a fine mesh with mesh size h=O(|log h|^1/2H³). The methods we study provide an approximate solution (u^h,p^h) with the convergence rate of same order as the usual stabilized finite element solution, which involves solving one large Navier–Stokes problem on a fine mesh with mesh size h. Hence, our methods can save a large amount of computational time.     

Two-grid method for the two-dimensional time-dependent Schrödinger equation by the finite element method

In this paper, we construct a backward Euler full-discrete two-grid finite element scheme for the two-dimensional time-dependent Schrödinger equation. With this method, the solution of the original problem on the fine grid is reduced to the solution of same problem on a much coarser grid together with the solution of two Poisson equations on the same fine grid. We analyze the error estimate of the standard finite element solution and the two-grid solution in the $H^1$ norm. It is shown that the two-grid algorithm can achieve asymptotically optimal approximation as long as the mesh sizes satisfy $H=O\left(h^{\frac{k}{k+1}}\right)$. Finally, a numerical experiment indicates that our two-grid algorithm is more efficient than the standard finite element method.     

Newton Iterative Parallel Finite Element Algorithm for the Steady Navier-Stokes Equations

A combination method of the Newton iteration and parallel finite element algorithm is applied for solving the steady Navier-Stokes equations under the strong uniqueness condition. This algorithm is motivated by applying the Newton iterations of m times for a nonlinear problem on a coarse grid in domain Ω and computing a linear problem on a fine grid in some subdomains Ω _j ⊂Ω with j=1,…,M in a parallel environment. Then, the error estimation of the Newton iterative parallel finite element solution to the solution of the steady Navier-Stokes equations is analyzed for the large m and small H and h≪H. Finally, some numerical tests are made to demonstrate the the effectiveness of this algorithm.     

Parallel two-grid finite element method for the time-dependent natural convection problem with non-smooth initial data

In this paper, we consider the parallel two-grid finite element method for the transient natural convection problem with non-smooth initial data. Our numerical scheme involves solving a nonlinear natural convection problem on the coarse grid and solving a linear natural convection problem on the fine grid. The linear natural convection problem can be split into two subproblems which can be solved in parallel: a linearized Navier–Stokes problem and a linear parabolic problem. We firstly provide the stability and convergence of standard Galerkin finite element method with non-smooth initial data. Secondly, we develop optimal error estimates of two-grid finite element method for velocity and temperature in $H^1$-norm and for pressure in $L^2$-norm. In order to overcome the difficulty posed by the loss of regularity, some suitable weight functions are introduced in our stability and convergence analysis for the natural convection equations. Finally, some numerical results are presented to verify the established theoretical results.     

Extended version with the analysis of dynamic system for iterative refinement of solution

The extended version with the analysis of dynamic system for Wilkinson's iteration improvement of solution is presented in this paper. It turns out that the iteration improvement can be viewed as applying explicit Euler method with step size h=1 to a dynamic system which has a unique globally asymptotically stable equilibrium point, that is, the solution x*=A ^?1 b of linear system Ax=b with non-singular matrix A. As a result, an extended iterative improvement process for solving ill-conditioned linear system of algebraic equations with non-singular coefficients matrix is proposed by following the solution curve of a linear system of ordinary differential equations. We prove the unconditional convergence and derive the roundoff results for the extended iterative refinement process. Several numerical experiments are given to show the effectiveness and competition of the extended iteration refinement in comparison with Wilkinson's.     

A Two-Grid Block-Centered Finite Difference Method for the Nonlinear Time-Fractional Parabolic Equation

In this article, a two-grid block-centered finite difference scheme is introduced and analyzed to solve the nonlinear time-fractional parabolic equation. This method is considered where the nonlinear problem is solved only on a coarse grid of size H and a linear problem is solved on a fine grid of size h. Stability results are proven rigorously. Error estimates are established on non-uniform rectangular grid which show that the discrete \(L^{\infty }(L^2)\) and \(L^2(H^1)\) errors are \(O(\triangle t^{2-\alpha }+h^2+H^3)\). Finally, some numerical experiments are presented to show the efficiency of the two-grid method and verify that the convergence rates are in agreement with the theoretical analysis.     

Robust H2/H∞ global linearization filter design for nonlinear stochastic time-varying delay systems

One can design a robust H_∞ filter for a general nonlinear stochastic system with external disturbance by solving a second-order nonlinear stochastic partial Hamilton-Jacobi inequality (HJI), which is difficult to be solved. In this paper, the robust mixed H₂/H_∞ globally linearized filter design problem is investigated for a general nonlinear stochastic time-varying delay system with external disturbance, where the state is governed by a stochastic Itô-type equation. Based on a globally linearized model, a stochastic bounded real lemma is established by the Lyapunov–Krasovskii functional theory, and the robust H_∞ globally linearized filter is designed by solving the simultaneous linear matrix inequalities instead of solving an HJI. For a given attenuation level, the H₂ globally linearized filtering problem with the worst case disturbance in the H_∞ filter case is known as the mixed H₂/H_∞ globally linearized filtering problem, which can be formulated as a linear programming problem with simultaneous LMI constraints. Therefore, this method is applicable for state estimation in nonlinear stochastic time-varying delay systems with unknown exogenous disturbance when state variables are unavailable. A simulation example is provided to illustrate the effectiveness of the proposed method.     

Two-Grid Discontinuous Galerkin Method for Quasi-Linear Elliptic Problems

In this paper, we consider the symmetric interior penalty discontinuous Galerkin (SIPG) method with piecewise polynomials of degree r≥1 for a class of quasi-linear elliptic problems in Ω⊂ℝ². We propose a two-grid approximation for the SIPG method which can be thought of as a type of linearization of the nonlinear system using a solution from a coarse finite element space. With this technique, solving a quasi-linear elliptic problem on the fine finite element space is reduced into solving a linear problem on the fine finite element space and solving the quasi-linear elliptic problem on a coarse space. Convergence estimates in a broken H ¹-norm are derived to justify the efficiency of the proposed two-grid algorithm. Numerical experiments are provided to confirm our theoretical findings. As a byproduct of the technique used in the analysis, we derive the optimal pointwise error estimates of the SIPG method for the quasi-linear elliptic problems in ℝ ^d ,d=2,3 and use it to establish the convergence of the two-grid method for problems in Ω⊂ℝ³.     

Quasilinearization approach to computations with singular potentials

We pioneered the application of the quasilinearization method (QLM) to the numerical solution of the Schrödinger equation with singular potentials. The spiked harmonic oscillator r²+λr−α is chosen as the simplest example of such potential. The QLM has been suggested recently for solving the Schrödinger equation after conversion into the nonlinear Riccati form. In the quasilinearization approach the nonlinear differential equation is treated by approximating the nonlinear terms by a sequence of linear expressions. The QLM is iterative but not perturbative and gives stable solutions to nonlinear problems without depending on the existence of a smallness parameter. The choice of zero iteration is based on general features of solutions near the boundaries.We show that the energies of bound state levels in the spiked harmonic oscillator potential which are notoriously difficult to compute for small couplings λ, are easily calculated with the help of QLM for any λ and α with accuracy of twenty significant figures.     

On correction equations and domain decomposition for computing invariant subspaces

By considering the eigenvalue problem as a system of nonlinear equations, it is possible to develop a number of solution schemes which are related to the Newton iteration. For example, to compute eigenvalues and eigenvectors of an n × n matrix A, the Davidson and the Jacobi-Davidson techniques, construct ‘good’ basis vectors by approximately solving a “correction equation” which provides a correction to be added to the current approximation of the sought eigenvector. That equation is a linear system with the residual r of the approximated eigenvector as right-hand side.One of the goals of this paper is to extend this general technique to the “block” situation, i.e., the case where a set of p approximate eigenpairs is available, in which case the residual r becomes an n × p matrix. As will be seen, solving the correction equation in block form requires solving a Sylvester system of equations. The paper will define two algorithms based on this approach. For symmetric real matrices, the first algorithm converges quadratically and the second cubically. A second goal of the paper is to consider the class of substructuring methods such as the component mode synthesis (CMS) and the automatic multi-level substructuring (AMLS) methods, and to view them from the angle of the block correction equation. In particular this viewpoint allows us to define an iterative version of well-known one-level substructuring algorithms (CMS or one-level AMLS). Experiments are reported to illustrate the convergence behavior of these methods.     

A finite difference continuation method for computing energy levels of Bose-Einstein condensates

We study a finite difference continuation (FDC) method for computing energy levels and wave functions of Bose-Einstein condensates (BEC), which is governed by the Gross-Pitaevskii equation (GPE). We choose the chemical potential λ as the continuation parameter so that the proposed algorithm can compute all energy levels of the discrete GPE. The GPE is discretized using the second-order finite difference method (FDM), which is treated as a special case of finite element methods (FEM) using the piecewise bilinear and linear interpolatory functions. Thus the mathematical theory of FEM for elliptic eigenvalue problems (EEP) also holds for the Schrödinger eigenvalue problem (SEP) associated with the GPE. This guarantees the existence of discrete numerical solutions for the ground-state as well as excited-states of the SEP in the variational form. We also study superconvergence of FDM for solution derivatives of parameter-dependent problems (PDP). It is proved that the superconvergence O(ht) in the discrete H¹ norm is achieved, where t=2 and t=1.5 for rectangular and polygonal domains, respectively, and h is the maximal boundary length of difference grids. Moreover, the FDC algorithm can be implemented very efficiently using a simplified two-grid scheme for computing energy levels of the BEC. Numerical results are reported for the ground-state of two-coupled NLS defined in a large square domain, and in particular, for the second-excited state solutions of the 2D BEC in a periodic potential.