h-p Spectral Element Method for Elliptic Problems on Non-smooth Domains Using Parallel Computers

We propose a new h-p spectral element method to solve elliptic boundary value problems with mixed Neumann and Dirichlet boundary conditions on non-smooth domains. The method is shown to be exponentially accurate and asymptotically faster than the standard h-p finite element method. The spectral element functions are fully non-conforming for pure Dirichlet problems and conforming only at the vertices of the elements for mixed problems, and hence, the dimension of the resulting Schur complement matrix is quite small. The method is a least-squares collocation method and the resulting normal equations are solved using preconditioned conjugate gradient method with an almost optimal preconditioner. The algorithm is suitable for a distributed memory parallel computer. The numerical results of a number of model problems are presented, which confirm the theoretical estimates.     

A Time Domain Point Source Method for Inverse Scattering by Rough Surfaces

In this paper we propose a new method to determine the location and shape of an unbounded rough surface from measurements of scattered electromagnetic waves. The proposed method is based on the point source method of Potthast (IMA J. Appl. Math. 61, 119–140, 1998) for inverse scattering by bounded obstacles. We propose a version for inverse rough surface scattering which can reconstruct the total field when the incident field is not necessarily time harmonic. We present numerical results for the case of a perfectly conducting surface in TE polarization, in which case a homogeneous Dirichlet condition applies on the boundary. The results show great accuracy of reconstruction of the total field and of the prediction of the surface location.     

A Numerical Method to Verify the Elliptic Eigenvalue Problems Including a Uniqueness Property

We propose a numerical method to enclose the eigenvalues and eigenfunctions of second-order elliptic operators with local uniqueness. We numerically construct a set containing eigenpairs which satisfies the hypothesis of Banach's fixed point theorem in a certain Sobolev space by using a finite element approximation and constructive error estimates. We then prove the local uniqueness separately of eigenvalues and eigenfunctions. This local uniqueness assures the simplicity of the eigenvalue. Numerical examples are presented. Received: November 2, 1998; revised June 5, 1999     

A Hermitian Box-scheme for One-dimensional Elliptic Equations – Application to Problems with High Contrasts in the Ellipticity

We introduce a new box-scheme, called ``hermitian box-scheme' on the model of the one-dimensional Poisson problem. The scheme combines features of the box-scheme of Keller, [20], [13], with the hermitian approximation of the gradient on a compact stencil, which is characteristic of compact schemes, [9], [21]. The resulting scheme is proved to be 4th order accurate for the primitive unknown u and its gradient p. The proved convergence rate is 1.5 for (u,p) in the discrete L ² norm. The connection with a non standard mixed finite element method is given. Finally, numerical results are displayed on pertinent 1-D elliptic problems with high contrasts in the ellipticity, showing in practice convergence rates ranging from 1 to 2.5 in the discrete H ¹ norm. This work has been performed with the support of the GDR MOMAS, (ANDRA, CEA, EDF, BRGM and CNRS): Modélisation pour le stockage des déchets radioactifs. The author thanks especially A. Bourgeat for his encouragements and his interest in this work.     

On the Numerical Solution of Some Semilinear Elliptic Problems – II

In the earlier paper [6], a Galerkin method was proposed and analyzed for the numerical solution of a Dirichlet problem for a semi-linear elliptic boundary value problem of the form –U=F(·,U). This was converted to a problem on a standard domain and then converted to an equivalent integral equation. Galerkins method was used to solve the integral equation, with the eigenfunctions of the Laplacian operator on the standard domain D as the basis functions. In this paper we consider the implementing of this scheme, and we illustrate it for some standard domains D.     

A Semi-smooth Newton Method for Regularized State-constrained Optimal Control of the Navier-Stokes Equations

In this paper, we study semi-smooth Newton methods for the numerical solution of regularized pointwise state-constrained optimal control problems governed by the Navier-Stokes equations. After deriving an appropriate optimality system for the original problem, a class of Moreau-Yosida regularized problems is introduced and the convergence of their solutions to the original optimal one is proved. For each regularized problem a semi-smooth Newton method is applied and its local superlinear convergence verified. Finally, selected numerical results illustrate the behavior of the method and a comparison between the max-min and the Fischer-Burmeister as complementarity functionals is carried out.     

Tensor Product Multigrid for Maxwell's Equation with Aligned Anisotropy

When simulating electromagnetic phenomena in symmetric cavities, it is often possible to exploit the symmetry in order to reduce the dimension of the problem, thereby reducing the amount of work necessary for its numerical solution. Usually, this reduction leads not only to a much lower number of unknowns in the discretized system, but also changes the behaviour of the coefficients of the differential operator in an unfavourable way, usually leading to the transformed system being not elliptic with respect to norms corresponding to two-dimensional space, thus limiting the use of standard multigrid techniques. In this paper, we introduce a robust multigrid method for Maxwell's equation in two dimensions that is especially suited for coefficients resulting from coordinate transformations, i.e. that are aligned with the coordinate axes. Using a variant of the technique introduced in [5], we can prove robustness of the multigrid method for domains of tensor-product structure and coefficients depending on only one of the coordinates. Received July 17, 2000; revised October 27, 2000     

Identifying the coefficient of first-order in parabolic equation from final measurement data

This paper studies an inverse problem of recovering the first-order coefficient in parabolic equation when the final observation is given. Such problem has important application in a large field of applied science. The original problem is transformed into an optimal control problem by the optimization theory. The existence, uniqueness and necessary condition of the minimum for the control functional are established. By an elliptic bilateral variational inequality which is deduced from the necessary condition, an algorithm and some numerical experiments are proposed in the paper. The numerical results show that the proposed method is an accurate and stable method to determine the coefficient of first-order in the inverse parabolic problems.     

Composite Finite Elements for Elliptic Boundary Value Problems with Discontinuous Coefficients

In this paper, we will introduce composite finite elements for solving elliptic boundary value problems with discontinuous coefficients. The focus is on problems where the geometry of the interfaces between the smooth regions of the coefficients is very complicated. On the other hand, efficient numerical methods such as, e.g., multigrid methods, wavelets, extrapolation, are based on a multi-scale discretization of the problem. In standard finite element methods, the grids have to resolve the structure of the discontinuous coefficients. Thus, straightforward coarse scale discretizations of problems with complicated coefficient jumps are not obvious. In this paper, we define composite finite elements for problems with discontinuous coefficients. These finite elements allow the coarsening of finite element spaces independently of the structure of the discontinuous coefficients. Thus, the multigrid method can be applied to solve the linear system on the fine scale. We focus on the construction of the composite finite elements and the efficient, hierarchical realization of the intergrid transfer operators. Finally, we present some numerical results for the multigrid method based on the composite finite elements (CFE–MG).     

Keller's Box-Scheme for the One-Dimensional Stationary Convection-Diffusion Equation

u ,∇u)=f, is to take the average onto the same mesh of the two equations of the mixed form, the conservation law div p=f and the constitutive law p=ϕ(u,∇u). In this paper, we perform the numerical analysis of two Keller-like box-schemes for the one-dimensional convection-diffusion equation cu _x −ɛu _xx =f. In the first one, introduced by B. Courbet in [9,10], the numerical average of the diffusive flux is upwinded along the sign of the velocity, giving a first order accurate scheme. The second one is fourth order accurate. It is based onto the Euler-MacLaurin quadrature formula for the average of the diffusive flux. We emphasize in each case the link with the SUPG finite element method. Received June 7, 2001; revised October 2, 2001     

The new extended Jacobian elliptic function expansion algorithm and its applications in nonlinear mathematical physics equations

More recently we have presented the extended Jacobian elliptic function expansion method and its algorithm to seek more types of doubly periodic solutions. Based on the idea of the method, by studying more relations among all twelve kinds of Jacobian elliptic functions. we further extend the method to be a more general method, which is still called the extended Jacobian elliptic function expansion method for convenience. The new method is more powerful to construct more new exact doubly periodic solutions of nonlinear equations. We choose the (2+1)-dimensional dispersive long-wave system to illustrate our algorithm. As a result, twenty-four families of new doubly periodic solutions are obtained. When the modulus m→1 or 0, these doubly periodic solutions degenerate as soliton solutions and trigonometric function solutions. This algorithm can be also applied to other nonlinear equations.     

L ∞-error estimates of higher order mixed finite element approximations for elliptic optimal control problems

In this paper, we investigate the L ^∞-error estimates of the numerical solutions of linear-quadratic elliptic control problems by using higher order mixed finite element methods. The state and co-state are approximated by the order k Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise polynomials of order k (k≥1). Optimal L ^∞-error estimates are derived for both the control and the state approximations. These results are seemed to be new in the literature of the mixed finite element methods for optimal control problems.     

An Efficient Direct Solver for the Boundary Concentrated FEM in 2D

The boundary concentrated FEM, a variant of the hp-version of the finite element method, is proposed for the numerical treatment of elliptic boundary value problems. It is particularly suited for equations with smooth coefficients and non-smooth boundary conditions. In the two-dimensional case it is shown that the Cholesky factorization of the resulting stiffness matrix requires O(Nlog⁴ N) units of storage and can be computed with O(Nlog⁸ N) work, where N denotes the problem size. Numerical results confirm theoretical estimates. Received October 4, 2001; revised August 19, 2002 Published online: October 24, 2002     

Some types of filters in BL algebras

In this paper we introduce some types of filters in a BL algebra A, and we state and prove some theorems which determine the relationship between these notions and other filters of a BL algebra, and by some examples we show that these notions are different. Also we consider some relations between these filters and quotient algebras that are constructed via these filters.     

Only Intervals Preserve the Invertibility of Arithmetic Operations

In standard arithmetic, if we, e.g., accidentally added a wrong number y to the preliminary result x, we can undo this operation by subtracting y from the result x+y. A similar possibility to invert (undo) addition holds for intervals. In this paper, we show that if we add a single non-interval set, we lose invertibility. Thus, invertibility requirement leads to a new characterization of the class of all intervals.     

Modified quasi-boundary value method for a Cauchy problem of semi-linear elliptic equation

In this paper, we investigate a Cauchy problem for the semi-linear elliptic equation. This problem is well known to be severely ill-posed and regularization methods are required. We use a modified quasi-boundary value method to deal with it, and a convergence estimate for the regularized solution is obtained under an a priori bound assumption for the exact solution. Finally, some numerical results show that our given method works well.     

An Eulerian approach to transport and diffusion on evolving implicit surfaces

In this article we define a level set method for a scalar conservation law with a diffusive flux on an evolving hypersurface Γ(t) contained in a domain W ì \mathbb Rⁿ⁺¹{\Omega \subset \mathbb R^{n+1}} . The partial differential equation is solved on all level set surfaces of a prescribed time dependent function Φ whose zero level set is Γ(t). The key idea lies in formulating an appropriate weak form of the conservation law with respect to time and space. A major advantage of this approach is that it avoids the numerical evaluation of curvature. The resulting equation is then solved in one dimension higher but can be solved on a fixed grid. In particular we formulate an Eulerian transport and diffusion equation on evolving implicit surfaces. Using Eulerian surface gradients to define weak forms of elliptic operators naturally generates weak formulations of elliptic and parabolic equations. The finite element method is applied to the weak form of the conservation equation yielding an Eulerian Evolving Surface Finite Element Method. The computation of the mass and element stiffness matrices, depending only on the gradient of the level set function, are simple and straightforward. Numerical experiments are described which indicate the power of the method. We describe how this framework may be employed in applications.     

Degenerate Two-Phase Incompressible Flow IV: Local Refinement and Domain Decomposition

This is the fourth paper of a series in which we analyze mathematical properties and develop numerical methods for a degenerate elliptic-parabolic partial differential system which describes the flow of two incompressible, immiscible fluids in porous media. In this paper we describe a finite element approximation for this system on locally refined grids. This adaptive approximation is based on a mixed finite element method for the elliptic pressure equation and a Galerkin finite element method for the degenerate parabolic saturation equation. Both discrete stability and sharp a priori error estimates are established for this approximation. Iterative techniques of domain decomposition type for solving it are discussed, and numerical results are presented.     

An analytic mapping of 3-D space to facilitate physical analysis

A method is presented for the solution of Laplace's equation in three dimensions through the use of a combination of polynomial and eigenfunction solutions. Results are presented comparing the method with an exact solution. Excellent agreement is obtained for economical solution representations. The aproximate analytic solution is supplemented by a correction term to ensure that the boundary conditions for the problem are satified exactly. In this form, the method is used to present calculations for the mapping of a hexahedral space to the unit cube.     

Computing differential invariants of hybrid systems as fixedpoints

We introduce a fixedpoint algorithm for verifying safety properties of hybrid systems with differential equations whose right-hand sides are polynomials in the state variables. In order to verify nontrivial systems without solving their differential equations and without numerical errors, we use a continuous generalization of induction, for which our algorithm computes the required differential invariants. As a means for combining local differential invariants into global system invariants in a sound way, our fixedpoint algorithm works with a compositional verification logic for hybrid systems. With this compositional approach we exploit locality in system designs. To improve the verification power, we further introduce a saturation procedure that refines the system dynamics successively with differential invariants until safety becomes provable. By complementing our symbolic verification algorithm with a robust version of numerical falsification, we obtain a fast and sound verification procedure. We verify roundabout maneuvers in air traffic management and collision avoidance in train control and car control.