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.     

A two-grid expanded mixed element method for nonlinear non-Fickian flow model in porous media

The full discrete scheme of expanded mixed finite element approximation is introduced for nonlinear parabolic integro-differential equations modelling non-Fickian flow in porous media. To solve the nonlinear problem efficiently, a two-grid algorithm is considered and analysed. This approach allows us to perform all of the nonlinear iterations on a coarse grid space and just execute a linear system on a fine grid space. Based on RT_k mixed element space, error estimates and convergence results are presented for solutions of the two-grid method. Some numerical examples are given to verify the theoretical predictions and show the efficiency of the two-grid method.     

A monotone Newton multisplitting method for the nonlinear complementarity problem with a nonlinear source term

In this paper, we develop a Newton multisplitting method for the nonlinear complementarity problem with a nonlinear source term in which the multisplitting method is used as secondary iterations to approximate the solutions for the resulting linearized subproblems. We prove the monotone convergence theorem for the proposed method under proper conditions.     

A mollification method for a Cauchy problem for the Helmholtz equation

The Cauchy problem for the Helmholtz equation is considered. This problem is severely ill-posed, that is, the solution does not depend continuously on the data. To solve the problem numerically a mollification method is proposed. Convergence on error estimates between the exact solution and its approximation are obtained. Some numerical examples are given to show that the method works effectively.     

Radial basis functions method for parabolic inverse problem

The radial basis functions (RBFs) method is employed to handle a class of multi-dimensional parabolic inverse problems. Because they are not modelled by classical parabolic initial-boundary value problems, theoretical behaviour and numerical approximation of these problems have been active areas of research. Based on the idea of RBF approximation, a fast and highly accurate meshless method is developed for solving an inverse problem with a control parameter. Moreover, with the meshless property, it can be used to handle multi-dimensional parabolic inverse problems defined on very complicated geometries.     

A full multigrid method for the Steklov eigenvalue problem

ABSTRACT

This paper introduces a kind of parallel multigrid method for solving Steklov eigenvalue problem based on the multilevel correction method. Instead of the common costly way of directly solving the Steklov eigenvalue problem on some fine space, the new method contains some boundary value problems on a series of multilevel finite element spaces and some steps of solving Steklov eigenvalue problems on a very low dimensional space. The linear boundary value problems are solved by some multigrid iteration steps. We will prove that the computational work of this new scheme is truly optimal, the same as solving the corresponding linear boundary value problem. Besides, this multigrid scheme has a good scalability by using parallel computing technique. Some numerical experiments are presented to validate our theoretical analysis.     

Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation

In this paper we consider the Monte Carlo solution of the Cauchy problem for a nonlinear parabolic equation. Using the fundamental solution of the heat equation, we obtain a nonlinear integral equation with solution the same as the original partial differential equation. On the basis of this integral representation, we construct a probabilistic representation of the solution to our original Cauchy problem. This representation is based on a branching stochastic process that allows one to directly sample the solution to the full nonlinear problem. Along a trajectory of these branching stochastic processes we build an unbiased estimator for the solution of original Cauchy problem. We then provide results of numerical experiments to validate the numerical method and the underlying stochastic representation.     

On error estimates of the fully discrete penalty method for the viscoelastic flow problem

In this paper, a fully discrete finite element penalty method is presented for the two-dimensional viscoelastic flow problem arising in the Oldroyd model, in which the spatial discretization is based on the finite element approximation and the time discretization is based on the backward Euler scheme. Moreover, we provide the optimal error estimate for the numerical solution under some realistic assumptions. Finally, some numerical experiments are shown to illustrate the efficiency of the penalty method.     

Superconvergence analysis of nonconforming finite element method for time-fractional nonlinear parabolic equations on anisotropic meshes

In this paper, we prove a novel result of the consistency error estimate with order $O\left(h^2\right)$ for $E{Q}_1^{rot}$ element (see Lemma 2) on anisotropic meshes. Then, a linearized fully discrete Galerkin finite element method (FEM) is studied for the time-fractional nonlinear parabolic problems, and the superclose and superconvergent estimates of order $O(\tau +h^2)$ in broken $H^1$-norm on anisotropic meshes are derived by using the proved character of $E{Q}_1^{rot}$ element, which improve the results in the existing literature. Numerical results are provided to confirm the theoretical analysis.     

Numerical method for the simultaneous determination of unknown parameters in a parabolic equation

Numerical procedures for the solution of an inverse problem of simultaneously determining unknown parameters in a linear parabolic equation are considered. The approach proposed is to approximate unknown functions using Chebyshev polynomials, which are determined consecutively from the solutions of the minimization problems based on overspecified data. Finally, the results of a numerical experiment are displayed.     

Fully discrete potential-based finite element methods for a transient eddy current problem

Fully discrete potential-based finite element methods called methods are used to solve a transient eddy current problem in a three-dimensional convex bounded polyhedron. Using methods, fully discrete coupled and decoupled numerical schemes are developed. The existence and uniqueness of solutions for these schemes together with the energy-norm error estimates are provided. To verify the validity of both schemes, some computer simulations are performed for the model from TEAM Workshop Problem 7. This work was supported by Postech BSRI Research Fund-2009, National Basic Research Program of China (2008CB425701), NSFC under the grant 10671025 and the Key Project of Chinese Ministry of Education (No. 107018).     

An optimal regularization method for space-fractional backward diffusion problem

In this paper, a space-fractional backward diffusion problem (SFBDP) in a strip is considered. By the Fourier transform, we proposed an optimal modified method to solve this problem in the presence of noisy data. The convergence estimates for the approximate solutions with the regularization parameter selected by an a priori and an a posteriori strategy are provided, respectively. Numerical experiments show that the proposed methods are effective and stable.     

A new filtering method for the Cauchy problem of the Laplace equation

In the present paper, we consider a Cauchy problem for the Laplace equation in a rectangle domain. A new filtering method is presented for approximating the solution of this problem, and the Hölder-type error estimates are obtained by the different parameter choice rules. Numerical illustration shows that the proposed method works effectively.     

B-spline method for solving Bratu's problem

In this paper, we propose a B-spline method for solving the one-dimensional Bratu's problem. The numerical approximations to the exact solution are computed and then compared with other existing methods. The effectiveness and accuracy of the B-spline method is verified for different values of the parameter, below its critical value, where two solutions occur.     

A finite volume method for Stokes problems on quadrilateral meshes

We present a finite volume method for Stokes problems using the isoparametric $Q_1$–$Q_0$ element pair on quadrilateral meshes. To offset the lack of the $inf$–$sup$ condition, a jump term of discrete pressure (stabilizing term) is added to the continuity approximation equation. Thus, we establish a stabilized finite volume scheme on quadrilateral meshes. Then, based on some superclose estimates, we derive the optimal error estimates in the $H^1$- and $L_2$-norms for velocity and in the $L_2$-norm for pressure, respectively. Numerical examples are provided to illustrate our theoretical analysis. We emphasize that our work is the first time to propose and analyze a finite volume method for Stoke problems using isoparametric elements on quadrilateral meshes.     

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.     

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.