A posteriori error estimates of two-grid finite volume element methods for nonlinear elliptic problems

In this paper, we study the a posteriori error estimates of two-grid finite volume element method for second-order nonlinear elliptic equations. We derive the residual-based a posteriori error estimator and prove the computable upper and lower bounds on the error in $H^1$-norm. The a posteriori error estimator can be used to assess the accuracy of the two-grid finite volume element solutions in practical applications. Numerical examples are provided to illustrate the performance of the proposed estimator.     

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.     

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.     

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.     

A new homotopy perturbation method for system of nonlinear integro-differential equations

In this paper, a new homotopy perturbation method (NHPM) is introduced to obtain exact solutions of system of nonlinear integro-differential equations. Theoretical considerations are discussed. Two examples are given to demonstrate the efficiency of NHPM to the classical HPM and variational iteration methods.     

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.     

A two-grid discretization scheme of non-conforming finite elements for transmission eigenvalues

In this paper, for the Helmholtz transmission eigenvalue problem, we propose a two-grid discretization scheme of non-conforming finite elements. With this scheme, the solution of the transmission eigenvalue problem on a fine grid ${\pi }_h$ is reduced to the solution of the primal and dual eigenvalue problem on a much coarser grid ${\pi }_H$ and the solutions of two linear algebraic systems with the same positive definite Hermitian and block diagonal coefficient matrix on the fine grid ${\pi }_h$. We prove the resulting solution still maintains an asymptotically optimal accuracy, and we report some numerical examples in two dimension and three dimension on the modified-Zienkiewicz element to validate the efficiency of our approach for solving transmission eigenvalues.     

Characteristic-based operator-splitting finite element method for Navier-Stokes equations

A new finite element method, which is the characteristic-based operator-splitting (CBOS) algorithm, is developed to solve Navier-Stokes (N-S) equations. In each time step, the equations are split into the diffusive part and the convective part by adopting the operator-splitting algorithm. For the diffusive part, the temporal discretization is performed by the backward difference method which yields an implicit scheme and the spatial discretization is performed by the standard Galerkin method. The convective...     

The variational iteration method for solving linear and nonlinear Volterra integral and integro-differential equations

The variational iteration method is used for solving the linear and nonlinear Volterra integral and integro-differential equations. The method is reliable in handling Volterra equations of the first kind and second kind in a direct manner without any need for restrictive assumptions. The method significantly reduces the size of calculations.     

无条件稳定的显式降维非线性有限元

针对传统降维非线性有限元计算速度与精确度难以兼顾的问题,提出了一种无条件稳定的显式迭代算法。基于泰勒展开式得到速度、加速度的三阶精度差分表达式从而获得新的有限元显式迭代方程,并分析其单自由度系统下的传递矩阵谱半径。改进迭代方程使谱半径始终小于1从而满足无条件稳定的要求。实验表明,改进后的显式迭代算法在等效阻尼比的精度上优于中心差分法和隐式迭代法;在降维非线性有限元模型计算中的计算耗时优于隐式迭代方法,提高了降维非线性有限元的迭代计算速度。模型在降维后维度数值较高时,仍能维持良好的计算耗时和帧率,保证了模型的精确度。     

An optimal control model for a system of degenerate parabolic integro-differential equations

An initial-boundary-value problem for a system of degenerate parabolic integro-differential equations is considered. The sufficient conditions for the existence and uniqueness of its generalized solution and for the existence of at least one optimal control for a given performance functional are obtained. A stable numerical solution to the initial-boundary-value problem is derived for a locally one-dimensional case and conditions are formulated for constructing a stable numerical algorithm of the optimal control problem on a class of piecewise-smooth control functions. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 90–102, November–December 2007.     

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 new approach for numerical solution of integro-differential equations via Haar wavelets

A new method is proposed for numerical solution of Fredholm and Volterra integro-differential equations of second kind. The proposed method is based on Haar wavelets approximation. Special characteristics of Haar wavelets approximation has been used in the derivation of this method. The new method is the extension of the recent work [Aziz and Siraj-ul-Islam, New algorithms for numerical solution of nonlinear Fredholm and Volterra integral equations using Haar wavelets, J. Comput. Appl. Math. 239 (2013), pp. 333–345] from integral equations to integro-differential equations. The method is specifically derived for nonlinear problems. Two new algorithms are also proposed based on this new method, one each for numerical solution of Fredholm and Volterra integro-differential equations. The proposed algorithms are generic and are applicable to all types of both nonlinear Fredholm and Volterra integro-differential equations of second kind. The cost of the new algorithms is considerably reduced by using the Broyden's method instead of Newton's method for solution of system of nonlinear equations. Most of the numerical methods designed for solution of integro-differential equations rely on some other technique for numerical integration. The advantage of our method is that it does not use numerical integration. The integrand is approximated using Haar wavelets approximation and then exact integration is performed. The method is tested on number of problems and numerical results are compared with existing methods in the literature. The numerical results indicate that accuracy of the obtained solutions is reasonably high even when the number of collocation points is small.     

A split least-squares characteristic mixed finite element method for Sobolev equations with convection term

In this paper, a split least-squares characteristic mixed finite element method for a kind of Sobolev equation with convection term is proposed, in which the characteristic method is based on the approximation of the material derivative term, that is, the time derivative term plus the convection term. The resulting least-squares procedure can be split into two independent symmetric positive definite sub-schemes and does not need to solve a coupled system of equations. Theory analysis shows that the method yields the approximate solutions with optimal accuracy in L²(Ω) norm for the primal unknown and in H(div;Ω) norm for the unknown flux, respectively. Numerical examples in one dimension, which are consistent with the theoretical results, are provided to demonstrate the characteristic behavior of this approach.     

He's homotopy perturbation method for fourth-order parabolic equations

In this paper, He's homotopy perturbation method is applied to fourth-order parabolic partial differential equations with variable coefficients to obtain the analytic solution. The method is tested on six examples, which reveal its effectiveness and simplicity.     

Reliable algorithms for solving integro-differential equations with applications

This paper suggests four different methods to solve nonlinear integro-differential equations, namely, He's variational iteration method, Adomian decomposition method, He's homotopy perturbation method and differential transform method. To assess the accuracy of each method, a test example with known exact solution is used. The study outlines significant features of these methods as well as sheds some light on advantages of one method over the other. The results show that these methods are very efficient, convenient and can be adapted to fit a larger class of problems. The comparison reveals that, although the numerical results of these methods are similar, He's homotopy perturbation method is the easiest, the most efficient and convenient. Moreover, we applied modified forms of He's variational iteration method and differential transform method to solve a mathematical model, which describes the accumulated effect of toxins on populations living in a closed system.     

A new parallel domain decomposition method for the adaptive finite element solution of elliptic partial differential equations

We present a new domain decomposition algorithm for the parallel finite element solution of elliptic partial differential equations. As with most parallel domain decomposition methods each processor is assigned one or more subdomains and an iteration is devised which allows the processors to solve their own subproblem(s) concurrently. The novel feature of this algorithm however is that each of these subproblems is defined over the entire domain—although the vast majority of the degrees of freedom for each subproblem are associated with a single subdomain (owned by the corresponding processor). This ensures that a global mechanism is contained within each of the subproblems tackled and so no separate coarse grid solve is required in order to achieve rapid convergence of the overall iteration. Furthermore, by following the paradigm introduced in 15 , it is demonstrated that this domain decomposition solver may be coupled easily with a conventional mesh refinement code, thus allowing the accuracy, reliability and efficiency of mesh adaptivity to be utilized in a well load-balanced manner. Finally, numerical evidence is presented which suggests that this technique has significant potential, both in terms of the rapid convergence properties and the efficiency of the parallel implementation. Copyright © 2001 John Wiley & Sons, Ltd.     

Numerical solutions for a class of differential equations in linear viscoelasticity

We consider numerical solutions by finite element methods for a class of hyperbolic integro-differential equations in linear viscoelasticity. The kernel under consideration is assumed to be of positive type or monotonic. The semidiscrete and fully discrete (with positive discretization of the kernel) finite element methods are studied, andL ² error estimates are demonstrated for smooth data. This work is supported in part by NSERC (Canada).     

An efficient fractional-order wavelet method for fractional Volterra integro-differential equations

In this paper, an efficient and robust numerical technique is suggested to solve fractional Volterra integro-differential equations (FVIDEs). The proposed method is mainly based on the generalized fractional-order Legendre wavelets (GFLWs), their operational matrices and the Collocation method. The main advantage of the proposed method is that, by using the GFLWs basis, it can provide more efficient and accurate solution for FVIDEs in compare to integer-order wavelet basis. A comparison between the achieved results confirms accuracy and superiority of the proposed GFLWs method for solving FVIDEs. Error analysis and convergence of the GFLWs basis is provided.     

Finite central difference/finite element approximations for parabolic integro-differential equations

We study the numerical solution of an initial-boundary value problem for parabolic integro-differential equation with a weakly singular kernel. The main purpose of this paper is to construct and analyze stable and high order scheme to efficiently solve the integro-differential equation. The equation is discretized in time by the finite central difference and in space by the finite element method. We prove that the full discretization is unconditionally stable and the numerical solution converges to the exact one with order O(Δt ² + h ^l ). A numerical example demonstrates the theoretical results.