A variational approximation method for 2nd order elliptic eigenvalue problems in a composite structure with nonstandard boundary conditions

In this paper we deal with the finite element analysis of a class of eigenvalue problems (EVPs) in a composite structure in the plane, consisting of rectangular subdomains which enclose an intermediate region. Nonlocal boundary conditions (BCs) of Robin type are imposed on the inner boundaries, i.e. on the interfaces of the respective subdomains with the intermediate region. On the eventual interfaces between two subdomains we impose discontinuous transition conditions (TCs). Finally, we have classical local BCs at the outer boundaries. Such problems are related to some heat transfer problems e.g. in a horizontal cross section of a wall enclosing an air cave.     

Avoiding slave points in an adaptive refinement procedure for convection-diffusion problems in 2D

A finite difference method is presented for singularly perturbed convection-diffusion problems with discretization error estimate of nearly second order. In a standard patched adaptive refinement method certain slave nodes appear where the approximation is done by interpolating the values of the approximate solution at adjacent nodes. This deteriorates the accuracy of truncation error. In order to avoid the slave points we change the stencil at the interface points from a cross to a skew one. The efficiency of this technique is illustrated by numerical experiments in 2D.     

Existence and uniqueness theorems for fourth-order singular boundary value problems

By constructing a special cone and using cone compression and expansion fixed point theorem, the existence and uniqueness are established for the following singular fourth-order boundary value problems:

where f(t,x,y) may be singular at t=0,1; x=0 and y=0.     

A sixth-order extrapolation method for special nonlinear fourth-order boundary value problems

A sixth-order convergent finite difference method is developed for the numerical solution of the special nonlinear fourth-order boundary value problem y^(iv)(x) = f(x, y), a < x < b, y(a) = A₀, y″(a) = B₀, y(b) = A₁ y′(b) = B₁, the simple-simple beam problem.The method is based on a second-order convergent method which is used on three grids, sixth-order convergence being obtained by taking a linear combination of the (second-order) numerical results calculated using the three individual grids.Special formulas are proposed for application to points of the discretization adjacent to the boundaries x = a and x= b, the first two terms of the local truncation errors of these formulas being the same as those of the second-order method used at the other points of each grid.Modifications to these two formulas are obtained for problems with boundary conditions of the form y(a) = A₀, y′(a) = C₀, y(b) = A₁, y′(b) = C₁, the clamped-clamped beam problem.The general boundary value problem, for which the differential equation is y^(iv)(x) = f(x, y, y′, y″, y‴), is also considered.     

Concurrent finite element analysis of periodic boundary value problems

A parallel finite element approach for analyzing micromechanical problems with periodic unit cells is discussed. The method uses a direct solution strategy so that general periodic boundary conditions can be treated using a two-step domain decomposition strategy. The speedup results show a good performance of the method on coarse-grained problems, i.e. for cases where the computational work done on the substructures that are treated in parallel is relatively large compared to the total amount of computational work. Application examples using crystal-plasticity on an array of planar crystals and a metal matrix composite are used to show that the overall response of these materials is rather strongly dependent on the constraint imposed on the unit cell so that a correct treatment of the periodic boundary conditions is required to accurately predict the macroscopic response of a periodic material even though a unit cell with a large number of grains or fibers is used.     

Numerical calculation of eigenvalues of integral operators for plane elastostatic boundary value problems

For numerical treatment integral equations are discretized and replaced by systems of algebraic equations. The condition properties of these systems depend on the eigenvalues and eigenvectors of the corresponding coefficient matrices. In this paper the eigenvalues of four integral operators for plane elastostatic boundary value problems are calculated numerically and checked against exact data. The results of the evaluations are represented in condensed form as condition numbers, which can be used to estimate the truncation error. The decay behaviour of the error of the numerically calculated eigenvalues permits the precision to be improved by application of Richardson extrapolation.     

The Fourier-Nitsche-mortaring for elliptic problems with reentrant edges

The Fourier method is combined with the Nitsche-finite-element method (as a mortar method) and applied to the Dirichlet problem of the Poisson equation in three-dimensional axisymmetric domains with reentrant edges generating singularities. The approximating Fourier method yields a splitting of the 3D problem into a set of 2D problems on the meridian plane of the given domain. For solving the 2D problems bearing corner singularities, the Nitsche-finite-element method with non-matching meshes and mesh grading near reentrant corners is applied. Using the explicit representation of some singularity function of non-tensor product type, the rate of convergence of the Fourier-Nitsche-mortaring is estimated in some H ¹-like norm as well as in the L ₂-norm for weak regularity of the solution. Finally, some numerical results are presented.      

Reliable Approximation of Weight Factors Entering Residual-based Error Bounds for FE-discretisations

In this note we refine strategies of the so called dual-weighted-residual (DWR) approach to a posteriori error control for FE-schemes. We derive rigorous error bounds, especially we control the approximation process of the (unknown) dual solution entering the proposed estimate.     

Domain decomposition methods for the neutron diffusion problem

The neutronic simulation of a nuclear reactor core is performed using the neutron transport equation, and leads to an eigenvalue problem in the steady-state case. Among the deterministic resolution methods, simplified transport (S_PN$S{P}_N$) or diffusion approximations are often used. The MINOS solver developed at CEA Saclay uses a mixed dual finite element method for the resolution of these problems, and has shown his efficiency. In order to take into account the heterogeneities of the geometry, a very fine mesh is generally required, and leads to expensive calculations for industrial applications. In order to take advantage of parallel computers, and to reduce the computing time and the local memory requirement, we propose here two domain decomposition methods based on the MINOS solver. The first approach is a component mode synthesis method on overlapping subdomains: several eigenmodes solutions of a local problem on each subdomain are taken as basis functions used for the resolution of the global problem on the whole domain. The second approach is an iterative method based on a non-overlapping domain decomposition with Robin interface conditions. At each iteration, we solve the problem on each subdomain with the interface conditions given by the solutions on the adjacent subdomains estimated at the previous iteration. Numerical results on parallel computers are presented for the diffusion model on realistic 2D and 3D cores.     

Using integral equations and the immersed interface method to solve immersed boundary problems with stiff forces

We propose a fast, explicit numerical method for computing approximations for the immersed boundary problem in which the boundaries that separate the fluid into two regions are stiff. In the numerical computations of such problems, one frequently has to contend with numerical instability, as the stiff immersed boundaries exert large forces on the local fluid. When the boundary forces are treated explicitly, prohibitively small time-steps may be required to maintain numerical stability. On the other hand, when the boundary forces are treated implicitly, the restriction on the time-step size is reduced, but the solution of a large system of coupled non-linear equations may be required. In this work, we develop an efficient method that combines an integral equation approach with the immersed interface method. The present method treats the boundary forces explicitly. To reduce computational costs, the method uses an operator-splitting approach: large time-steps are used to update the non-stiff advection terms, and smaller substeps are used to advance the stiff boundary. At each substep, an integral equation is computed to yield fluid velocity local to the boundary; those velocity values are then used to update the boundary configuration. Fluid variables are computed over the entire domain, using the immersed interface method, only at the end of the large advection time-steps. Numerical results suggest that the present method compares favorably with an implementation of the immersed interface method that employs an explicit time-stepping and no fractional stepping.     

Goal-oriented a posteriori error estimates for transport problems

Some aspects of goal-oriented a posteriori error estimation are addressed in the context of steady convection–diffusion equations. The difference between the exact and approximate values of a linear target functional is expressed in terms of integrals that depend on the solutions to the primal and dual problems. Gradient averaging techniques are employed to separate the element residual and diffusive flux errors without introducing jump terms. The dual solution is computed numerically and interpolated using higher-order basis functions. A node-based approach to localization of global errors in the quantities of interest is pursued. A possible violation of Galerkin orthogonality is taken into account. Numerical experiments are performed for centered and upwind-biased approximations of a 1D boundary value problem.     

Multigrid optimization methods for linear and bilinear elliptic optimal control problems

Summary Multigrid optimization schemes that solve elliptic linear and bilinear optimal control problems are discussed. For the solution of these problems, the multigrid for optimization (MGOPT) method and the collective smoothing multigrid (CSMG) method are developed and compared. It is shown that though these two methods are formally similar, they provide different approaches to computational optimization with partial differential equations.      

Bounds for eigenvalues of parameter-dependent matrices

A new procedure is proposed for the calculation of bounds for simple eigenvalues of a real symmetric parameter-dependent matrix. By the use of interval arithmetic, the bounds are secured against rounding errors; thus, the eigenvalues are proved rigorously to have multiplicity equal to one.