A Modified Fourier–Galerkin Method for the Poisson and Helmholtz Equations

In this paper we present a modified Fourier–Galerkin method for the numerical solution of the Poisson and Helmholtz equations in a d-dimensional box. The inversion of the differential operators requires O(N ^d ) operations, where N ^d is the number of unknowns. The total cost of the presented algorithms is O(N ^d :log₂:N), due to the application of the Fast Fourier Transform (FFT) at the preprocessing stage. The method is based on an extension of the Fourier spaces by adding appropriate functions. Utilizing suitable bilinear forms, approximate projections onto these extended spaces give rapidly converging and highly accurate series expansions.     

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.     

Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

In this paper we review the existing and develop new local discontinuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L ² stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.     

一类二维粘性波动方程的交替方向有限体积元方法

针对二维粘性波动方程模型问题,提出了一类基于双线性插值的交替方向有限体积元方法,并给出了两种具体计算格式,一是基于有限差分方法中Douglas思想的格式,二是一类推广型的局部一维格式.分析证明了该方法按照L~2范数在时间和空间方向均有二阶收敛精度.最后,数值算例验证了算法的有效性和精确性.     

一种用于模拟电路仿真的改进型迭代算法

模拟电路的仿真问题最终归结为对线性代数方程组的求解。利用分块化方法可以降低求解过程中Jacobi矩阵的维数,从而有效降低求解时间。如何降低求解线性方程组的迭代次数,是有效降低求解时间的另一重要问题。首先详细分析了用于求解模拟电路代数方程中Jacobi矩阵的划分问题,然后提出一种改进的隐式迭代方法。最后,通过实验分析了算法中内迭代次数Iin对总迭代次数的影响,该结论对提高整体加速比具有指导意义。     

A Priori Convergence Theory for Reduced-Basis Approximations of Single-Parameter Elliptic Partial Differential Equations

We consider Lagrangian reduced-basis methods for single-parameter symmetric coercive elliptic partial differential equations. We show that, for a logarithmic-(quasi-)uniform distribution of sample points, the reduced–basis approximation converges exponentially to the exact solution uniformly in parameter space. Furthermore, the convergence rate depends only weakly on the continuity-coercivity ratio of the operator: thus very low-dimensional approximations yield accurate solutions even for very wide parametric ranges. Numerical tests (reported elsewhere) corroborate the theoretical predictions.     

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.     

Solving A\underline x =\underline b Using a Modified Conjugate Gradient Method Based on Roots of A

We consider the modified conjugate gradient procedure for solving A = in which the approximation space is based upon the Krylov space associated with A ^1/p and , for any integer p. For the square-root MCG (p=2) we establish a sharpened bound for the error at each iteration via Chebyshev polynomials in . We discuss the implications of the quickly accumulating effect of an error in in the initial stage, and find an error bound even in the presence of such accumulating errors. Although this accumulation of errors may limit the usefulness of this method when is unknown, it may still be successfully applied to a variety of small, almost-SPD problems, and can be used to jump-start the conjugate gradient method. Finally, we verify these theoretical results with numerical tests.     

Error Estimates for Semidiscrete Finite Element Approximations of the Stokes Equations Under Minimal Regularity Assumptions

Semidiscrete (spatially discrete) finite element approximations of the Stokes equations are studied in this paper. Properties of L ², H ¹ and H ^–1 projections onto discretely divergence-free spaces are discussed and error estimates are derived under minimal regularity assumptions on the solution.     

A Modified Quasi-Newton Method for Optimization in Simulation

Optimization in Simulation is an important problem often encountered in system behavior investigation; however, the existing methods such as response surface methodology and stochastic approximation method are inefficient. This paper presents a modification of a quasi-Newton method, in which the parameters are determined from some numerical experiments. To demonstrate the validity of the devised method, two examples resembling the M/M/1 queueing problem are solved. The closeness of the converged solutions to the optimal solutions and a comparison with two stochastic approximation methods indicate that the modified quasi-Newton method as devised in this paper is a robust and efficient method for solving optimization problems in simulation.     

A Discontinuous Galerkin Method for Three-Dimensional Shallow Water Equations

We describe the application of a local discontinuous Galerkin method to the numerical solution of the three-dimensional shallow water equations. The shallow water equations are used to model surface water flows where the hydrostatic pressure assumption is valid. The authors recently developed a DG\linebreak method for the depth-integrated shallow water equations. The method described here is an extension of these ideas to non-depth-integrated models. The method and its implementation are discussed, followed by numerical examples on several test problems.This revised version was published online in July 2005 with corrected volume and issue numbers.     

On local convergence of a Newton-type method in Banach space

In this study we are concerned with the local convergence of a Newton-type method introduced by us [I.K. Argyros and D. Chen, On the midpoint iterative method for solving nonlinear equations in Banach spaces, Appl. Math. Lett. 5 (1992), pp. 7–9.] for approximating a solution of a nonlinear equation in a Banach space setting. This method has also been studied by Homeier [H.H.H. Homeier, A modified Newton method for rootfinding with cubic convergence, J. Comput. Appl. Math. 157 (2003), pp. 227–230.] and Özban [A.Y. Özban, Some new variants of Newton's method, Appl. Math. Lett. 17 (2004), pp. 677–682.] in real or complex space. The benefits of using this method over other methods using the same information have been explained in [I.K. Argyros, Computational theory of iterative methods, in Studies in Computational Mathematics, Vol. 15, C.K. Chui and L. Wuytack, eds., Elsevier Science Inc., New York, USA, 2007.; I.K. Argyros and D. Chen, On the midpoint iterative method for solving nonlinear equations in Banach spaces, Appl. Math. Lett. 5 (1992), pp. 7–9.; H.H.H. Homeier, A modified Newton method for rootfinding with cubic convergence, J. Comput. Appl. Math. 157 (2003), pp. 227–230.; A.Y. Özban, Some new variants of Newton's method, Appl. Math. Lett. 17 (2004), pp. 677–682.]. Here, we give the convergence radii for this method under a type of weak Lipschitz conditions proven to be fruitful by Wang in the case of Newton's method [X. Wang, Convergence of Newton's method and inverse function in Banach space, Math. Comput. 68 (1999), pp. 169–186 and X. Wang, Convergence of Newton's method and uniqueness of the solution of equations in Banach space, IMA J. Numer. Anal. 20 (2000), pp. 123–134.]. Numerical examples are also provided.     

Numerical Simulation of Fluid-Structure Interaction Using Modified Ghost Fluid Method and Naviers Equations

In this work, we deal with the 1D compressible fluid coupled with elastic solid in an Eulerian-Lagrangian system. To facilitate the analysis, the Naviers equation for elastic solid is cast into a 2×2 system similar to the Euler equation but in Lagrangian coordinate. The modified Ghost Fluid Method is employed to treat the fluid-elastic solid coupling, where an Eulerian-Lagrangian Riemann problem is defined and a nonlinear characteristic from the fluid and a Riemann invariant from the solid are used to predict and define the ghost fluid states. Theoretical analysis shows that the present approach is accurate in the sense of approximating the solution of the Riemann problem at the interface. Numerical validation of this approach is also accomplished by extensive comparison to 1D problems (both water-solid and gas-solid) with their respective analytical solutions. T.G. Liu’s current address: Department of Mathematics, Beijing University of Aeronautics and Astronautics, Beijing 100083. email: liutg@buaa.edu.cn.     

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 characteristic centred finite difference method for a 2D air pollution model

In this paper, we propose a characteristic centred finite difference method on non-uniform grids to solve the problem of the air pollution model. Numerical solutions and error estimates of the air pollution concentration and its first-order derivatives for space variables are obtained. The computational cost of the method is the same as that of the characteristic difference method based on a linear interpolation. The error order of the numerical solutions is the same as that of the characteristic difference method based on a quadratic interpolation. At last, we give numerical examples to illustrate feasibility and efficiency of this method.     

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.     

关于三次样条插值方法在应用中的一点改进

本文简要介绍了对三次样条函数插值方法在某些特殊应用中的一点改进意见,通过改进,使三次样条函数插值方法具有了更广泛的适用性。     

A Hermite‐Lobatto Pseudospectral Method for Optimal Control

A pseudospectral (PS) method based on Hermite interpolation and collocation at the Legendre‐Gauss‐Lobatto (LGL) points is presented for direct trajectory optimization and costate estimation of optimal control problems. A major characteristic of this method is that the state is approximated by the Hermite interpolation instead of the commonly used Lagrange interpolation. The derivatives of the state and its approximation at the terminal time are set to match up by using a Hermite interpolation. Since the terminal state derivative is determined from the dynamic, the state approximation can automatically satisfy the dynamic at the terminal time. When collocating the dynamic at the LGL points, the collocation equation for the terminal point can be omitted because it is constantly satisfied. By this approach, the proposed method avoids the issue of the Legendre PS method where the discrete state variables are over‐constrained by the collocation equations, hence achieving the same level of solution accuracy as the Gauss PS method and the Radau PS method, while retaining the ability to explicitly generate the control solution at the endpoints. A mapping relationship between the Karush‐Kuhn‐Tucker multipliers of the nonlinear programming problem and the costate of the optimal control problem is developed for this method. The numerical example illustrates that the use of the Hermite interpolation as described leads to the ability to produce both highly accurate primal and dual solutions for optimal control problems.     

An Estimation Problem for Quasilinear Stochastic Partial Differential Equations

A problem of estimating a functional parameter (x) and functionals () based on observation of a solution u (t, x) of the stochastic partial differential equation is considered. The asymptotic problem setting, as the noise intensity 0, is investigated.