A Delaunay-type mesh condition is developed for a linear finite element approximation of two-dimensional anisotropic diffusion problems to satisfy a discrete maximum principle. The condition is weaker than the existing anisotropic non-obtuse angle condition and reduces to the well known Delaunay condition for the special case with the identity diffusion matrix. Numerical results are presented to verify the theoretical findings.

In this paper, we discuss the a posteriori error estimates of the mixed finite element method for quadratic optimal control problems governed by linear parabolic equations. The state and the co-state are discretized by the high order Raviart-Thomas mixed finite element spaces and the control is approximated by piecewise constant functions. We derive a posteriori error estimates for both the state and the control approximation. Such estimates, which are apparently not available in the literature, are an important step towards developing reliable adaptive mixed finite element approximation schemes for the control problem.

We present a brief survey on (Weakly) Admissible Meshes and corresponding Discrete Extremal Sets, namely Approximate Fekete Points and Discrete Leja Points. These provide new computational tools for polynomial least squares and interpolation on multidimensional compact sets, with different applications such as numerical cubature, digital filtering, spectral and high-order methods for PDEs.

In the spectral solution of 3-D Poisson equations in cylindrical and spherical coordinates including the axis or the center, it is convenient to employ radial basis functions that depend on the Fourier wavenumber or on the latitudinal mode. This idea has been adopted by Matsushima and Marcus and by Verkley for planar problems and pursued by the present authors for spherical ones. For the Dirichlet boundary value problem in both geometries, original bases have been introduced built upon Jacobi polynomials which lead to a purely diagonal representation of the radial second-order differential operator of all spectral modes. This note details the origin of such a diagonalization which extends to cylindrical and spherical regions the properties of the Legendre basis introduced by Jie Shen for Cartesian domains. Closed form expressions are derived for the diagonal elements of the stiffness matrices as well as for the elements of the tridiagonal mass matrices occurring in evolutionary problems. Furthermore, the bound on the condition number of the spectral matrices associated with the Helmholtz equation are determined, proving in a rigorous way one of the main advantages of the proposed radial bases.

The three-dimensional spherical polytropic Lane-Emden problem is yrr + (2/r)yr + ym = 0, y(0) = 1, yr(0) = 0 where m ϵ [0,5] is a constant parameter. The domain is r ϵ [0, ξ] where ξ is the first root of y(r). We recast this as a nonlinear eigenproblem, with three boundary conditions and ξ as the eigenvalue allowing imposition of the extra boundary condition, by making the change of coordinate x ≡ r/ξ: yxx + (2/x)yx + ξ2ym = 0, y(0) = 1, yx(0) = 0, y(1) = 0. We find that a Newton-Kantorovich iteration always converges from an m-independent starting point y(0)(x) = cos([π/2]x), ξ(0) = 3. We apply a Chebyshev pseudospectral method to discretize x. The Lane-Emden equation has branch point singularities at the endpoint x = 1 whenever m is not an integer; we show that the Chebyshev coefficients are an ~ constant/n2m+5 as n → ∞. However, a Chebyshev truncation of N = 100 always gives at least ten decimal places of accuracy — much more accuracy when m is an integer. The numerical algorithm is so simple that the complete code (in Maple) is given as a one page table.

We develop and analyze an adaptive hybridized Interior Penalty Discontinuous Galerkin (IPDG-H) method for H(curl)-elliptic boundary value problems in 2D or 3D arising from a semi-discretization of the eddy currents equations. The method can be derived from a mixed formulation of the given boundary value problem and involves a Lagrange multiplier that is an approximation of the tangential traces of the primal variable on the interfaces of the underlying triangulation of the computational domain. It is shown that the IPDG-H technique can be equivalently formulated and thus implemented as a mortar method. The mesh adaptation is based on a residual-type a posteriori error estimator consisting of element and face residuals. Within a unified framework for adaptive finite element methods, we prove the reliability of the estimator up to a consistency error. The performance of the adaptive symmetric IPDG-H method is documented by numerical results for representative test examples in 2D.

Consider the scattering of a time-harmonic electromagnetic plane wave by an arbitrarily shaped and filled cavity embedded in a perfect electrically conducting infinite ground plane. A method of symmetric coupling of finite element and boundary integral equations is presented for the solutions of electromagnetic scattering in both transverse electric and magnetic polarization cases. Given the incident field, the direct problem is to determine the field distribution from the known shape of the cavity; while the inverse problem is to determine the shape of the cavity from the measurement of the field on an artificial boundary enclosing the cavity. In this paper, both the direct and inverse scattering problems are discussed based on a symmetric coupling method. Variational formulations for the direct scattering problem are presented, existence and uniqueness of weak solutions are studied, and the domain derivatives of the field with respect to the cavity shape are derived. Uniqueness and local stability results are established in terms of the inverse problem.

In this paper, we give a general proof on convergence estimates for some regularization methods to solve a Cauchy problem for the Laplace equation in a rectangular domain. The regularization methods we considered are: a non-local boundary value problem method, a boundary Tikhonov regularization method and a generalized method. Based on the conditional stability estimates, the convergence estimates for various regularization methods are easily obtained under the simple verifications of some conditions. Numerical results for one example show that the proposed numerical methods are effective and stable.

In this paper we consider polynomials orthogonal with respect to the linear functional defined on the space of all algebraic polynomials by

where α,β> -1/2 are real numbers such that ℓ = |β - α| is a positive integer, and ζ∈ R{0}. We prove the existence of such orthogonal polynomials for some pairs of α and ζ and for all nonnegative integers ℓ. For such orthogonal polynomials we derive three-term recurrence relations and also some differential-difference relations. For such orthogonal polynomials the corresponding quadrature rules of Gaussian type are considered. Also, some numerical examples are included.

We consider two player electromagnetic evasion-pursuit games where each player must incorporate significant uncertainty into their design strategies to disguise their intension and confuse their opponent. In this paper, the evader is allowed to make dynamic changes to his strategies in response to the dynamic input with uncertainty from the interrogator. The problem is formulated in two different ways; one is based on the evolution of the probability density function of the intensity of reflected signal and leads to a controlled forward Kolmogorov or Fokker-Planck equation. The other formulation is based on the evolution of expected value of the intensity of reflected signal and leads to controlled backward Kolmogorov equations. In addition, a number of numerical results are presented to illustrate the usefulness of the proposed approach in exploring problems of control in a general dynamic game setting.

A triangular spectral method for the Stokes equations is developed in this paper. The main contributions are two-fold: First of all, a spectral method using the rational approximation is constructed and analyzed for the Stokes equations in a triangular domain. The existence and uniqueness of the solution, together with an error estimate for the velocity, are proved. Secondly, a nodal basis is constructed for the efficient implementation of the method. These new basis functions enjoy the fully tensorial product property as in a tensor-produce domain. The new triangular spectral method makes it easy to treat more complex geometries in the classical spectral-element framework, allowing us to use arbitrary triangular and tetrahedral elements.

This paper is concerned with the numerical approximations of semi-linear stochastic partial differential equations of elliptic type in multi-dimensions. Convergence analysis and error estimates are presented for the numerical solutions based on the spectral method. Numerical results demonstrate the good performance of the spectral method.

In this paper, we investigate a priori error estimates for the quadratic optimal control problems governed by semilinear elliptic partial differential equations using higher order triangular mixed finite element methods. The state and the co-state are approximated by the order k Raviart-Thomas mixed finite element spaces and the control is approximated by piecewise polynomials of order k (k ≥ 0). A priori error estimates for the mixed finite element approximation of semilinear control problems are obtained. Finally, we present some numerical examples which confirm our theoretical results.

In this paper, the finite element approximation of a class of semilinear parabolic optimal control problems with pointwise control constraint is studied. We discretize the state and co-state variables by piecewise linear continuous functions, and the control variable is approximated by piecewise constant functions or piecewise linear discontinuous functions. Some a priori error estimates are derived for both the control and state approximations. The convergence orders are also obtained.

We provided in [14] and [15] a semilocal convergence analysis for Newton’s method on a Banach space setting, by splitting the given operator. In this study, we improve the error bounds, order of convergence, and simplify the sufficient convergence conditions. Our results compare favorably with the Newton-Kantorovich theorem for solving equations.

In this paper, a general method to derive asymptotic error expansion formulas for the mixed finite element approximations of the Maxwell eigenvalue problem is established. Abstract lemmas for the error of the eigenvalue approximations are obtained. Based on the asymptotic error expansion formulas, the Richardson extrapolation method is employed to improve the accuracy of the approximations for the eigenvalues of the Maxwell system from to when applying the lowest order Nédélec mixed finite element and a nonconforming mixed finite element. To our best knowledge, this is the first superconvergence result of the Maxwell eigenvalue problem by the extrapolation of the mixed finite element approximation. Numerical experiments are provided to demonstrate the theoretical results.

In this paper we discuss the extension to exponential splitting methods with respect to time-dependent operators. We concentrate on the Suzuki’s method, which incorporates ideas to the time-ordered exponential of [3,11,12,34]. We formulate the methods with respect to higher order by using kernels for an extrapolation scheme. The advantages include more accurate and less computational intensive schemes to special time-dependent harmonic oscillator problems. The benefits of the higher order kernels are given on different numerical examples.

In this paper we study a class of multilevel high order time discretization procedures for the finite difference weighted essential non-oscillatory (WENO) schemes to solve the one-dimensional and two-dimensional shallow water equations with source terms. Multilevel time discretization methods can make full use of computed information by WENO spatial discretization and save CPU cost by holding the former computational values. Extensive simulations are performed, which indicate that, the finite difference WENO schemes with multilevel time discretization can achieve higher accuracy, and are more cost effective than WENO scheme with Runge-Kutta time discretization, while still maintaining nonoscillatory properties.

A three-dimensional full-Stokes computational model is considered for determining the dynamics, temperature, and thickness of ice sheets. The governing thermo-mechanical equations consist of the three-dimensional full-Stokes system with nonlinear rheology for the momentum, an advective-diffusion energy equation for temperature evolution, and a mass conservation equation for ice-thickness changes. Here, we discuss the variable resolution meshes, the finite element discretizations, and the parallel algorithms employed by the model components. The solvers are integrated through a well-designed coupler for the exchange of parametric data between components. The discretization utilizes high-quality, variable-resolution centroidal Voronoi Delaunay triangulation meshing and existing parallel solvers. We demonstrate the gridding technology, discretization schemes, and the efficiency and scalability of the parallel solvers through computational experiments using both simplified geometries arising from benchmark test problems and a realistic Greenland ice sheet geometry.

We present a systematic and efficient Chebyshev spectral method using quasi-inverse technique to directly solve the second order equation with the homogeneous Robin boundary conditions and the fourth order equation with the first and second boundary conditions. The key to the efficiency of the method is to multiply quasi-inverse matrix on both sides of discrete systems, which leads to band structure systems. We can obtain high order accuracy with less computational cost. For multi-dimensional and more complicated linear elliptic PDEs, the advantage of this methodology is obvious. Numerical results indicate that the spectral accuracy is achieved and the proposed method is very efficient for 2-D high order problems.