• Abstract

In this article, we give a unified theory for constructing boundary layer expansions for discretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the numerical solution can be written approximately as a two-scale boundary layer expansion. In particular, this expansion yields discrete semigroup estimates that are compatible with the continuous semigroup estimates in the limit where the space and time steps tend to zero. The novelty of our approach is to cover numerical schemes with arbitrarily many time levels.

• Abstract

In many applications, the Gaussian convolution is approximatelycomputed by means of recursive filters,with a significant improvement of computational efficiency. We are interestedin theoretical and numerical issues related tosuch an use of recursive filters in a three-dimensional variational data assimilation (3Dvar) scheme as it appearsinthesoftware OceanVar. In that context, the main numerical problem consists in solving large linear systems with high efficiency, so that an iterative solver, namely the conjugate gradient method, is equipped with a recursive filter in order to compute matrix-vector multiplications that in fact are Gaussian convolutions. Here we present an error analysis that gives effective bounds for the perturbation on the solution of such linear systems, when is computed by means of recursive filters. We first prove that such a solution can be seen as the exact solution of a perturbed linear system. Then we study the related perturbation on the solution and we demonstrate that it can be bounded in terms of the difference between the two linear operators associated to the Gaussian convolution andthe recursive filter, respectively. Moreover, we show through numerical experiments that the error on the solution, which exhibits a kind of edge effect, i.e. most of the error is localized in the first and last few entries of the computed solution, is due to the structure of the difference of the two linear operators.

• Abstract

A coupled mathematical system of four quasi-linear partial differential equations and the initial-boundary value conditions is presented to interpret transient behavior of three dimensional semiconductor device with heat conduction. The electric potential is defined by an elliptic equation, the electron and hole concentrations are determined by convection-dominated diffusion equations and the temperature is interpreted by a heat conduction equation. A mixed finite element approximation is used to get the electric field potential and one order of computational accuracy is improved. Two concentration equations and the heat conduction equation are solved by a fractional step scheme modified by a second-order upwind difference method, which can overcome numerical oscillation, dispersion and computational complexity. This changes the computation of a three dimensional problem into three successive computations of one-dimensional problem where the method of speedup is used and the computational work is greatly shortened. An optimal second-order error estimate in L² norm is derived by prior estimate theory and other special techniques of partial differential equations. This type of parallel method is important in numerical analysis and is most valuable in numerical application of semiconductor device and it can successfully solve this international famous problem.

• Abstract

Hexagonal grids are valuable in two-dimensional applications involving Laplacian. The methods and analysis are investigated in current work in both linear and nonlinear problems related to anisotropic Laplacian. Ordinary and compact hexagonal grid finite difference methods are developed by elementary arguments, and then analyzed by perturbation for standard Laplacian. In the anisotropic case, analysis is done through reduction to the standard one by using Fourier vectors of mixed types. These hexagonal seven-point methods, with established theoretic stabilities and accuracies, are numerically confirmed in linear and semi-linear anisotropic Poisson problems, and can be applied also in time-dependent problems and in many applications in two-dimensional irregular domains.

• Abstract

This article is intended to fill in the blank of the numerical schemes with second-order convergence accuracy in time for nonlinear Stokes' first problem for a heated generalized second grade fluid with fractional derivative. A linearized difference scheme is proposed. The time fractional-order derivative is discretized by second-order shifted and weighted Grünwald-Letnikov difference operator. The convergence accuracy in space is improved by performing the average operator.The presented numerical method is unconditionally stable with the global convergence order of O(τ²+h⁴) in maximum norm, where τ and h are the step sizes in time and space, respectively. Finally, numerical examples are carried out to verify the theoretical results, showing that our scheme is efficient indeed.

• Abstract

In this paper, we consider an optimal control problem governed by Stokes equations with H¹-norm state constraint. The control problem is approximated by spectral method, which provides very accurate approximation with a relatively small number of unknowns. Choosing appropriate basis functions leads to discrete system with sparse matrices. We first present the optimality conditions of the exact and the discrete optimal control systems, then derive both a priori and a posteriori error estimates. Finally, an illustrative numerical experiment indicates that the proposed method is competitive, and the estimator can indicate the errors very well.

• Abstract

A full multigrid method with coarsening by a factor-of-three to distributed control problems constrained by Stokes equations is presented. An optimal control problem with cost functional of velocity and/or pressure tracking-type is considered with Dirichlet boundary conditions. The optimality system that results from a Lagrange multiplier framework, form a linear system connecting the state, adjoint, and control variables. We investigate multigrid methods with finite difference discretization on staggered grids. A coarsening by a factor-of-three is used on staggered grids that results nested hierarchy of staggered grids and simplified the inter-grid transfer operators. A distributive-Gauss-Seidel smoothing scheme is employed to update the state- and adjoint-variables and a gradient update step is used to update the control variables. Numerical experiments are presented to demonstrate the effectiveness and efficiency of the proposed multigrid framework to tracking-type optimal control problems.

• Abstract

A lattice Boltzmann method is utilized for governing equations which control phase separation of binary fluids with reversible chemical reaction in presence of a shear flow in this paper. We first present the morphology modeling of sheared binary fluids with reversible chemical reaction. We then validate the model by taking the unsheared binary fluids as an example. It is found that the results fit well with the references. The paper shows structures of the sheared system and gives the detailed analysis for the morphology of sheared binary fluids with reversible chemical reaction. The phase separation of the domain structures with different chemical reaction rates is discussed. Through simulations of the sheared binary fluids, two interesting phenomena are observed, which do not exist in a binary mixture without reversible chemical reaction. One is that the same results appear in both low and high viscosity, and the other is that the domain growth exponent with both low and high viscosities presents wave due to the competition of the viscosity and phase separation. In addition, we find that the finite size effects resulting in the growth exponent decreasing appear faster than that of the unsheared blend at a large time when the size of domains is comparable with the lattice size.

• Abstract

This paper is concerned with numerical method for a two-dimensional time-dependent cubic nonlinear Schrödinger equation. The approximations are obtained by the Galerkin finite element method in space in conjunction with the backward Euler method and the Crank-Nicolson method in time, respectively. We prove optimal L² error estimates for two fully discrete schemes by using elliptic projection operator. Finally, a numerical example is provided to verify our theoretical results.

• Abstract

In this paper we introduce high dimensional tensor product interpolation for the combination technique. In order to compute the sparse grid solution, the discrete numerical subsolutions have to be extended by interpolation. If unsuitable interpolation techniques are used, the rate of convergence is deteriorated. We derive the necessary framework to preserve the error structure of high order finite difference solutions of elliptic partial differential equations within the combination technique framework. This strategy enables us to obtain high order sparse grid solutions on the full grid. As exemplifications for the case of order four we illustrate our theoretical results by two test examples with up to four dimensions.