We study necessary conditions for stability of a Numerov-type compact higher-order finite-difference scheme for the 1D homogeneous wave equation in the case of non-uniform spatial meshes. We first show that the uniform in time stability cannot be valid in any spatial norm provided that the complex eigenvalues appear in the associated mesh eigenvalue problem. Moreover, we prove that then the solution norm grows exponentially in time making the scheme strongly non-dissipative and therefore impractical. Numerical results confirm this conclusion. In addition, for some sequences of refining spatial meshes, an excessively strong condition between steps in time and space is necessary (even for the non-uniform in time stability) which is familiar for explicit schemes in the parabolic case.
The parameter-uniform convergence of a fitted operator method for a singularly perturbed differential equation is normally available only for uniform meshes. Here we establish the parameter-uniform convergence of a fitted operator method on a non-uniform mesh for a singularly perturbed initial value problem. This is obtained by a new method of proof.
We derive exact form of the piecewise-linear finite element stiffness matrix on general non-uniform meshes for the integral fractional Laplacian operator in one dimension, where the derivation is accomplished in the Fourier transformed space. With such an exact formulation at our disposal, we are able to numerically study some intrinsic properties of the fractional stiffness matrix on some commonly used non-uniform meshes (e.g., the graded mesh), in particular, to examine their seamless transition to those of the usual Laplacian.
Projecting fields between different meshes commonly arises in computational physics. This operation requires a supermesh construction and its computational cost is proportional to the number of cells of the supermesh $n$. Given any two quasi-uniform meshes of $n_A$ and $n_B$ cells respectively, we show under standard assumptions that n is proportional to $n_A + n_B$. This result substantially improves on the best currently available upper bound on $n$ and is fundamental for the analysis of algorithms that use supermeshes.
High Order Finite Difference Methods on Non-uniform Meshes for Space Fractional Operators
School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University（兰州大学数学与统计学院，甘肃省应用数学与复杂系统重点实验室）
We propose a new analysis of convergence for a $k$th order ($k\ge 1$) finite element method, which is applied on Bakhvalov-type meshes to a singularly perturbed two-point boundary value problem. A novel interpolant is introduced, which has a simple structure and is easy to generalize. By means of this interpolant, we prove an optimal order of uniform convergence with respect to the perturbation parameter. Numerical experiments illustrate these theoretical results.
Solutions to the wave equation in the exterior of a polyhedral domain or a screen in $\mathbb{R}^3$ exhibit singular behavior from the edges and corners. We present quasi-optimal $hp$-explicit estimates for the approximation of the Dirichlet and Neumann traces of these solutions for uniform time steps and (globally) quasi-uniform meshes on the boundary. The results are applied to an $hp$-version of the time domain boundary element method. Numerical examples confirm the theoretical results for the Dirichlet problem both for screens and polyhedral domains.
We consider a singularly perturbed convection-diffusion with exponential and characteristic boundary layers. The problem is numerically solved by the FEM and SDFEM method with bilinear elements on a graded mesh. For the FEM we prove almost uniform convergence and superconvergence. The use of graded mesh allows for the SDFEM to prove almost uniform esimates in the SD norm, which is not possible for Shishkin type meshes.
In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for this type of equations. The unconditional stability is proved through establishing a discrete nonlocal free energy dispassion law, which is also true for the continuous problem. The main idea used in the analysis is to split the time fractional derivative into two parts: a local part and a history part, which are discretized by the well known L1, L1-CN, and…
In this paper we analyze the error as well for the semi-discretization as the full discretization of a time-dependent convection-diffusion problem. We use for the discretization in space the local discontinuous Galerkin (LDG) method on a class of layer-adapted meshes including Shishkin-type and Bakhvalov-type meshes and the implicit $θ$-scheme in time. For piecewise tensor-product polynomials of degree $k$ we obtain uniform or almost uniform error estimates with respect to space of order $k+1/2$ in some energy norm and optimal error estimates with respect to time. Our analysis is based on care…
This article devotes to developing robust but simple correction techniques and efficient algorithms for a class of second-order time stepping methods, namely the shifted fractional trapezoidal rule (SFTR), for subdiffusion problems to resolve the initial singularity and nonlocality. The stability analysis and sharp error estimates in terms of the smoothness of the initial data and source term are presented. As a byproduct in numerical tests, we find amazingly that the Crank-Nicolson scheme ($θ=\frac{1}{2}$) without initial corrections can restore the optimal convergence rate for the subdiffusi…
Polynomial spline spaces of non-uniform bi-degree on T-meshes: Combinatorial bounds on the dimension
Institute for Computational Engineering and Sciences, University of Texas at Austin（德克萨斯大学奥斯汀分校计算工程与科学研究所）；Université Côte d’Azur, Inria Sophia Antipolis Méditerranée（蔚蓝海岸大学，法国国家信息与自动化研究所索菲亚安提贝斯分部）
In this work, the global-in-time $H^1$-stability of a fast L2-1$_σ$ method on general nonuniform meshes is studied for subdiffusion equations, where the convolution kernel in the Caputo fractional derivative is approximated by sum of exponentials. Under some mild restrictions on time stepsize, a bilinear form associated with the fast L2-1$_σ$ formula is proved to be positive semidefinite for all time. As a consequence, the uniform global-in-time $H^1$-stability of the fast L2-1$_σ$ schemes can be derived for both linear and semilinear subdiffusion equations, in the sense that the $H^1$-norm is…
It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite volume elements discretization approach over a generic non-uniform mesh. We focus on grids mapped by a smooth function which consist in a combination of a graded mesh near the singularity and a uniform mesh where the solution is smooth. Such a choice gives rise to Toeplitz-like discretization matrices and thus allows a low computational cost of the matrix-ve…
Hyperbolic partial differential equations (PDEs) cover a wide range of interesting phenomena, from human and hearth-sciences up to astrophysics: this unavoidably requires the treatment of many space and time scales in order to describe at the same time observer-size macrostructures, multi-scale turbulent features, and also zero-scale shocks. Moreover, numerical methods for solving hyperbolic PDEs must reliably handle different families of waves: smooth rarefactions, and discontinuities of shock and contact type. In order to achieve these goals, an effective approach consists in the combination…
We present a method of CutFEM type for the Poisson problem with either Dirichlet or Neumann boundary conditions. The computational mesh is obtained from a background (typically uniform Cartesian) mesh by retaining only the elements intersecting the domain where the problem is posed. The resulting mesh does not thus fit the boundary of the problem domain. Several finite element methods (XFEM, CutFEM) adapted to such meshes have been recently proposed. The originality of the present article consists in avoiding integration over the elements cut by the boundary of the problem domain, while preser…
We consider a class of relaxation problems mixing slow and fast variations which can describe population dynamics models or hyperbolic systems, with varying stiffness (from non-stiff to strongly dissipative), and develop a multi-scale method by decomposing this problem into a micro-macro system where the original stiffness is broken. We show that this new problem can therefore be simulated with a uniform order of accuracy using standard explicit numerical schemes. In other words, it is possible to solve the micro-macro problem with a cost independent of the stiffness (a.k.a. uniform cost), suc…
In this paper, we develop two fully nonconforming (both H(grad curl)-nonconforming and H(curl)-nonconforming) finite elements on cubical meshes which can fit into the Stokes complex. The newly proposed elements have 24 and 36 degrees of freedom, respectively. Different from the fully H(grad curl)-nonconforming tetrahedral finite elements in [9], the elements in this paper lead to a robust finite element method to solve the singularly perturbed quad-curl problem. To confirm this, we prove the optimal convergence of order $O(h)$ for a fixed parameter $ε$ and the uniform convergence of order $O(h…
We construct efficient implicit-explicit BDF$k$ scalar auxiliary variable (SAV) schemes for general dissipative systems. We show that these schemes are unconditionally stable, and lead to a uniform bound of the numerical solution in the norm based on the principal linear operator in the energy. Based on this uniform bound, we carry out a rigorous error analysis for the $k$th-order $(k=1,2,3,4,5)$ SAV schemes in a unified form for a class of typical Allen-Cahn type and Cahn-Hilliard type equations. We also present numerical results confirming our theoretical convergence rates.
Uniform Stability of Scott-Vogelius Elements on Three-Dimensional Freudenthal Meshes in Degrees Four and Five: Resolving the Farrell-Mitchell-Scott Conjecture
Nanophotonics and Biophotonics Key Laboratory of Jilin Province, School of Physics, Changchun University of Science and Technology（吉林省纳米光子学与生物光子学重点实验室，长春理工大学物理学院）
In this paper, we theoretically and numerically verify that the discontinuous Galerkin (DG) methods with central fluxes for linear hyperbolic equations on non-uniform meshes have sub-optimal convergence properties when measured in the $L^2$-norm for even degree polynomial approximations. On uniform meshes, the optimal error estimates are provided for arbitrary number of cells in one and multi-dimensions, improving previous results. The theoretical findings are found to be sharp and consistent with numerical results.
Let $Ω$ be a Lipschitz polyhedral (can be nonconvex) domain in $\mathbb{R}^{3}$, and $V_{h}$ denotes the finite element space of continuous piecewise linear polynomials. On non-obtuse quasi-uniform tetrahedral meshes, we prove that the finite element projection $R_{h}u$ of $u \in H^{1}(Ω) \cap C(\overlineΩ)$ (with $R_{h} u$ interpolating $u$ at the boundary nodes) satisfies \begin{align*} \Vert R_{h} u\Vert_{L^{\infty}(Ω)} \leq C \vert \log h \vert \Vert u\Vert_{L^{\infty}(Ω)}. \end{align*} If we further assume $u \in W^{1,\infty}(Ω)$, then \begin{align*} \Vert R_{h} u\Vert_{W^{1, \infty}(Ω)} …
