In this paper we show that conforming Galerkin approximations for p-harmonic functions tend to ∞-harmonic functions in the limit p → ∞ and h → 0, where h denotes the Galerkin discretization parameter.

In this paper, a new type of stabilized finite element method is discussed for Oseen equations based on the local L2 projection stabilized technique for the velocity field. Velocity and pressure are approximated by two kinds of mixed finite element spaces, Pl2–P1, (l = 1,2). A main advantage of the proposed method lies in that, all the computations are performed at the same element level, without the need of nested meshes or the projection of the gradient of velocity onto a coarse level. Stability and convergence are proved for two kinds of stabilized schemes. Numerical experiments confirm the theoretical results.

This paper proposes an extrapolation cascadic multigrid (EXCMG) method to solve elliptic problems in domains with reentrant corners. On a class of λ-graded meshes, we derive some new extrapolation formulas to construct a high-order approximation to the finite element solution on the next finer mesh using the numerical solutions on two-level of grids (current and previous grids). Then, this high-order approximation is used as the initial guess to reduce computational cost of the conjugate gradient method. Recursive application of this idea results in the EXCMG method proposed in this paper. Finally, numerical results for a crack problem and an L-shaped problem are presented to verify the efficiency and effectiveness of the proposed EXCMG method.

We study the numerical identification of an unknown portion of the boundary on which either the Dirichlet or the Neumann condition is provided from the knowledge of Cauchy data on the remaining, accessible and known part of the boundary of a two-dimensional domain, for problems governed by Helmholtz-type equations. This inverse geometric problem is solved using the plane waves method (PWM) in conjunction with the Tikhonov regularization method. The value for the regularization parameter is chosen according to Hansen's L-curve criterion. The stability, convergence, accuracy and efficiency of the proposed method are investigated by considering several examples.

In this paper, a new formulation is proposed to evaluate the origin intensity factors (OIFs) in the singular boundary method (SBM) for solving 3D potential problems with Dirichlet boundary condition. The SBM is a strong-form boundary discretization collocation technique and is mathematically simple, easy-to-program, and free of mesh. The crucial step in the implementation of the SBM is to determine the OIFs which isolate the singularities of the fundamental solutions. Traditionally, the inverse interpolation technique (IIT) is adopted to calculate the OIFs on Dirichlet boundary, which is time consuming for large-scale simulation. In recent years, the new methodology has been developed to efficiently calculate the OIFs on Neumann boundary, but the Dirichlet problem remains an open issue. This study employs the subtracting and adding-back technique based on the integration of the fundamental solution over the whole boundary to develop a new formulation of the OIFs on 3D Dirichlet boundary. Several problems with varied domain shapes and boundary conditions are carried out to validate the effectiveness and feasibility of the proposed scheme in comparison with the SBM based on inverse interpolation technique, the method of fundamental solutions, and the boundary element method.

Some convergence bounds of the minimal residual (MINRES) method are studied when the method is applied for solving Hermitian indefinite linear systems. The matrices of these linear systems are supposed to have some properties so that their spectra are all clustered around ±1. New convergence bounds depending on the spectrum of the coefficient matrix are presented. Some numerical experiments are shown to demonstrate our theoretical results.

Incompressible flows with zero Reynolds number can be modeled by the Stokes equations. When numerically solving the Stokes flow in stream-vorticity formulation with high-order accuracy, it will be important to solve both the stream function and velocity components with the high-order accuracy simultaneously. In this work, we will develop a fifth-order spectral/combined compact difference (CCD) method for the Stokes equation in stream-vorticity formulation on the polar geometries, including a unit disk and an annular domain. We first use the truncated Fourier series to derive a coupled system of singular ordinary differential equations for the Fourier coefficients, then use a shifted grid to handle the coordinate singularity without pole condition. More importantly, a three-point CCD scheme is developed to solve the obtained system of differential equations. Numerical results are presented to show that the proposed spectral/CCD method can obtain all physical quantities in the Stokes flow, including the stream function and vorticity function as well as all velocity components, with fifth-order accuracy, which is much more accurate and efficient than low-order methods in the literature.

We analyze the geometrically consistent schemes proposed by E. Lu and Yang [6] for one-dimensional problem with finite range interaction. The existence of the reconstruction coefficients is proved, and optimal error estimate is derived under sharp stability condition. Numerical experiments are performed to confirm the theoretical results.

Consider the scattering of a time-harmonic acoustic incident wave by a bounded, penetrable, and isotropic elastic solid, which is immersed in a homogeneous compressible air or fluid. The paper concerns the numerical solution for such an acoustic-elastic interaction problem in three dimensions. An exact transparent boundary condition (TBC) is developed to reduce the problem equivalently into a boundary value problem in a bounded domain. The perfectly matched layer (PML) technique is adopted to truncate the unbounded physical domain into a bounded computational domain. The well-posedness and exponential convergence of the solution are established for the truncated PML problem by using a PML equivalent TBC. An a posteriori error estimate based adaptive finite element method is developed to solve the scattering problem. Numerical experiments are included to demonstrate the competitive behavior of the proposed method.

A numerical comparison of the Monte Carlo (MC) simulation and the finite-difference method for pricing European options under a regime-switching framework is presented in this paper. We consider pricing options on stocks having two to four volatility regimes. Numerical results show that the MC simulation outperforms the Crank–Nicolson (CN) finite-difference method in both the low-frequency case and the high-frequency case. Even though both methods have linear growth, as the number of regimes increases, the computational time of CN grows much faster than that of MC. In addition, for the two-state case, we propose a much faster simulation algorithm whose computational time is almost independent of the switching frequency. We also investigate the performances of two variance-reduction techniques: antithetic variates and control variates, to further improve the efficiency of the simulation.

We study bound states in weakly deformed and heterogeneous waveguides, and compare analytical predictions using a recently developed perturbative method with precise numerical results for three different configurations: a homogeneous asymmetric waveguide, a heterogenous asymmetric waveguide and a homogeneous broken strip. We have found excellent agreement between the analytical and numerical results in all the examples; this provides a numerical verification of the analytical approach.

We present a JASMIN-based two-dimensional parallel implementation of an adaptive combined preconditioner for the solution of linear problems arising in the finite volume discretisation of one-group and multi-group radiation diffusion equations. We first propose the attribute of patch-correlation for cells of a two-dimensional monolayer piecewise rectangular structured grid without any suspensions based on the patch hierarchy of JASMIN, classify and reorder these cells via their attributes, and derive the conversion of cell-permutations. Using two cell-permutations, we then construct some parallel incomplete LU factorisation and substitution algorithms, to provide our parallel -GMRES solver with the help of the default BoomerAMG in the HYPRE library. Numerical results demonstrate that our proposed parallel incomplete LU preconditioner (ILU) is of higher efficiency than the counterpart in the Euclid library, and that the proposed parallel -GMRES solver is more robust and more efficient than the default BoomerAMG-GMRES solver.

A robust residual-based a posteriori error estimator is proposed for a weak Galerkin finite element method for the Stokes problem in two and three dimensions. The estimator consists of two terms, where the first term characterises the difference between the L2-projection of the velocity approximation on the element interfaces and the corresponding numerical trace, and the second is related to the jump of the velocity approximation between the adjacent elements. We show that the estimator is reliable and efficient through two estimates of global upper and global lower bounds, up to two data oscillation terms caused by the source term and the nonhomogeneous Dirichlet boundary condition. The estimator is also robust in the sense that the constant factors in the upper and lower bounds are independent of the viscosity coefficient. Numerical results are provided to verify the theoretical results.

We provide some computable error estimates in solving a nonsymmetric eigenvalue problem by general conforming finite element methods on general meshes. Based on the complementary method, we first give computable error estimates for both the original eigenfunctions and the corresponding adjoint eigenfunctions, and then we introduce a generalised Rayleigh quotient to deduce a computable error estimate for the eigenvalue approximations. Some numerical examples are presented to illustrate our theoretical results.

The numerical solution of the time-fractional sub-diffusion equation on an unbounded domain in two-dimensional space is considered, where a circular artificial boundary is introduced to divide the unbounded domain into a bounded computational domain and an unbounded exterior domain. The local artificial boundary conditions for the fractional sub-diffusion equation are designed on the circular artificial boundary by a joint Laplace transform and Fourier series expansion, and some auxiliary variables are introduced to circumvent high-order derivatives in the artificial boundary conditions. The original problem defined on the unbounded domain is thus reduced to an initial boundary value problem on a bounded computational domain. A finite difference and L1 approximation are applied for the space variables and the Caputo time-fractional derivative, respectively. Two numerical examples demonstrate the performance of the proposed method.

This paper presents a GPU-accelerated implementation of the Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) method with an inexact nullspace filtering approach to find eigenvalues in electromagnetics analysis with higher-order FEM. The performance of the proposed approach is verified using the Kepler (Tesla K40c) graphics accelerator, and is compared to the performance of the implementation based on functions from the Intel MKL on the Intel Xeon (E5-2680 v3, 12 threads) central processing unit (CPU) executed in parallel mode. Compared to the CPU reference implementation based on the Intel MKL functions, the proposed GPU-based LOBPCG method with inexact nullspace filtering allowed us to achieve up to 2.9-fold acceleration.

In this paper, we consider the transform magnetic (TM) model of electromagnetic scattering in the cavity. By the Polynomial Preserving Recovery technique, we present superconvergence analysis for the vertex-edge-face type finite element. From the numerical example, we can see that the provided method is efficient and stable.

We propose a non-traditional finite element method with non-body-fitting grids to solve the matrix coefficient elliptic equations with imperfect contact in two dimensions, which has not been well-studied in the literature. Numerical experiments demonstrated the effectiveness of our method.

This study makes the first attempt to accelerate the singular boundary method (SBM) by the precorrected-FFT (PFFT) for large-scale three-dimensional potential problems. The SBM with the GMRES solver requires computational complexity, where N is the number of the unknowns. To speed up the SBM, the PFFT is employed to accelerate the SBM matrix-vector multiplication at each iteration step of the GMRES. Consequently, the computational complexity can be reduced to . Several numerical examples are presented to validate the developed PFFT accelerated SBM (PFFT-SBM) scheme, and the results are compared with those of the SBM without the PFFT and the analytical solutions. It is clearly found that the present PFFT-SBM is very efficient and suitable for 3D large-scale potential problems.

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.