Fully-discrete Finite Element Research Articles

Finite element analysis of extended Fisher-Kolmogorov equation with Neumann boundary conditions

This paper delves into the numerical analysis of the extended Fisher-Kolmogorov (EFK) equation within open bounded convex domains R⊂Rd, where d≤3. Two distinct finite element schemes are introduced, namely the semi-discrete and fully-discrete finite element approximations. The existence and uniqueness of solutions are established for both the semi-discrete and fully-discrete finite element approximations. Error bounds are investigated across different scenarios, including comparisons between the semi-discrete and exact solutions, as well as between the semi-discrete and fully-discrete solutions, along with the fully-discrete and exact solutions. An effective algorithm has been proposed to solve the nonlinear system resulting from the fully-discrete finite element approximation at each time step. The paper also provides computed numerical error results and showcases a variety of numerical experiments to further illustrate and support the findings.

Unconditional superconvergence analysis of an energy conservation scheme with Galerkin FEM for nonlinear Benjamin–Bona–Mahony equation

In this paper, a general energy conservation Crank–Nicolson (CN) fully-discrete finite element method (FEM) scheme is developed for solving the nonlinear Benjamin–Bona–Mahony (BBM) equation, and the unconditional supercloseness and superconvergence behavior are discussed with the nonconforming EQ1rot element. Different from the time–space splitting technique, the boundedness of numerical solution in the broken H1-norm is obtained directly based on the above energy conservation property, and the well-posedness of numerical solution is proved rigorously through the Brouwer fixed point theorem. Then, with the help of the special characters of this element and the interpolation post-processing technique, the unconditional superclose and superconvergence results are deduced strictly without any restriction between mesh size h and time step τ. Further, our analysis is extended to some other popular conforming and nonconforming finite elements. Finally, two numerical experiments are implemented to confirm the theoretical analysis. It is worth mentioning that this paper not only improve the previous results, but also can be regard as a framework for solving the BBM equation and some other PDEs with Galerkin FEMs.

Error estimates with low-order polynomial dependence for the fully-discrete finite element invariant energy quadratization scheme of the Allen–Cahn equation

In this paper, for the Allen–Cahn equation, we obtain the error estimate of the temporal semi-discrete scheme, and the fully-discrete finite element numerical scheme, both of which are based on the invariant energy quadratization (IEQ) time-marching strategy. We establish the relationship between the [Formula: see text]-error bound and the [Formula: see text]-stabilities of the numerical solution. Then, by converting the numerical schemes to a form compatible with the original format of the Allen–Cahn equation, using mathematical induction, the superconvergence property of nonlinear terms, and the spectrum argument, the optimal error estimates that only depends on the low-order polynomial degree of [Formula: see text] instead of [Formula: see text] for both of the semi and fully-discrete schemes are derived. Numerical experiment also validates our theoretical convergence analysis.

A Fully-Discrete Finite Element Scheme and Projection-Iteration Algorithm for a Dynamic Contact Problem with Multi-contact Zones and Unilateral Constraint

A Fully-Discrete Finite Element Scheme and Projection-Iteration Algorithm for a Dynamic Contact Problem with Multi-contact Zones and Unilateral Constraint

Numerical approximation and fast implementation to a generalized distributed-order time-fractional option pricing model

We present a fully-discrete finite element scheme to a generalized distributed-order time-fractional option pricing model, which adequately describes, e.g., the valuation of the European double barrier option. Due to the dependence of the density function on the stock price, the temporal discretization coefficients from the generalized distributed-order time-fractional derivative will be coupled with the inner product of the finite element method, which significantly complicates the analysis and traditional numerical analysis techniques do not apply. Novel techniques are developed to prove error estimates of this fully-discrete numerical scheme, which not only resolves the above difficulty, but indeed simplifies existing methods by avoiding the mathematical induction procedure. Based on the structure of the all-at-once coefficient matrix of the proposed numerical scheme, a fast divide and conquer algorithm is developed to reduce the computational cost of solving the numerical scheme from O(LNt2Nx) to O(LNtlogNtNx), where L, Nt and Nx refer to numbers of the degree of freedom of discretizations for the distributed-order integral, the spatial domain and the time period, respectively. Numerical experiments are performed to demonstrate the accuracy of the proposed numerical scheme and its applications in the valuation of the option price.

Viscoelastic Cahn–Hilliard models for tumor growth

We introduce a new phase field model for tumor growth where viscoelastic effects are taken into account. The model is derived from basic thermodynamical principles and consists of a convected Cahn–Hilliard equation with source terms for the tumor cells and a convected reaction–diffusion equation with boundary supply for the nutrient. Chemotactic terms, which are essential for the invasive behavior of tumors, are taken into account. The model is completed by a viscoelastic system consisting of the Navier–Stokes equation for the hydrodynamic quantities, and a general constitutive equation with stress relaxation for the left Cauchy–Green tensor associated with the elastic part of the total mechanical response of the viscoelastic material. For a specific choice of the elastic energy density and with an additional dissipative term accounting for stress diffusion, we prove existence of global-in-time weak solutions of the viscoelastic model for tumor growth in two space dimensions [Formula: see text] by the passage to the limit in a fully-discrete finite element scheme where a CFL condition, i.e. [Formula: see text], is required. Moreover, in arbitrary dimensions [Formula: see text], we show stability and existence of solutions for the fully-discrete finite element scheme, where positive definiteness of the discrete Cauchy–Green tensor is proved with a regularization technique that was first introduced by Barrett and Boyaval [Existence and approximation of a (regularized) Oldroyd-B model, Math. Models Methods Appl. Sci. 21 (2011) 1783–1837]. After that, we improve the regularity results in arbitrary dimensions [Formula: see text] and in two dimensions [Formula: see text], where a CFL condition is required. Then, in two dimensions [Formula: see text], we pass to the limit in the discretization parameters and show that subsequences of discrete solutions converge to a global-in-time weak solution. Finally, we present numerical results in two dimensions [Formula: see text].

Numerical analysis for a Cahn–Hilliard system modelling tumour growth with chemotaxis and active transport

Abstract A diffuse interface model for tumour growth in the presence of a nutrient consumed by the tumour is considered. The system of equations consists of a Cahn–Hilliard equation with source terms for the tumour cells and a reaction–diffusion equation for the nutrient. We introduce a fully-discrete finite element approximation of the model and prove stability bounds for the discrete scheme. Moreover, we show that discrete solutions exist and depend continuously on the initial and boundary data. We then pass to the limit in the discretization parameters and prove convergence to a global-in-time weak solution to the model. Under additional assumptions, this weak solution is unique. Finally, we present some numerical results including numerical error investigation in one spatial dimension and some long time simulations in two and three spatial dimensions.

Fully-decoupled, energy stable second-order time-accurate and finite element numerical scheme of the binary immiscible Nematic-Newtonian model

We consider the numerical approximation of a two-phase complex fluid flow model that couples the immiscible liquid crystal fluid component immersed in the ambient free flow field, where the free interface motion between the two fluids is simulated by using the phase-field approach via the energy variational method. The model is a highly nonlinear coupling system, which is composed of the Navier–Stokes equations for the flow field, the Cahn–Hilliard equations for the free moving interface, and the constitutive equation for the nematic liquid crystal. This paper proposes an effective full-discrete finite element numerical scheme to solve the model and makes the scheme not only have the characteristics of linearity, second-order time accuracy, unconditional energy stability, decoupling structure but also only need to solve a few constant-coefficient elliptic equations at each time step. The unconditional energy stability of the scheme and the detailed implementation process are further given. Various numerical experiments including the well-known “beads-on-string” phenomena are also simulated to illustrate the effectiveness of the scheme.

Fully-discrete, decoupled, second-order time-accurate and energy stable finite element numerical scheme of the Cahn-Hilliard binary surfactant model confined in the Hele-Shaw cell

We consider the numerical approximation of the binary fluid surfactant phase-field model confined in a Hele-Shaw cell, where the system includes two coupled Cahn-Hilliard equations and Darcy equations. We develop a fully-discrete finite element scheme with some desired characteristics, including linearity, second-order time accuracy, decoupling structure, and unconditional energy stability. The scheme is constructed by combining the projection method for the Darcy equation, the quadratization approach for the nonlinear energy potential, and a decoupling method of using a trivial ODE built upon the “zero-energy-contribution” feature. The advantage of this scheme is that not only can all variables be calculated in a decoupled manner, but each equation has only constant coefficients at each time step. We strictly prove that the scheme satisfies the unconditional energy stability and give a detailed implementation process. Various numerical examples are further carried out to prove the effectiveness of the scheme, in which the benchmark Saffman-Taylor fingering instability problems in various flow regimes are simulated to verify the weakening effects of surfactant on surface tension.

A time-stepping finite element method for a time-fractional partial differential equation of hidden-memory space-time variable order

We analyze a time-stepping finite element method for a time-fractional partial differential equation with hidden-memory space-time variable order. Due to the coupling of the space-dependent variable order with the finite element formulation and the hidden memory, the variable fractional order cannot be split from the space and destroys the monotonicity in the time-stepping discretization. Because of these difficulties, the numerical analysis of a fully-discrete finite element method of the proposed model remained untreated in the literature. We develop an alternative analysis to address these issues and to prove an optimal-order error estimate of the fully-discrete finite element scheme without any assumption on the regularity of the true solution and perform numerical experiments to substantiate the theoretical findings.

A space-time discretization for an electromagnetic problem with moving non-magnetic conductor

This paper deals with a space-time discretization scheme for an eddy current problem in a multi-component domain with a moving non-magnetic conductor. We incorporate the Coulomb gauge to the formulation, then propose a fully-discrete finite element scheme combined with backward Euler's method to find an approximation of the solution to the variational system. The convergence of the scheme is proved, and the error estimates for the first-order Lagrangian finite elements are established. Under appropriate assumptions on the weak solution and the given initial data, we show the optimal convergence rate for the space discretization and the suboptimal rate for time discretization. Some numerical experiments are performed to support the obtained theoretical results.

A full discretization for the saddle-point approach of a degenerate parabolic problem involving a moving body

This paper aims to study a degenerate parabolic problem for a solenoidal vector field in which the time derivative acts on a moving body. We propose a fully-discrete finite element scheme combined with backward Euler’s method for the saddle-point variational formulation. The convergence of this numerical scheme is proved and error estimates for some stable finite element pairs are also established.

Fully-discrete finite element numerical scheme with decoupling structure and energy stability for the Cahn–Hilliard phase-field model of two-phase incompressible flow system with variable density and viscosity

We construct a fully-discrete finite element numerical scheme for the Cahn–Hilliard phase-field model of the two-phase incompressible flow system with variable density and viscosity. The scheme is linear, decoupled, and unconditionally energy stable. Its key idea is to combine the penalty method of the Navier–Stokes equations with the Strang operator splitting method, and introduce several nonlocal variables and their ordinary differential equations to process coupled nonlinear terms. The scheme is highly efficient and it only needs to solve a series of completely independent linear elliptic equations at each time step, in which the Cahn–Hilliard equation and the pressure Poisson equation only have constant coefficients. We rigorously prove the unconditional energy stability and solvability of the scheme and carry out numerous accuracy/stability examples and various benchmark numerical simulations in 2D and 3D, including the Rayleigh–Taylor instability and rising/coalescence dynamics of bubbles to demonstrate the effectiveness of the scheme, numerically.

Numerical discretization and fast approximation of a variably distributed-order fractional wave equation

We investigate a variably distributed-order time-fractional wave partial differential equation, which could accurately model, e.g., the viscoelastic behavior in vibrations in complex surroundings with uncertainties or strong heterogeneity in the data. A standard composite rectangle formula of mesh size σ is firstly used to discretize the variably distributed-order integral and then the L-1 formula of degree of freedom N is applied for the resulting fractional derivatives. Optimal error estimates of the corresponding fully-discrete finite element method are proved based only on the smoothness assumptions of the data. To maintain the accuracy, setting σ = O(N−1) leads to O(N3) operations of evaluating the temporal discretization coefficients. To improve the computational efficiency, we develop a novel time-stepping scheme by expanding the fractional kernel at a fixed fractional order to decouple the fractional operator from the variably distributed-order integral. Only O(logN) terms are needed for the expansion without loss of accuracy, which consequently reduce the computational cost of generating coefficients from O(N3) to O(N2 logN). Optimal-order error estimates of this time-stepping scheme are rigorously proved via novel and different techniques from the standard analysis procedure of the L-1 methods. Numerical experiments are presented to substantiate the theoretical results.

Convergence of a full discrete finite element method for the Korteweg–de Vries equation

In this paper, we put emphasis on discussing a full discrete finite element scheme for the Korteweg–de Vries equation, where nonlinear term is dealt with a semi-implicit scheme and temporal term is discreted by the Euler scheme. Theoretical analysis is based on error splitting technique, i.e., error function is split as temporal error function plus spatial error function, and then unconditionally optimal error estimates of the considered full discrete scheme are obtained. Numerical results are provided to confirm our theoretical analysis, which show that no time-step condition is needed.

A note on optimal H^1-error estimates for Crank-Nicolson approximations to the nonlinear Schr\xf6dinger equation

In this paper we consider a mass- and energy–conserving Crank-Nicolson time discretization for a general class of nonlinear Schrödinger equations. This scheme, which enjoys popularity in the physics community due to its conservation properties, was already subject to several analytical and numerical studies. However, a proof of optimal L^{infty }(H^1)-error estimates is still open, both in the semi-discrete Hilbert space setting, as well as in fully-discrete finite element settings. This paper aims at closing this gap in the literature. We also suggest a fixed point iteration to solve the arising nonlinear system of equations that makes the method easy to implement and efficient. This is illustrated by numerical experiments.

Numerical Verification of Solutions for Nonlinear Parabolic Problems

In this paper, we present a numerical verification method of solutions for nonlinear parabolic initial boundary value problems. Decomposing the problem into a nonlinear part and an initial value part, we apply Nakao’s projection method, which is based on the full-discrete finite element method with constructive error estimates, to the nonlinear part and use the theoretical analysis for the heat equation to the initial value part, respectively. We show some verified examples for solutions of nonlinear problems from initial value to the neighborhood of the stationary solutions, which confirm us the actual effectiveness of our method.

Mathematical analysis of Ziolkowski’s PML model with application for wave propagation in metamaterials

In this paper we investigate one Perfectly Matched Layer (PML) model proposed by Ziolkowski in 1999. Various schemes for solving this PML model have been developed and have been shown to be effective in absorbing outgoing waves when the wave propagation in unbounded domain problem is reduced to a bounded domain problem. However, a rigorous analysis of this model is lacking. In this paper we establish the stability of this PML model and propose a fully-discrete finite element scheme to solve this model with edge elements. Discrete stability and optimal error estimate of this scheme are proved. Numerical results justifying the analysis and demonstrating the effectiveness of this PML model are presented.

Constructive error analysis of a full-discrete finite element method for the heat equation

In this paper, we present a new full-discrete finite element method for the heat equation, and show the numerical stability of the method by verified computations. Since, in the error analysis, we use the constructive error estimates proposed ny Nakao et. all in 2013, this work is considered as an extention of that paper. We emphasize that concerned scheme seems to be a quite normal Galerkin method and easy to implement for evolutionary equations comparing with previous one. In the constructive error estimates, we effectively use the numerical computations with guaranteed accuracy.

A posteriori error analysis of a fully-discrete finite element method for the wave equation

A fully discrete finite element method is proposed for linear wave equations. The spatial discretization is carried out using P l conforming element, while the temporal discretization is obtained using P 1 -continuous discontinuous Galerkin method. Borrowing a novel time reconstruction operator combined with the technique of elliptic reconstruction, a reliable posteriori error bound is developed. Based on this error bound, two adaptive algorithms in time and space separately are proposed. A series of numerical experiments are reported to illustrate the performance of the error bound and the adaptive algorithms proposed.