Optimal Error Estimates Research Articles

Error Analysis of the Vector Penalty-Projection Methods for the Time-Dependent Stokes Equations with Open Boundary Conditions

Abstract We present in this paper a rigorous error analysis of the vector penalty-projection method for solving the time-dependent incompressible Stokes equations with open boundary conditions on part of the boundary. First, we prove the stability of the scheme. Then we provide an error analysis for the second-order vector penalty-projection method which shows that the convergence rate of the error on the velocity and the pressure is of order 2 in l ∞ ⁢ ( L 2 ⁢ ( Ω ) ) l^{\infty}(\mathbf{L}^{2}(\Omega)) and l 2 ⁢ ( L 2 ⁢ ( Ω ) ) l^{2}(L^{2}(\Omega)) respectively. In addition, it is shown that the splitting errors of the method varies as O ⁢ ( ε ) \mathcal{O}(\varepsilon) , where 𝜀 is a penalty parameter chosen as small as desired. Several numerical tests in agreement with the theoretical results are presented. To the best of our knowledge, this paper provides the first rigorous proof of optimal error estimates for second-order splitting schemes with open boundary conditions.

Local error analysis of L1 scheme for time-fractional diffusion equation on a star-shaped pipe network

Abstract The numerical analysis for differential equations on networks has become a significant issue in theory and diverse fields of applications. Nevertheless, solving time-fractional diffusion problem on metric graphs has been less studied so far, as one of the major challenging tasks of this problem is the weak singularity of solution at initial moment. In order to overcome this difficulty, a new L1-finite difference method considering the weak singular solution at initial time is proposed in this paper. Specifically, we utilize this method on temporal graded meshes and spacial uniform meshes, which has a new treatment at the junction node of metric graph by employing Taylor expansion method, Neumann-Kirchhoff and continuity conditions. Over the whole star graph, the optimal error estimate of this fully discrete scheme at each time step is given. Also, the convergence analysis for a discrete scheme that preserves the Neumann-Kirchhoff condition at each time level is demonstrated. Finally, numerical results show the effectiveness of proposed full-discrete scheme, which can be applied to star graphs and even more general graphs with multiple cross points.

Local discontinuous Galerkin methods with implicit–explicit BDF time marching for Newell–Whitehead–Segel equations

The Newell–Whitehead–Segel type equations with time-dependent Dirichlet boundary conditions are solved by the local discontinuous Galerkin (LDG) method coupled with the implicit–explicit backward difference formulas (IMEX-BDF). With a suitable setting of numerical fluxes and by the aid of the multiplier technique and the a priori error assumption technique, the optimal error estimate for the corresponding fully discrete LDG-IMEX-BDF schemes is obtained by energy analysis, under the condition τ ≤ C h 1 / s , where h and τ are mesh size and time step, respectively, the positive constant C is independent of h, and s = 1 , … , 5 is the order of the IMEX-BDF method. Numerical experiments are also presented to verify the accuracy of the considered schemes.

Discontinuous Galerkin methods for magnetic advection-diffusion problems

We devise and analyze a class of the primal discontinuous Galerkin methods for magnetic advection-diffusion problems based on the weighted-residual approach. In addition to the upwind stabilization, we explore some terms related to convection under the vector case that provides more flexibility in constructing the schemes. Under a degenerate Friedrichs system, we show the stability and optimal error estimate, which boil down to two ingredients – the weight function and the special projection – that contain information of advection. Numerical experiments are provided to verify the theoretical results.

Optimal Point-Wise Error Estimate of Two Second-Order Accurate Finite Difference Schemes for the Heat Equation with Concentrated Capacity

Optimal Point-Wise Error Estimate of Two Second-Order Accurate Finite Difference Schemes for the Heat Equation with Concentrated Capacity

A local projection stabilised HHO method for the Oseen problem

In this article, we consider a local projection stabilisation for a Hybrid High-Order (HHO) approximation of the Oseen problem. We prove an existence-uniqueness result under a stronger SUPG-like norm. We improve the stability and provide error estimation in stronger norm for convection dominated Oseen problem. We also derive an optimal order error estimate under the SUPG-like norm for equal-order polynomial discretisation of velocity and pressure spaces. Numerical experiments are performed to validate the theoretical results.

A-priori and a-posteriori error estimates for discontinuous Galerkin method of the Maxwell eigenvalue problem

This paper is devoted to a-priori and a-posteriori error analysis of discontinuous Galerkin (DG) method for the Maxwell eigenvalue problem. The discrete compactness of DG space is proved so that the Babuška and Osborn spectral approximation theory can be applicable in the a-priori error analysis. Then we prove the optimal error estimates for DG eigenfunctions in mesh-dependent norm and DG eigenvalues. A special contribution of this work is to prove that the error in L2-norm for smooth eigenfunctions is of higher order than that in mesh-dependent norm, so that the DG eigenvalues can approximate the true eigenvalues from upper. Another contribution of this work is to provide a-posteriori error analysis for the DG method. A reliable a-posteriori error estimator is analyzed. The upper bound property of DG eigenvalues and the robustness of adaptive methods are verified through numerical experiments.

Optimal [formula omitted] error estimates of mass- and energy- conserved FE schemes for a nonlinear Schrödinger–type system

In this paper, we present an implicit Crank–Nicolson finite element (FE) scheme for solving a nonlinear Schrödinger–type system, which includes Schrödinger–Helmholz system and Schrödinger–Poisson system. In our numerical scheme, we employ an implicit Crank–Nicolson method for time discretization and a conforming FE method for spatial discretization. The proposed method is proved to be well-posedness and ensures mass and energy conservation at the discrete level. Furthermore, we prove optimal L2 error estimates for the fully discrete solutions. Finally, some numerical examples are provided to verify the convergence rate and conservation properties.

Analysis of a Crank–Nicolson fast element-free Galerkin method for the nonlinear complex Ginzburg–Landau equation

A fast element-free Galerkin (EFG) method is proposed in this paper for solving the nonlinear complex Ginzburg–Landau equation. A second-order accurate time semi-discrete system is presented by using the Crank–Nicolson scheme for the temporal discretization, and then a meshless fully discrete system is established by using the EFG method for the spatial discretization. In the proposed EFG method, Nitsche’s technique is used to impose the essential boundary conditions in a weak sense, and the reproducing kernel gradient smoothing integration is used to accelerate the calculation. Theoretical errors for the time semi-discrete system and the fully discrete EFG system are analyzed in detail. Optimal error estimates of the fully discrete Crank–Nicolson EFG method are obtained in both L2 and H1 norms. Numerical results validate the theoretical results and the effectiveness of the method.

A Finite Element Analysis in Balanced Norms for a Coupled System of Singularly Perturbed Reaction-Diffusion Equations

Abstract In this paper we study approximations of a singularly perturbed system of two coupled reaction-diffusion equations, in one dimension, by using piecewise linear finite elements on graded meshes. When the parameters are of different magnitudes, the solution exhibits in general two distinct but overlapping boundary layers. We prove that, when the mesh grading parameter is appropriately chosen, optimal error estimates in a balanced norm for piecewise linear elements can be obtained. Supporting numerical results are also presented.

Two mixed virtual element formulations for parabolic integro-differential equations with nonsmooth initial data

This article presents and examines two distinctive approaches to the mixed virtual element method (VEM) applied to parabolic integro-differential equations (PIDEs) with non-smooth initial data. In the first part of the paper, we introduce and analyze a mixed virtual element scheme for PIDE that eliminates the need for the resolvent operator. Through the introduction of a novel projection involving a memory term, coupled with the application of energy arguments and the repeated use of an integral operator, this study establishes optimal L2-error estimates for the two unknowns p and σ. Furthermore, optimal error estimates are derived for the standard mixed formulation with a resolvent kernel. The paper offers a comprehensive analysis of the VEM, encompassing both formulations.

The weak Galerkin finite element method for Stokes interface problems with curved interface

In this paper, we develop a weak Galerkin (WG) finite element scheme for the Stokes interface problems with curved interface. The conventional numerical schemes rely on the use of straight segments to approximate the curved interface and the accuracy is limited by geometric errors. Hence in our method, we directly construct the weak Galerkin finite element space on the curved cells to avoid geometric errors. For the integral calculation on curved cells, we employ non-affine transformations to map curved cells onto the reference element. The optimal error estimates are obtained in both the energy norm and the L2 norm. A series of numerical experiments are provided to validate the efficiency of the proposed WG method.

A stabilized finite volume method based on the rotational pressure correction projection for the time-dependent incompressible MHD equations

This paper presents an efficient numerical scheme for solving the time-dependent incompressible Magnetohydrodynamics (MHD) equations based on the rotational pressure correction projection method within the finite volume framework. Utilizing the lowest equal-order mixed finite element pair (P1−P1−P1) to approximate the velocity, magnetic and pressure fields, our numerical scheme satisfies the discrete inf-sup condition by the pressure projection stabilization. To tackle the coupling inherent in the time-dependent incompressible MHD equations,the rotational pressure correction projection method is introduced to split the original problem into several linear subproblems. The unconditional stability of numerical schemes are provided,optimal error estimates in both L2 and H1-norms of numerical solutions are also presented.Finally, some numerical results are given to verify the established theoretical findings and show the performances of the considered numerical schemes.

Optimal error estimates of second-order semi-discrete stabilized scheme for the incompressible MHD equations

Optimal error estimates of second-order semi-discrete stabilized scheme for the incompressible MHD equations

Convergence and superconvergence analysis for a mass conservative, energy stable and linearized BDF2 scheme of the Poisson–Nernst–Planck equations

In this paper, we consider a linearized BDF2 finite element scheme for the Poisson–Nernst–Planck (PNP) equations. By employing a novel approach, we rigorously derive unconditional optimal error estimates of the numerical solutions in the l∞(L2) and l∞(H1) norms, as well as superconvergent results. The key of the convergence and superconvergence analysis lies in deriving the stability of the finite element solutions in some stronger norms. The advantage of this approach is that there is no need to introduce a corresponding time discrete system, so it is more concise than the error split technique in previous literatures. Finally, we carry out two numerical examples to confirm the theoretical findings.

Least-squares pressure recovery in reduced order methods for incompressible flows

In this work, we introduce a method to recover the reduced pressure for Reduced Order Models (ROMs) of incompressible flows. The pressure is obtained as the least-squares minimum of the residual of the reduced velocity with respect to a dual norm. We prove that this procedure provides a unique solution whenever the full-order pair of velocity-pressure spaces is inf-sup stable. We also prove that the proposed method is equivalent to solving the reduced mixed problem with reduced velocity basis enriched with the supremizers of the reduced pressure gradients. Optimal error estimates for the reduced pressure are obtained for general incompressible flow equations and specifically, for the transient Navier-Stokes equations. We also perform some numerical tests for the flow past a cylinder and the lid-driven cavity flow which confirm the theoretical expectations, and show an improved convergence with respect to other pressure recovery methods.

An energy-stable least-squares finite element method for solving the Allen–Cahn equation

In this paper, we propose a novel energy-stable least-squares finite element method for solving the Allen–Cahn equation. The given equation can be written as a first-order system by introducing a flux variable. We develop an efficient and linear solver for first-order system by the definition of weighted least squares formulation. One novelty of the proposed scheme is by adding a stabilized term into the least-squares functional to ensure the energy stability at a discrete level. We strictly prove the unique solvability, energy stability and optimal error estimates for the scheme. Finally, a few numerical examples are given to illustrate the accuracy, energy stability and applicability.

A penalty method for approximation of the stationary Stokes–Darcy problem

In this work, the penalty method is studied for the mixed Stokes–Darcy problem, motivated by the penalty method applied to Stokes equation. This work first proposes the penalty Stokes–Darcy model at the continuous level. Then we prove that the solution of the penalty model converges strongly to the original solution as Oϵ in which the penalty parameter is ϵ→0. What is more, the finite element method is used to solve the penalty model and the optimal error estimates are presented. Finally, several numerical tests are carried out to verify our theoretical results.

A novel multilevel finite element method for a generalized nonlinear Schrödinger equation

In this article, we focus on an efficient multilevel finite element method to solve the time-dependent nonlinear Schrödinger equation which is one of the most important equations of mathematical physics. For the time derivative, we adopt implicit schemes including the backward Euler method and the Crank–Nicolson method. Based on these stable implicit schemes, the proposed method requires solving a nonlinear elliptic problem at each time step. For these nonlinear elliptic equations, a multilevel mesh sequence is constructed. At each mesh level, we first derive a rough approximation by correcting the approximation of the previous mesh level in a special correction subspace. The correction subspace is composed of a coarse finite element space and an additional approximate solution derived from the previous mesh level. Next, we only need to solve a linearized elliptic equation by inserting the rough approximation into the nonlinear term. Then, we derive an accurate approximate solution by performing the aforementioned solving process on the multilevel mesh sequence until we reach the final mesh level. Owing to the special construct of the correction subspace, we derive a multilevel finite element method to solve the nonlinear Schrödinger equation for the first time, and meanwhile we also derive an optimal error estimate with linear computational complexity. Additionally, unlike the existing multilevel methods for nonlinear problems, that typically require bounded second-order derivatives of the nonlinear terms, the nonlinear term in our study requires only one-order derivatives. Numerical results are provided to support our theoretical analysis and demonstrate the efficiency of the presented method.

A finite volume approximations for one nonlinear and nonlocal integrodifferential equations

In this paper, the error analysis of the Petrov–Galerkin finite volume element method (FVEM) is investigated for a nonlinear parabolic integro-differential equation that arises in the mathematical modeling of the penetration of a magnetic field into a substance, accounting for temperature-dependent changes in electrical conductivity. Starting from Maxwell’s equations, we derive a one-dimensional model problem, which forms the basis of our analysis. Our main goal is to develop a general framework for obtaining finite volume element approximations and to study the error analysis. For simplicity, we consider only the lowest-order (linear and L-splines) finite volume elements. The novel contribution lies in the application of FVEM to this problem, leading to the establishment of an unconditionally stable numerical scheme and the derivation of optimal error estimates in the L∞(L2(Ω)) and L2(H01(Ω)) norms for both semi-discrete and linearized backward Euler fully-discrete schemes, using a generalized projection method that carefully manages the nonlinear terms. Lastly, numerical experiments are provided to support the theoretical conclusions.