A Higher Order Finite Element Method for Partial Differential Equations on Surfaces

RETRACTED: Quartic spline collocation methods for elliptic partial differential equations

A fourth-order kernel-free boundary integral method for implicitly defined surfaces in three space dimensions

Tremendous progress has been achieved in image analysis and processing, and in particular, the use of partial differential equation (PDE) methods in image analysis has proliferated in recent years. However, PDE methods have seen little application to optical image-based structural damage detection for civil systems. This paper applies the Chan-Vese active contour model and its level set representation to detect concrete surface damage, in this case concrete cracks, in optical images. The detected cracks can be further characterized by extracted geometric quantities including their width, length and area of coverage, and associated with engineering design. With regard to crack width extraction, an approximate method is proposed, which relies on solving for a signed distance function. We test these methods by using synthetic images as well as real multi-temporal images from a laboratory experiment. This paper illustrates that using the proposed methods, cracks with complex topographical patterns can be successfully detected with sufficient accuracy.

Some multiscale methods for partial differential equations by J. Xu and A. Zhou Terascale implicit methods for partial differential equations by D. E. Keyes Boundary conditions for fully implicit two-phase flow models by M. Peszynska, E. W. Jenkins, and M. F. Wheeler Phase-field models of solidification by G. B. McFadden Singularity formation in free-surface Stokes flows by Q. Nie, S. Tanveer, T. F. Dupont, and X. Li A note on cache memory methods for multigrid in three dimensions by C. C. Douglas and D. T. Thorne.

Finite Element and Finite Difference Methods for Hyperbolic Partial Differential Equations

The time required to execute real-world scientific computations is a major issue. A single simulation may last hours, days, or even weeks to reach a certain level of accuracy, despite running on large-scale parallel architectures. Strict time limits may often be imposed too -- 60 minutes in the case of the UK Met Office to produce a forecast. In this thesis, it is demonstrated that by raising the level of abstraction, the performance of a class of numerical methods for solving partial differential equations is improvable with minimal user intervention or, in many circumstances, with no user intervention at all. The use of high level languages to express mathematical problems enables domain-specific optimization via compilers. These automated optimizations are proven to be effective in a variety of real-world applications and computational kernels. The focus is on numerical methods based on unstructured meshes, such as the finite element method. The loop nests for unstructured mesh traversal are often irregular (i.e., they perform non-affine memory accesses, such as A[B[i]]), which makes reordering transformations for data locality essentially impossible for low level compilers. Further, the computational kernels are often characterized by complex mathematical expressions, and manual optimization is simply not conceivable. We discuss algorithmic solutions to these problems and present tools for their automation. These tools -- the COFFEE compiler and the SLOPE library -- are currently in use in frameworks for solving partial differential equations.

This paper generalises the preconditioning techniques, introduced by Evans [2], and defines sparse and compact preconditioned iterative methods for the numerical solution of the linear system Au = b.The difference between the methods is shown to depend on whether a conditioning matrix R consists of components derived from a splitting or factorization of A. Some theoretical results for the iterative schemes are given when A has particular properties such as consistent ordering, irreducibility, diagonal dominance, positive definiteness, etc., when derived from the finite difference discretisation of a 2nd order self-adjoint elliptic partial differential equation. Finally, the application of both forms of preconditioning to the Conjugate Gradient method is presented and computational results compared.

This work considers the partial solutions of partial differential equations for initial/boundary conditions using the Adomian decomposition method. The study formally shows that the partial solutions are always identical for all styles of boundary conditions. We also prove that the partial solution in the t-direction requires less computational work if compared with other partial solutions developed in any space variable direction. In addition, several mathematical models that govern the heat distribution and the wave propagation phenomenas have been tested, and the results obtained have shown that the t-solution minimizes the size of calculations if compared with the traditional techniques.

In this chapter, applications of wavelet theory to partial differential equations and image processing are discussed.

In this article, we review the development of multigrid methods for partial differential equations over the last 30 years, illuminating, in particular, the software question. With respect to industrial software development, we will distinguish “optimal” multigrid, multigrid “acceleration” and “robust” multigrid. Surprisingly, not geometric multigrid but algebraic multigrid (AMG) finally brought the breakthrough. With the software package SAMG, which is based on block-type AMG, systems of partial differential equations can be treated efficiently also. Finally, we outline how SAMG is used for industrial applications.

An optimization based domain decomposition method for PDEs with random inputs

PurposeThe purpose of this article is to derive an implicit-explicit local differential transform method (IELDTM) in dealing with the spatial approximation of the stiff advection-diffusion-reaction (ADR) equations.Design/methodology/approachA direction-free numerical approach based on local Taylor series representations is designed for the ADR equations. The differential equations are directly used for determining the local Taylor coefficients and the required degrees of freedom is minimized. The complete system of algebraic equations is constructed with explicit/implicit continuity relations with respect to direction parameter. Time integration of the ADR equations is continuously utilized with the Chebyshev spectral collocation method.FindingsThe IELDTM is proven to be a robust, high order, stability preserved and versatile numerical technique for spatial discretization of the stiff partial differential equations (PDEs). It is here theoretically and numerically shown that the order refinement (p-refinement) procedure of the IELDTM does not affect the degrees of freedom, and thus the IELDTM is an optimum numerical method. A priori error analysis of the proposed algorithm is done, and the order conditions are determined with respect to the direction parameter.Originality/valueThe IELDTM overcomes the known disadvantages of the differential transform-based methods by providing reliable convergence properties. The IELDTM is not only improving the existing Taylor series-based formulations but also provides several advantages over the finite element method (FEM) and finite difference method (FDM). The IELDTM offers better accuracy, even when using far less degrees of freedom, than the FEM and FDM. It is proven that the IELDTM produces solutions for the advection-dominated cases with the optimum degrees of freedom without producing an undesirable oscillation.

Over the last decades the finite element method, which was introduced by engineers in the 1960s, has become the perhaps most important numerical method for partial differential equations, particularly for equations of elliptic and parabolic types. This method is based on the variational form of the boundary value problem and approximates the exact solution by a piecewise polynomial function. It is more easily adapted to the geometry of the underlying domain than the finite difference method, and for symmetric positive definite elliptic problems it reduces to a finite linear system with a symmetric positive definite matrix. We first introduce this method in Sect. 5.1 for the case of a two-point boundary value problem and show a number of error estimates. In Sect. 5.2 we then formulate the method for a two-dimensional model problem. Here the piecewise polynomial approximations are defined on triangulations of the spatial domain, and in the following Sect. 5.3 we study such approximation in more detail. In Sect. 5.4 we show basic error estimates for the finite element method for the model problem, using piecewise linear approximating functions. All error bounds derived up to this point contain a norm of the unknown exact solution and are therefore often referred to as a priori error estimates. In Sect. 5.5 we show a so-called a posteriori error estimate in which the error bound is expressed in terms of the data of the problem and the computed solution. In Sect. 5.6 we analyze the effect of numerical integration, which is often used when the finite element equations are assembled in a computer program. In Sect. 5.7 we briefly describe a so-called mixed finite element method.KeywordsFinite Element MethodElliptic EquationQuadrature FormulaInterpolation ErrorPosteriori Error EstimateThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

A hybrid computational method for partial differential equations which significantly reduces the time of solutions and error propagation is presented. It is a truly hybrid method, relying on the accurate algebraic capability of the digital machine and the integration capability and speed of the analog.

Introduction. Computer Program Packages. Typical Problems. Classification of Equations. Discrete Methods. Finite Differences and Computational Molecules. Finite Difference Operators. Method of Weighted Residuals. Finite Elements. Method of Lines. Errors. Stability and Convergence. Irregular Boundaries. Choice of Discrete Network. Dimensionless Forms. Parabolic Equations: Introduction. Properties of a Simple Explicit Method. Fourier Stability Method. Implicit Methods. Additional Stability Considerations. Matrix Stability Analysis. Extension of Matrix Stability Analysis. Consistency, Stability, And Convergence. Pure Initial Value Problems. Variable Coefficients. Examples of Equations with Variable Coefficients. General Concepts of Error Reduction. Methods of Lines (MOL) for Parabolic Equations. Weighted Residuals and the Method of Lines. Bubnov-Galerkin Scheme for Parabolic Equations. Finite Elements and Parabolic Equations. Hermite Basis. Finite Elements and Parabolic Equations. General Basis Fucntion. Finite Elements and Parabolic Equations. Special Basis Functions. Explicity Finite Difference Methods for Nonlinear Problems. Further Applications on One Dimentions. Asymmetric Approximations. Elliptic Equations: Introduction. Simple Finite Difference Schemes. Direct Methods. Iterative Methods. Linear Elliptic Equations. Some Poit Iterative Methods. Convergence of Point Iterative Methods. Rates of Convergence. Accelerations. Conjugate Gradient Method. Extensions of SOR. Auliative Examples of Over-Relaxation. Other Point Iterative Methods. Block Iterative Methods. Alternating Direction Methods. Summary of ADI Results. Triangular Elements. Boundary Element Method (BEM). Spectral Methods. Some Nonlinear Examples. Hyperbolic Equations: Introduction. The Quasilinear System. Introductory Examples. Method of Characteristics. Constant States and Simple Waves. Typical Application of Characteristics. Finite Differences for First-Order Equations. Lax-Wendroff Methods and Other Algorithms Dissipation and Dispersion. Explicity Finite Difference Methods. Attenuation. Implicit Methods for Second-Order Equations. Time Quasilinear Examples. Simultaneous First-Order Equations. Explicit Methods. An Implicity Method for First-Order Equations. Hybrid Methods for First-Order Equations. Finite Elements and the Wave Equation. Spectral Methods and Periodic Systems. Gas Dyunamics in One Space Variable. Eulerian Difference Equations. Lagrangian Difference Equations. Hopscotch Methods for Conservation Laws. Explicity-Implicity Schemes for Conservation Laws. Special Topics: Introduction. Singularities. Shocks. Eigenvale Problems. Parabolic Equations in Segeral Space Variables. Additional Comments on Elliptic Equations. Hyperbolic Equations in Higher Dimensions. Mixed Systems. Higher Order Equations in Elasticity and Vibrations. Computational Fluid Mechanics. Stream Function. Vorticity Method for Fluid Mechanics. Primitive Variable Methods for Fluid Mechanics. Vector Potential Methods for Fluid Mechanics. Introduction to Monte Carlo Mehtods. Fast Fourier Transform and Applications. Method of Fractional Steps. Applications of Group Theory in Computation. Computational Ocean Acoustics. Enclosure Methods. Chapter References. Author Index. Subject Index.