A Posteriori Error Analysis of Two-Step Backward Differentiation Formula Finite Element Approximation for Parabolic Interface Problems

A finite-element discretization, independent of the location of the interface, is proposed and analysed for linear elliptic and parabolic interface problems. We establish error estimates of optimal order in the H 1 -norm and almost optimal order in the L 2 -norm for elliptic interface problems. An extension to parabolic interface problems is also discussed and an optimal error estimate in the L 2 (0, T; H1 (Ω))-norm and an almost optimal order estimate in the L 2 (0, T; L 2 (Ω))-norrn are derived for the spatially discrete scheme. A fully discrete scheme based on the backward Euler method is analysed and an optimal order error estimate in the L 2 (0, T; H I (Ω))-norm is derived. The interfaces are assumed to be of arbitrary shape and smooth for our purpose.

We derive residual‐based a posteriori error estimates of finite element method for linear parabolic interface problems in a two‐dimensional convex polygonal domain. Both spatially discrete and fully discrete approximations are analyzed. While the space discretization uses finite element spaces that are allowed to change in time, the time discretization is based on the backward Euler approximation. The main ingredients used in deriving a posteriori estimates are new Clément type interpolation estimates and an appropriate adaptation of the elliptic reconstruction technique introduced by (Makridakis and Nochetto, SIAM J Numer Anal 4 (2003), 1585–1594). We use only an energy argument to establish a posteriori error estimates with optimal order convergence in the ‐norm and almost optimal order in the ‐norm. The interfaces are assumed to be of arbitrary shape but are smooth for our purpose. Numerical results are presented to validate our derived estimators. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 570–598, 2017

Unconditional optimal [formula omitted]-norm error estimate and superconvergence analysis of a linearized nonconforming finite element variable-time-step BDF2 method for the nonlinear complex Ginzburg–Landau equation

<p>In this paper, a second finite difference method on a graded grid is proposed for a Volterra integro-differential equation with a weakly singular kernel. The proposed scheme is obtained by using the two-step backward differentiation formula (BDF2) to discretize the first derivative term and the first-order interpolation scheme to approximate the integral term. The analysis of stability is proved and used to prove the convergence of our presented numerical method in the discrete maximum norm. Finally, Numerical experiments are given to verify the theoretical results.</p>

In this paper we propose and analyze a Discontinuous Galerkin method for a linear parabolic problem with dynamic boundary conditions. We present the formulation and prove stability and optimal a priori error estimates for the fully discrete scheme. More precisely, using polynomials of degree $$p\ge 1$$p?1 on meshes with granularity h along with a backward Euler time-stepping scheme with time-step $$\Delta t$$Δt, we prove that the fully-discrete solution is bounded by the data and it converges, in a suitable (mesh-dependent) energy norm, to the exact solution with optimal order $$h^p + \Delta t$$hp+Δt. The sharpness of the theoretical estimates are verified through several numerical experiments.

In this work, the stability and error analysis are presented for fully discrete solutions of the fourth-order differential equation with the multi-term Riemann–Liouville fractional integral. Our numerical scheme is obtained by the standard central difference method in space and the formally two-step backward differentiation formula method and second-order convolution quadrature in time. Optimal order of the numerical scheme in $$L^2$$ -norm is established using the discrete energy method. The analysis is supported by two numerical experiments.

Operator splitting methods for American option pricing

Transient electromagnetic (TEM) data are affected by resistivity anisotropy, which should be considered in 3D modelling. The influence of anisotropy on full-time response is the main focus of this research. For spatial discretisation of an anisotropic model, the mimetic finite volume approach was applied. The accuracy of the shift-and-invert (SAI) Krylov subspace approach and the two-step backward differentiation formula (BDF2) for modelling 3D full-time electromagnetic data has been demonstrated. However, both algorithms require time-consuming calculations. The SAI technique requires a number of projection subspace constructions, whereas the BDF2 algorithm necessitates numerous coefficient matrix decompositions. We proposed a novel mixed BDF2/SAI algorithm in this paper, which combines the advantages of the two algorithms. The on-time response is computed using BDF2, while the off-time response is computed using the SAI-Krylov subspace method. The forward results of a 1D model with a half-sine waveform demonstrated that the new algorithm is accurate and faster than both the BDF2 algorithm and the SAI algorithm. During the full-time period, the forward results of a 3D anisotropic model with half-sine waveform show that abnormal responses can be induced. It was shown that the relative abnormal of ${{{\bf b}}_{\boldsymbol{z}}}$ is higher during the on-time period, while the relative abnormal of $\partial {{{\bf b}}_{\boldsymbol{z}}}/\partial t$ is higher during the off-time period. Furthermore, the change in relative anomaly is more obvious as the anisotropic block rotates around the x-axis. And the larger the rotation angle, the larger the relative anomaly.

In this paper, we discuss the stability and error estimates of the fully discrete schemes for linear conservation laws, which consists of an arbitrary Lagrangian–Eulerian discontinuous Galerkin method in space and explicit total variation diminishing Runge–Kutta (TVD-RK) methods up to third order accuracy in time. The scaling arguments and the standard energy analysis are the key techniques used in our work. We present a rigorous proof to obtain stability for the three fully discrete schemes under suitable CFL conditions. With the help of the reference cell, the error equations are easy to establish and we derive the quasi-optimal error estimates in space and optimal convergence rates in time. For the Euler-forward scheme with piecewise constant elements, the second order TVD-RK method with piecewise linear elements and the third order TVD-RK scheme with polynomials of any order, the usual CFL condition is required, while for other cases, stronger time step restrictions are needed for the results to hold true. More precisely, the Euler-forward scheme needs τ ≤ ρh2 and the second order TVD-RK scheme needs $ \tau \le \rho {h}^{\frac{4}{3}}$ for higher order polynomials in space, where τ and h are the time and maximum space step, respectively, and ρ is a positive constant independent of τ and h.

In this paper, a finite volume element (FVE) method is considered for spatial approximations of time fractional diffusion equations involving a Riemann-Liouville fractional derivative of order α ∈ (0, 1) in time. Improving upon earlier results [Karaa et al., IMA J. Numer. Anal. 37 (2017) 945–964], error estimates in L2 (Ω)- and H1 (Ω)-norms for the semidiscrete problem with smooth and mildly smooth initial data, i.e., v ∈ H2(Ω) ∩ H01(Ω) and v ∈ H01(Ω) are established. For nonsmooth data, that is, v ∈ L2 (Ω), the optimal L2 (Ω)-error estimate is shown to hold only under an additional assumption on the triangulation, which is known to be satisfied for symmetric triangulations. Superconvergence result is also proved and as a consequence, a quasi-optimal error estimate is established in the L∞ (Ω)-norm. Further, two fully discrete schemes using convolution quadrature in time generated by the backward Euler and the second-order backward difference methods are analyzed, and error estimates are derived for both smooth and nonsmooth initial data. Based on a comparison of the standard Galerkin finite element solution with the FVE solution and exploiting tools for Laplace transforms with semigroup type properties of the FVE solution operator, our analysis is then extended in a unified manner to several time fractional order evolution problems. Finally, several numerical experiments are conducted to confirm our theoretical findings.

Nonlinear evolution equations governed by m-accretive operators in Banach spaces are discretized via the backward or forward Euler methods with variable stepsize. Computable a posteriori error estimates are derived in terms of the discrete solution and data, and shown to converge with optimal order [Formula: see text]. Applications to scalar conservation laws and degenerate parabolic equations (with or without hysteresis) in L1, as well as to Hamilton–Jacobi equations in C0 are given. The error analysis relies on a comparison principle, for the novel notion of relaxed solutions, which combines and simplifies techniques of Benilan and Kružkov. Our results provide a unified framework for existence, uniqueness and error analysis, and yield a new proof of the celebrated Crandall–Liggett error estimate.

A Crank-Nicolson WG-FEM for unsteady 2D convection-diffusion equation with nonlinear reaction term on layer adapted mesh

First-order system least squares (FOSLS) is a methodology that offers an alternative to standard methods for solving partial differential equations. This paper studies the first-order system least-squares approach for scalar second-order elliptic boundary value problems with discontinuous coefficients. In a companion paper [M. Berndt, T. A. Manteuffel, S. F. McCormick, and G. Starke, Analysis of first-order system least squares ({FOSLS}) for elliptic problems with discontinuous coefficients: Part I, SIAM J. Numer. Anal., 43 (2005), pp. 386--408], ellipticity of an appropriately scaled least-squares bilinear form is established in a natural norm. For some geometries this ellipticity is independent of the size of the jumps in the coefficients. The occurrence of singularities at interface corners, cross-points, reentrant corners, and irregular boundary points is discussed, and a basis of singular functions with local support around singular points is established. This paper describes a method for including discrete versions of the singular basis functions together with standard finite element spaces in a least-squares format at little additional computational cost. The singular basis functions are constructed to match the jump conditions that arise at interfaces between regions of continuity of the diffusion coefficient. Because these basis functions must be approximated in practice, the resulting discretization is by nature nonconforming. This necessitates the establishment here of a general error estimate for FOSLS L2 minimization problems discretized by nonconforming finite elements. An advantage of the FOSLS formulation is that this estimate does not involve the consistency error term usually present in bounds for other methods. Based on this general estimate, error bounds are derived for the finite element space that includes singular basis functions. Numerical tests are included that confirm these discretization error bounds. Finally, a multilevel method is developed for solving the discrete system that uses singular basis functions on all levels, and its efficiency is demonstrated by the numerical results.

An [formula omitted]-Galerkin mixed finite element method for identification of time dependent parameters in parabolic problems

An extended pressure finite element space for two-phase incompressible flows with surface tension