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In this paper we propose and analyze a new, fast method for the numerical solution of time domain boundary integral formulations of the wave equation. We employ Lubich's convolution quadrature method for the time discretization and a Galerkin boundary element method for the spatial discretization. The coefficient matrix of the arising system of linear equations is a triangular block Toeplitz matrix. Possible choices for solving the linear system arising from the above discretization include the use of fast Fourier transform (FFT) techniques and the use of data-sparse approximations. By using FFT techniques, the computational complexity can be reduced substantially while the storage cost remains unchanged and is, typically, high. Using data-sparse approximations, the gain is reversed; i.e., the computational cost is (approximately) unchanged while the storage cost is substantially reduced. The method proposed in this paper combines the advantages of these two approaches. First, the discrete convolution (related to the block Toeplitz system) is transformed into the (discrete) Fourier image, thereby arriving at a decoupled system of discretized Helmholtz equations with complex wave numbers. A fast data-sparse (e.g., fast multipole or panel-clustering) method can then be applied to the transformed system. Additionally, significant savings can be achieved if the boundary data are smooth and time-limited. In this case the right-hand sides of many of the Helmholtz problems are almost zero, and hence can be disregarded. Finally, the proposed method is inherently parallel. We analyze the stability and convergence of these methods, thereby deriving the choice of parameters that preserves the convergence rates of the unperturbed convolution quadrature. We also present numerical results which illustrate the predicted convergence behavior. [ABSTRACT FROM AUTHOR]

In this paper, we study the relation between the error estimate of the bilinear interpolation on a general quadrilateral and the geometric characters of the quadrilateral. Some explicit bounds of the interpolation error are obtained based on some sharp estimates of the integral over 1/∣J∣p-1 for 1 ≤ p≤∞ on the reference element, where J is the Jacobian of the nonaffine mapping. This allows us to introduce weak geometric conditions (depending on p) leading to interpolation error estimates in the W1,p norm, for any p ϵ [1,∞), which can be regarded as a generalization of the regular decomposition property (RDP) condition introduced in [G. Acosta and R. G. Durán, SIAM J. Numer. Anal., 38 (2000), pp. 1073-1088] for p = 2 and new RDP conditions (NRDP) for p ≠ 2. We avoid the use of the reference family elements, which allows us to extend the results to a larger class of elements and to introduce the NRDP condition in a more unified way. As far as we know, the mesh condition presented in this paper is weaker than any other mesh conditions proposed in the literature for any p with 1 ≤ p≤∞. [ABSTRACT FROM AUTHOR]

This paper develops a least-squares approach to the solution of the incompressible Navier­Stokes equations in primitive variables. As with our earlier work on Stokes equations, we recast the Navier­Stokes equations as a first-order system by introducing a velocity-flux variable and associated curl and trace equations. We show that a least-squares principle based on L2 norms applied to this system yields optimal discretization error estimates in the H1 norm in each variable, including the velocity flux. An analogous principle based on the use of an H-1 norm for the reduced system (with no curl or trace constraints) is shown to yield similar estimates, but now in the L2 norm for velocity-flux and pressure. Although the H-1 least-squares principle does not allow practical implementation, these results are critical to the analysis of a practical least-squares method for the reduced system based on a discrete equivalent of the negative norm. A practical method of this type is the subject of a companion paper. Finally, we establish optimal multigrid convergence estimates for the algebraic system resulting from the L2 norm approach. [ABSTRACT FROM AUTHOR]

This paper deals with superconvergence phenomena in general grids when projectionbased approximations are used for solving Fredholm integral equations of the second kind with weakly singular kernels. Four variants of the Galerkin method are considered. They are the classical Galerkin method, the iterated Galerkin method, the Kantorovich method, and the iterated Kantorovich method. It is proved that the iterated Kantorovich approximation exhibits the best superconvergence rate if the right-hand side of the integral equation is nonsmooth. All error estimates are derived for an arbitrary grid without any uniformity or quasi-uniformity condition on it, and are formulated in terms of the data without any additional assumption on the solution. Numerical examples concern the equation governing transfer of photons in stellar atmospheres. The numerical results illustrate the fact that the error estimates proposed in the different theorems are quite sharp, and confirm the superiority of the iterated Kantorovich scheme. [ABSTRACT FROM AUTHOR]

A recent study [D. N. Arnold, D. Boffi, and R. S. Falk, SIAM J. Numer. Anal., 42 (2005), pp. 2429-2451] reveals that convergence of finite element methods using H(div , O)-compatible finite element spaces deteriorates on nonaffine quadrilateral grids. This phenomena is particularly troublesome for the lowest-order Raviart-Thomas elements, because it implies loss of convergence in some norms for finite element solutions of mixed and least-squares methods. In this paper we propose reformulation of finite element methods, based on the natural mimetic divergence operator [M. Shashkov, Conservative Finite Difference Methods on General Grids, CRC Press, Boca Raton, FL, 1996], which restores the order of convergence. Reformulations of mixed Galerkin and leastsquares methods for the Darcy equation illustrate our approach. We prove that reformulated methods converge optimally with respect to a norm involving the mimetic divergence operator. Furthermore, we prove that standard and reformulated versions of the mixed Galerkin method lead to identical linear systems, but the two versions of the least-squares method are veritably different. The surprising conclusion is that the degradation of convergence in the mixed method on nonaffine quadrilateral grids is superficial, and that the lowest-order Raviart-Thomas elements are safe to use in this method. However, the breakdown in the least-squares method is real, and there one should use our proposed reformulation. [ABSTRACT FROM AUTHOR]

We develop a family of new interior penalty discontinuous Galerkin methods for the Keller-Segel chemotaxis model. This model is described by a system of two nonlinear PDEs: a convection-diffusion equation for the cell density coupled with a reaction-diffusion equation for the chemoattractant concentration. It has been recently shown that the convective part of this system is of a mixed hyperbolic-elliptic-type, which may cause severe instabilities when the studied system is solved by straightforward numerical methods. Therefore, the first step in the derivation of our new methods is made by introducing the new variable for the gradient of the chemoattractant concentration and by reformulating the original Keller-Segel model in the form of a convection-diffusionreaction system with a hyperbolic convective part. We then design interior penalty discontinuous Galerkin methods for the rewritten Keller-Segel system. Our methods employ the central-upwind numerical fluxes, originally developed in the context of finite-volume methods for hyperbolic systems of conservation laws. In this paper, we consider Cartesian grids and prove error estimates for the proposed high-order discontinuous Galerkin methods. Our proof is valid for pre-blow-up times since we assume boundedness of the exact solution. We also show that the blow-up time of the exact solution is bounded from above by the blow-up time of our numerical solution. In the numerical tests presented below, we demonstrate that the obtained numerical solutions have no negative values and are oscillation-free, even though no slope-limiting technique has been implemented. [ABSTRACT FROM AUTHOR]

In this paper, the frequency domain-based numerical methods for simulation of fractional order systems are studied in the sense of stability preservation. First, the stability boundary curve is exactly determined for these methods. Then, this boundary is analyzed and compared with an accurate (ideal) boundary in different frequency ranges. Also, the critical regions in which the stability does not preserve are determined. Finally, the analytical achievements are confirmed via some numerical illustrations. [ABSTRACT FROM AUTHOR]

In this paper, we consider the singularly perturbed reaction-diffusion problem in one and two dimensions. The boundary value problem is decomposed into a first-order system to which a suitable weighted least-squares formulation is proposed. A robust, stable, and efficient approach is developed based on local discontinuous Galerkin (LDG) discretization for the weak form. Uniform error estimates are derived. Numerical examples are presented to illustrate the method and the theoretical results. Comparison studies are made between the proposed method and other methods. [ABSTRACT FROM AUTHOR]

We study two space-time mesh refinement methods as the one introduced in [F. Collino, T. Fouquet, and P. Joly, Numer. Math., 95 (2003), pp. 197--221]. The stability of such methods is guaranteed by construction through the conservation of a discrete energy. In this paper, we show the L2 convergence of these schemes and provide optimal error estimates. The proof is based on energy techniques and bootstrap arguments. Our results are validated with numerical simulations and compared with results from plane wave analysis [F. Collino, T. Fouquet, and P. Joly, Numer. Math., 95 (2003), pp. 223--251]. [ABSTRACT FROM AUTHOR]

A finite element discretization is proposed and analyzed for a linear parabolic problems with discontinuous coefficients. Due to low global regularity of the solution, it seems difficult to achieve optimal order of convergence with classical finite element methods [Numer. Math., 79 (1998), pp. 175--202]. In this paper, we have used a finite element discretization, where interface triangles are assumed to be curved triangles instead of straight triangles as in classical finite element methods. Optimal order error estimates in L2 and H1 norms are shown to hold even if the regularity of the solution is low on the whole domain. While the continuous time Galerkin method is discussed for the spatially discrete scheme, the discontinuous Galerkin method is analyzed for the fully discrete scheme. The interfaces and boundaries of the domains are assumed to be smooth for our purpose. [ABSTRACT FROM AUTHOR]

We consider the scalar conservation law with flux function discontinuous in the space variable, i.e., \begin{eqnarray} \label{eq1} u_t+(H(x)f(u)+(1-H(x))g(u))_{x} &=& 0 \quad \mbox{in } \R \times \R_{+}, \nonumber \\ u(0, x) &=& u_{0}(x) \quad \mbox{in } \R, \label{0.1} \end{eqnarray} where $H$ is the Heaviside function and $f$ and $g$ are smooth with the assumptions that either $f$ is convex and $g$ is concave or $f$ is concave and $g$ is convex. The existence of a weak solution of (\ref{eq1}) is proved by showing that upwind finite difference schemes of Godunov and Enquist--Osher type converge to a weak solution. Uniqueness follows from a Kruzkhov-type entropy condition. We also provide explicit solutions to the Riemann problem for (\ref{eq1}). At the level of numerics, we give easy-to-implement numerical schemes of Godunov and Enquist--Osher type. The central feature of this paper is the modification of the singular mapping technique (the main analytical tool for these types of equations) which allows us to show that the numerical schemes converge. Equations of type (\ref{eq1}) with the above hypothesis on the flux may occur when considering the following scalar conservation law with discontinuous flux: \begin{equation} \label{eq2} \begin{array}{r@{\;}l} u_t + (k (x) f (u))_x &= 0, \\ u (0, x) &= u_0 (x), \end{array} \end{equation} with $f$ convex and $k$ of indefinite sign. [ABSTRACT FROM AUTHOR]

In this paper, we analyze convergence rates of wavelet schemes for time-dependent convection-reaction equations within the framework of the Eulerian--Lagrangian localized adjoint method (ELLAM). Under certain minimal assumptions that guarantee $ H^1 $-regularity of exact solutions, we show that a generic ELLAM scheme has a convergence rate $ \mathcal{O}(h/\sqrt{\Delta t} + \Delta t) $ in $ L^2 $-norm. Then, applying the theory of operator interpolation, we obtain error estimates for initial data with even lower regularity. Namely, it is shown that the error of such a scheme is $ \mathcal{O}((h/\sqrt{\Delta t})^\theta + (\Delta t)^\theta) $ for initial data in a Besov space $ \displaystyle B^\theta_{2,q} (0 < \theta < 1, 0 < q <= infinity) $. The error estimates are {a priori} and optimal in some cases. Numerical experiments using orthogonal wavelets are presented to illustrate the theoretical estimates. [ABSTRACT FROM AUTHOR]

A complete error analysis is performed for the spectral-Galerkin approximation of a model Helmholtz equation with high wave numbers. The analysis presented in this paper does not rely on the explicit knowledge of continuous/discrete Green's functions and does not require any mesh condition to be satisfied. Furthermore, new error estimates are also established for multi-dimensional radial and spherical symmetric domains. Illustrative numerical results in agreement with the theoretical analysis are presented. [ABSTRACT FROM AUTHOR]

This paper deals with the upwind finite volume method applied to the linear advection equation on a bounded domain and with natural boundary conditions. We introduce what we call the geometric corrector, which is a sequence associated with every finite volume mesh in $\mathbf{R}^{nd}$ and every nonvanishing vector $\mathbf{a}$ of $\mathbf{R}^{nd}$. First we show that if the continuous solution is regular enough and if the norm of this corrector is bounded by the mesh size, then an order one error estimate for the finite volume scheme occurs. Afterwards we prove that this norm is indeed bounded by the mesh size in several cases, including the one where an arbitrary coarse conformal triangular mesh is uniformly refined in two dimensions. Computing numerically exactly this corrector allows us to state that this result might be extended under conditions to more general cases, such as the one with independent refined meshes. [ABSTRACT FROM AUTHOR]

In this paper, we consider a multilithology diffusion model used in the field of stratigraphic basin simulations to simulate large scale depositional transport processes of sediments described as a mixture of L lithologies. This model is a simplified one for which the surficial fluxes are proportional to the slope of the topography and to a lithology fraction with unitary diffusion coefficients. The main variables of the system are the sediment thickness h, the L surface concentrations cis in lithology i of the sediments at the top of the basin, and the L concentrations ci in lithology i in the sediments inside the basin. For this simplified model, the sediment thickness decouples from the other unknowns and satisfies a linear parabolic equation. The remaining equations account for the mass conservation of the lithologies, and couple, for each lithology, a first order linear equation for cis with a linear advection equation for ci for which cis appears as an input boundary condition. For this coupled system, a weak formulation is introduced. The system is discretized by an implicit time integration and a cell centered finite volume method. This numerical scheme is shown to satisfy stability estimates and to converge, up to a subsequence, to a weak solution of the problem. [ABSTRACT FROM AUTHOR]

The aim of this work is to solve hyperbolic conservation laws by means of a finite volume method for both spatial and time discretization. We extend the ideas developed in [X.-D. Liu and S. Osher, SIAM J. Numer. Anal., 33 (1996), pp. 760--779; X.-D. Liu and E. Tadmor, Numer. Math., 79 (1998), pp. 397--425] to fourth-order upwind and central schemes. In order to do this, once we know the cell-averages of the solution, $\overline {u}_j ^n$, in cells $I_{j}$ at time $T=t^n$, we define a new three-degree reconstruction polynomial that in each cell, $I_{j}$, presents the same shape as the cell-averages $\{ {\overline {u}_{j-1} ^n,\overline {u}_j ^n,\overline {u}_{j+1} ^n}\}$. By combining this reconstruction with the nonoscillatory property and the maximum principle requirement described in [X.-D. Liu and S. Osher, SIAM J. Numer. Anal., 33 (1996), pp. 760--779] we obtain a fourth-order scheme that satisfies the total variation bounded (TVB) property. Extension to systems is carried out by componentwise application of the scalar framework. Numerical experiments confirm the order of the schemes presented in this paper and their nonoscillatory behavior in different test problems. [ABSTRACT FROM AUTHOR]

In this paper we describe techniques to represent data which originate from discretization of functions in unstructured meshes in terms of their local scale components. To do so we consider a nested sequence of discretization, which corresponds to increasing levels of resolution, and we define the scales as the ‘difference in information’ between any two successive levels. We obtain data compression by eliminating scale-coefficients which are sufficiently small. This capability for data compression can be used to reduce the cost of numerical schemes by solving for the more compact representation of the numerical solution in terms of its significant scale-coefficients. [ABSTRACT FROM AUTHOR]

We present in this paper numerical simulations of reactive flows interacting with shock waves. We argue that spectral methods are suitable for these problems and review the recent developments in spectral methods that have made them a powerful numerical tool appropriate for long-term integrations of complicated flows, even in the presence of shock waves. A spectral code is described in detail, and the theory that leads to each of its components is explained. Results of interactions of hydrogen jets with shock waves are presented and analyzed, and comparisons with ENO finite difference schemes are carried out. [ABSTRACT FROM AUTHOR]

A numerical radius approach is taken in this paper in order to discuss sufficient stability conditions for a well-known family of finite difference schemes for the initial value problem associated with the Petrowski well-posed, multispace-dimensional parabolic system [This symbol cannot be presented in ASCII format] where Apq, Bp, and C are constant matrices, Apq being Hermitian. [ABSTRACT FROM AUTHOR]