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We design a virtual element method for the numerical treatment of the two-dimensional parabolic variational inequality problem on unstructured polygonal meshes. Due to the expected low regularity of the exact solution, the virtual element method is based on the lowest-order virtual element space that contains the subspace of the linear polynomials defined on each element. The connection between the nonnegativity of the virtual element functions and the nonnegativity of the degrees of freedom, i.e., the values at the mesh vertices, is established by applying the Maximum and Minimum Principle Theorem. The mass matrix is computed through an approximate L 2 polynomial projection, whose properties are carefully investigated in the paper. We prove the well-posedness of the resulting scheme in two different ways that reveal the contractive nature of the VEM and its connection with the minimization of quadratic functionals. The convergence analysis requires the existence of a nonnegative quasi-interpolation operator, whose construction is also discussed in the paper. The variational crime introduced by the virtual element setting produces five error terms that we control by estimating a suitable upper bound. Numerical experiments confirm the theoretical convergence rate for the refinement in space and time on three different mesh families including distorted squares, nonconvex elements, and Voronoi tesselations.

This paper is concerned with fast, parallel and numerically accurate pricing of two-asset American options under the Merton jump-diffusion model, which gives rise to a two-dimensional partial integro-differential complementarity problem (PIDCP) with a nonlocal two-dimensional integral term. Following method-of-lines approach, the solution to the PIDCP can be computed quite accurately by a robust numerical technique that combines Ikonen–Toivanen splitting with an alternating direction implicit scheme. However, we observed that computing the numerical solution with this technique becomes extremely time consuming, mainly due to the handling of the integral term. In this paper we parallelize this technique by applying a parallel fast Fourier transformation algorithm to all matrix-vector multiplications involving the huge and dense integral approximation matrix by exploiting its block Toeplitz with Toeplitz block structure. We also parallelize other computationally intensive steps of this technique by applying a recently developed parallel cyclic reduction algorithm for pentadiagonal systems. Our solutions computed on a graphics processing unit (GPU) using CUDA® platform are compared for accuracy with those available in the literature. It is observed that by solving the PIDCP parallelly we could bring down the computational times from several hours to a few seconds in certain cases in our experiments.

In this present paper, we propose and analyze a C 1 -conforming virtual element method to solve the so-called one-layer stationary quasi-geostrophic equations (QGE) with applications in the large scale wind-driven ocean circulation, formulated in terms of the stream-function. This problem corresponds to a nonlinear fourth order partial differential equation. The C 1 virtual space and the discrete scheme are built in a straightforward way due to the flexibility of the virtual approach. Under the assumption of small data, we prove well-posedness of the discrete problem by using a fixed-point strategy and under standard assumptions on the computational domain, we establish error estimates in H 2 -norm for the stream-function. Finally, we report four numerical experiments that illustrate the behavior of the proposed scheme and confirm our theoretical results on different families of polygonal meshes.

An efficient strategy for the numerical solution of time-fractional diffusion-reaction problems is devised. A standard finite difference discretization of the space derivative is initially applied which results in a linear stiff term. Then a rectangular product-integration (PI) rule is implemented in an implicit-explicit (IMEX) framework in order to implicitly treat this linear stiff term and handle in an explicit way the non-linear, and usually non-stiff, term. The kernel compression scheme (KCS) is successively adopted to reduce the overload of computation and storage need for the persistent memory term. To reduce the computational effort the semidiscretized problem is described in a matrix-form, so as to require the solution of Sylvester equations only with small matrices. Theoretical results on the accuracy, together with strategies for the optimal selection of the main parameters of the whole method, are derived and verified by means of numerical experiments carried out in two-dimensional domains. The computational advantages with respect to other approaches are also shown and some applications to the detection of pattern formation are illustrated at the end of the paper.

In this paper, a high-order implicit-explicit flux reconstruction lattice Boltzmann method (FRLBM) is proposed for simulating viscous incompressible flows. The discrete velocity Boltzmann equation (DVBE) is solved by using a high-order flux reconstruction scheme (FR) for spatial discretization and a high-order implicit-explicit Runge-Kutta scheme (IMEX RK) for time discretization in the generalized curvilinear coordinates with uniform and non-uniform grids to obtain high simulation efficiency. Numerical validations of the proposed method are implemented by simulating (a) Taylor-Green vortex problem, (b) doubly periodic shear layer flow, (c) lid-driven cavity flow, (d) cylindrical Couette flow and (e) flow over a circular cylinder. Numerical results demonstrate that the present method is stable and accurate even at high Reynolds number. Compared with the existing high-order off-lattice Boltzmann methods, the present method is more efficient. In addition, the present method holds the compactness of the standard LBM for parallel computing, but greatly improves the adaptability of complicated geometries.

Method of asymptotic partial decomposition of a domain (MAPDD) proposed and justified earlier for thin domains (rod structures, tube structures consisting of a set of thin cylinders) generates some specific interface conditions between three-dimensional and one-dimensional parts. In the case of the heat equation these conditions ensure the continuity of the solution and continuity in average of the normal flux. However for some computational reasons the strong continuity condition for the solution may be undesirable. It may be preferable to replace it by more flexible condition of continuity in average over the interface cross section. In the present paper we introduce and justify this alternative junction condition allowing such discontinuity of the solution of both stationary and non-stationary problems. The closeness of solutions of these hybrid dimension problems to the solution of the fully three-dimensional setting is proved. At the discrete level, finite volume schemes are considered, an error estimate is established. The new version of the MAPDD is compared to the classical one via numerical tests. It shows better stability of the new scheme.

Based on two-grid discretization and domain decomposition approach, this paper presents and studies two local and parallel finite element algorithms for the 2D/3D steady Stokes equations with nonlinear damping term. Starting point of the algorithms is that for a solution of the Stokes equations with damping, we first approximate the low-frequency component on a relatively coarse grid, and then compute the high-frequency component on a locally fine grid via some local and parallel procedures. The proposed algorithms are easy to implement and have low communication complexity. With the use of the technical tool of local a priori estimate for finite element solution, we derive error estimates of the approximate solutions from the proposed algorithms. Some numerical results are provided to test the validity of the present algorithms.

In this paper a computational methodology leading to the development of a new class of FEs, based on the application of continuous and smooth approximation polynomials, being splines, has been presented. Application of the splines as appropriately defined piecewise elemental shape functions led the authors to the formulation of a new approach for FEM, named as spFEM, where contrary to the well-known NURBS approach, the boundaries of spFEs are well-defined, exactly as it is in the case of the traditional FEM. The current approach has been computationally verified by the authors it terms of high frequency dynamics including such problems as: spectra of natural frequencies, modes of natural vibrations as well as wave propagation problems, especially in the aspect of high frequency responses, all in the case of selected problems involving one- and two-mode theories of 1-D structural elements. The applicability of the proposed approach has been evaluated and compared, in terms of calculated dynamic responses, with the results obtained by the use of well-established FEM approaches: classical FEM as well as TD-SFEM. In all cases investigated by the authors the proposed spFEM approach turned out to be the most accurate approach, free from the main drawback of the other tested FEM approaches thanks to the class of differentiability of approximation polynomials, which guarantees the absence of frequency band gaps in calculated spectra of natural frequencies. A direct consequence of this feature of the proposed approach is that a larger part of the calculated spectra of natural frequency, the same as modes of natural vibrations, can effectively be used for more accurate calculations of dynamic reposes even in the case of multi-mode theories. This in contrast to the other tested FEM approaches.

For nonsingular linear systems, Yun in 2013 studied three variants of the Uzawa method; see Yun (2013) [18] . These methods contain the Uzawa-AOR method and the Uzawa-SAOR method as special cases. On the basis of the Uzawa-AOR method and the Uzawa-SAOR method, Li in 2017 proposed two modified Uzawa methods by constructing the coefficient matrix of AOR method into a new form of the product of lower triangular matrix and upper triangular matrix; see Li (2017) [26] . In this paper, we present two modified Uzawa methods for solving singular linear systems. The semi-convergence of these methods is analyzed by using the techniques of singular value decomposition and Moore-Penrose inverse. The numerical results are used to verify the theoretical results.

In this paper, we present a high-order approach for solving one- and two-dimensional time-space fractional diffusion equations (FDEs) with Caputo-Riesz derivatives. To design the scheme, the Caputo temporal derivative is approximated using a high-order method, and the spatial Riesz derivative is discretized by the second-order weighted and shifted Grunwald difference (WSGD) method. It is proved that the scheme is unconditionally stable and convergent with the order of O ( τ α h 2 + τ 4 ) , where τ and h are time and space step sizes, respectively. We illustrate the accuracy and effectiveness of the method by providing several numerical examples.

In this paper, we provide a framework of designing the local discontinuous Galerkin scheme for integral fractional Laplacian $(-\Delta)^{s}$ with $s\in(0,1)$ in two dimensions. We theoretically prove and numerically verify the numerical stability and convergence of the scheme with the convergence rate no worse than $\mathcal{O}(h^{k+\frac{1}{2}})$., Comment: 11 pages

This paper is concerned with conforming finite element discretizations for quasilinear elliptic problems in divergence form, of a class that generalizes the p-Laplace equation and allows to show existence and uniqueness of the continuous and discrete problems. We derive discretization error estimates under general regularity assumptions for the solution and using high order polynomial spaces, resulting in convergence rates that are then verified numerically. A key idea of this error analysis is to consider carefully the relation between the natural W 1 , p -seminorm and a specific quasinorm introduced in the literature. In particular, we are able to derive interpolation estimates in this quasinorm from known interpolation estimates in the W 1 , p -seminorm. We also give a simplified proof of known near-best approximation results in W 1 , p -seminorm starting from the corresponding result in the mentioned quasinorm.

The paper presents the approach for solving 2D elastoplastic problems with singular stress/strain fields by the parametric integral equation system (PIES) method. PIES is applied since it does not require the discretization of the plastic zone into elements, and instead, it uses globally declared parametric surface patches. The properties of such surfaces (e.g. the unit square is their domain) are used for automatically concentrating the interpolation nodes around the regions with singular stress/strain fields. This, in turn, limits the global number of nodes in favor of their accumulation in specific places. The proposed approach of node concentration requires only a few parameters to be defined. In order to take into account the complex nature of the plastic strain fields, a special method of their interpolation is selected. The Kriging approach effectively involves an interactive investigation of the spatial behavior of the strains to choose the best estimate. It is also the method that bases on irregularly spaced interpolation nodes. Some examples are solved, and obtained results are compared with the finite element method (FEM).

In this paper, we firstly present and analyze a residual-type a posteriori error estimator for a low-order virtual element discretization for the Stokes problem on general polygonal meshes. We prove that this estimator yields globally upper and locally lower bounds for the discretization error. Then, we extend the estimator to the Navier-Stokes problem. In order to deal with the case of small viscosity, we modify the discrete bilinear form following the idea of variational multiscale method. Since the virtual element method naturally handles hanging nodes, the mesh refinement can exploit them without any local refinement to recover mesh conformity. A series of benchmark tests are reported to verify the effectiveness and flexibility of the designed error estimator when it is combined with adaptive mesh refinement.

The diffusive-viscous wave equation arises in a variety of applications in geophysics, and it plays an important role in seismic exploration. In this paper, semi-discrete and fully discrete numerical methods are introduced to solve a general initial-boundary value problem of the diffusive-viscous wave equation. The spatial discretization is carried out through the finite element method, whereas the time derivatives are approximated by finite differences. Optimal order error estimates are derived for the numerical methods. Numerical results on a test problem are reported to illustrate the numerical convergence orders.

This paper investigates on the buckling treatment of a three layered rectangular nanocomposite microplate resting on elastic foundation. The core is a laminated nanocomposite layer reinforced with graphene platelets bonded with two piezoelectric facesheets. The microplate is subjected to thermo-electro-mechanical loads. The governing equations are developed in the framework of the first order shear deformation theory alongside with the modified couple stress theory. The effective laminated nanocomposite core layer thermo-mechanical properties are determined by the Halpin-Tsai micromechanical model. The Ritz method is employed to discretize the governing equations of motion in order to achieve the buckling loads for different boundary condition types. The outcomes are developed for both thermo-electrical and electro-mechanical buckling examinations. For the latter case, the microplate is studied when it is subjected to uniaxial, biaxial, and shear mechanical loads. The effects of boundary condition types, the external applied voltage, the graphene platelet distribution pattern, the elastic foundation parameters and the graphene platelet weight fraction as well as its geometrical features on the buckling loads are studied. The results reveal that the types of boundary condition, the graphene platelet dispersion pattern, the graphene platelet weight fraction, and the applied voltage affect noticeably the thermal/mechanical buckling load. Moreover, when the elastic foundation effect is considered the increment percent in the thermal and shear mechanical buckling loads is not affected by the graphene platelets dispersion pattern while for some certain boundary condition types, the graphene platelets distribution pattern affects the increment percent of the critical uniaxial and biaxial mechanical loads.

The solution strategy of the space-fractional modified Cahn-Hilliard equation as a tool for the gray value image inpainting model is studied. The existing strategies solve the convexity splitting scheme of the vector-valued Cahn-Hilliard model by Fourier spectral method. In this paper, we constructed a fast solver for the discretized linear systems possessing the saddle-point structure within block-Toeplitz-Toeplitz-block (BTTB) structure arising from the 2D space-fractional modified Cahn-Hilliard equation. The new solver enjoys computational advantage since circulant approximation and fast Fourier transforms (FFTs) can be used for solving the involved linear subsystems. Theoretical analysis shows the spectrum of the preconditioned matrix clusters around 1, which implies the fast convergence rate of the proposed preconditioner. Numerical examples are given to confirm the effectiveness of our method.

In this paper we introduce and analyze, up to our knowledge for the first time, Banach spaces-based mixed variational formulations for nearly incompressible linear elasticity and Stokes models. Our interest in this subject is motivated by the respective need that arises from the solvability studies of nonlinear coupled problems in continuum mechanics that involve these equations. We consider pseudostress-based approaches in both cases and apply a suitable integration by parts formula for ad-hoc Sobolev spaces to derive the corresponding continuous schemes. We utilize known and new preliminary results, along with the Babuska-Brezzi theory in Banach spaces, to establish the well-posedness of the formulations for a particular range of the indexes of the Lebesgue spaces involved. Among the aforementioned new results from us, we highlight the construction of a particular operator mapping a tensor Lebesgue space into itself, and the generalization of a classical estimate in L 2 for deviatoric tensors, which plays a key role in the Hilbertian analysis of linear elasticity, to arbitrary Lebesgue spaces. No discrete analysis is performed in this work.

The balancing domain decomposition methods (BDDC) are originally introduced for symmetric positive definite systems and have been extended to the nonsymmetric positive definite system from the linear finite element discretization of advection-diffusion equations. In this paper, the convergence of the GMRES method is analyzed for the BDDC preconditioned linear system from advection-diffusion equations with the hybridizable discontinuous Galerkin (HDG) discretization. Compared to the finite element discretizations, several additional norms for the numerical trace have to be used and the equivalence between the bilinear forms and norms needs to be established. For large viscosity, if the subdomain size is small enough, the number of iterations is independent of the number of subdomains and depends only slightly on the sudomain problem size. The convergence deteriorates when the viscosity decreases. These results are similar to those with the finite element discretizations. Moreover, the effects of the additional primal constraints used in the BDDC algorithms are more significant with the higher degree HDG discretizations. The results of two two-dimensional examples are provided to confirm our theory.

Particle settling at moderate to high Reynolds number takes a considerable distance to reach a periodical or statistically steady regime. Hence, hardware memory limitations in fully resolved simulations constrain the maximum domain size for this flow class. Due to the locality in most of its algorithms, the Lattice Boltzmann Method (LBM) is increasingly popular for CFD studies. In the present paper, a domain transferring scheme is implemented in LBM, enabling simulations of particle motion in a virtually infinite domain, and it is combined with a high-quality Lagrangian mesh algorithm to be solved with the Immersed Boundary Method (IBM). A thorough mesh generation procedure for ellipsoidal particles is disclosed, as well as an extension of the internal mass compensation strategy of Suzuki and Inamuro (2011). Comparison with analytical results shows that the numerical model appropriately describes the particle rotation and can predict a terminal velocity close to Stokes solution. The numerical results of a buoyant sphere moving diagonally presented remarkable concordance with experimental data. Also, an excellent agreement with a numerical study of oblate spheroids settling in a vast domain was found. The domain transferring scheme reduced the memory demand in one order of magnitude.