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This paper presents a novel stabilized nonconforming finite element method for solving the surface biharmonic problem. The method extends the New-Zienkiewicz-type (NZT) element to polyhedral (approximated) surfaces by employing the Piola transform to establish the connection of vertex gradients across adjacent elements. Key features of the surface NZT finite element space include its $H^1$-relative conformity and weak $H({\rm div})$ conformity, allowing for stabilization without the use of artificial parameters. Under the assumption that the exact solution and the dual problem possess only $H^3$ regularity, we establish optimal error estimates in the energy norm and provide, for the first time, a comprehensive analysis yielding optimal second-order convergence in the broken $H^1$ norm. Numerical experiments are provided to support the theoretical results.

A unified construction of canonical $H^m$-nonconforming finite elements is developed for $n$-dimensional simplices for any $m, n \geq 1$. Consistency with the Morley-Wang-Xu elements [Math. Comp. 82 (2013), pp. 25-43] is maintained when $m \leq n$. In the general case, the degrees of freedom and the shape function space exhibit well-matched multi-layer structures that ensure their alignment. Building on the concept of the nonconforming bubble function, the unisolvence is established using an equivalent integral-type representation of the shape function space and by applying induction on $m$. The corresponding nonconforming finite element method applies to $2m$-th order elliptic problems, with numerical results for $m=3$ and $m=4$ in 2D supporting the theoretical analysis., Comment: 24 pages

Spontaneous pattern formation in homogeneous systems is ubiquitous in nature. Although Turing demonstrated that spatial patterns can emerge in reaction-diffusion (RD) systems when the homogeneous state becomes linearly unstable, it remains unclear whether the Turing mechanism is the only route for pattern formation. Here, we develop an efficient algorithm to systematically map the solution landscape to find all steady-state solutions. By applying our method to generic RD models, we find that stable spatial patterns can emerge via saddle-node bifurcations before the onset of Turing instability. Furthermore, by using a generalized action in functional space based on large deviation theory, our method is extended to evaluate stability of spatial patterns against noise. Applying this general approach in a three-species RD model, we show that though formation of Turing patterns only requires two chemical species, the third species is critical for stabilizing patterns against strong intrinsic noise in small biochemical systems.

In this paper, we present a robust and efficient multigrid solver based on an exponential-fitting discretization for 2D H(curl) convection-diffusion problems. By leveraging an exponential identity, we characterize the kernel of H(curl) convection-diffusion problems and design a suitable hybrid smoother. This smoother incorporates a lexicographic Gauss-Seidel smoother within a downwind type and smoothing over an auxiliary problem, corresponding to H(grad) convection-diffusion problems for kernel correction. We analyze the convergence properties of the smoothers and the two-level method using local Fourier analysis (LFA). The performance of the algorithms demonstrates robustness in both convection-dominated and diffusion-dominated cases.

This paper presents a novel approach to the construction of the lowest order $H(\mathrm{curl})$ and $H(\mathrm{div})$ exponentially-fitted finite element spaces ${\mathcal{S}_{1^-}^{k}}~(k=1,2)$ on 3D simplicial mesh for corresponding convection-diffusion problems. It is noteworthy that this method not only facilitates the construction of the functions themselves but also provides corresponding discrete fluxes simultaneously. Utilizing this approach, we successfully establish a discrete convection-diffusion complex and employ a specialized weighted interpolation to establish a bridge between the continuous complex and the discrete complex, resulting in a coherent framework. Furthermore, we demonstrate the commutativity of the framework when the convection field is locally constant, along with the exactness of the discrete convection-diffusion complex. Consequently, these types of spaces can be directly employed to devise the corresponding discrete scheme through a Petrov-Galerkin method.

We introduce a novel monotone discretization method for addressing obstacle problems involving the integral fractional Laplacian with homogeneous Dirichlet boundary conditions over bounded Lipschitz domains. This problem is prevalent in mathematical finance, particle systems, and elastic theory. By leveraging insights from the successful monotone discretization of the fractional Laplacian, we establish uniform boundedness, solution existence, and uniqueness for the numerical solutions of the fractional obstacle problem. We employ a policy iteration approach for efficient solution of discrete nonlinear problems and prove its finite convergence. Our improved policy iteration, adapted to solution regularity, demonstrates superior performance by modifying discretization across different regions. Numerical examples underscore the method's efficacy., Comment: 19 pages, 7 figures

We propose and analyze a hybridizable discontinuous Galerkin (HDG) method for solving a mixed magnetic advection-diffusion problem within a more general Friedrichs system framework. With carefully constructed numerical traces, we introduce two distinct stabilization parameters: $\tau_t$ for the tangential trace and $\tau_n$ for the normal trace. These parameters are tailored to satisfy different requirements, ensuring the stability and convergence of the method. Furthermore, we incorporate a weight function to facilitate the establishment of stability conditions. We also investigate an elementwise postprocessing technique that proves to be effective for both two-dimensional and three-dimensional problems in terms of broken $H({\rm curl})$ semi-norm accuracy improvement. Extensive numerical examples are presented to showcase the performance and effectiveness of the HDG method and the postprocessing techniques.

In this paper, we propose two families of nonconforming finite elements on $n$-rectangle meshes of any dimension to solve the sixth-order elliptic equations. The unisolvent property and the approximation ability of the new finite element spaces are established. A new mechanism, called the exchange of sub-rectangles, for investigating the weak continuities of the proposed elements is discovered. With the help of some conforming relatives for the $H^3$ problems, we establish the quasi-optimal error estimate for the tri-harmonic equation in the broken $H^3$ norm of any dimension. The theoretical results are validated further by the numerical tests in both 2D and 3D situations.

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

This paper proposes a $C^{0}$ (non-Lagrange) primal finite element approximation of the linear elliptic equations in non-divergence form with oblique boundary conditions in planar, curved domains. As an extension of [Calcolo, 58 (2022), No. 9], the Miranda-Talenti estimate for oblique boundary conditions at a discrete level is established by enhancing the regularity on the vertices. Consequently, the coercivity constant for the proposed scheme is exactly the same as that from PDE theory. The quasi-optimal order error estimates are established by carefully studying the approximation property of the finite element spaces. Numerical experiments are provided to verify the convergence theory and to demonstrate the accuracy and efficiency of the proposed methods.

We propose a monotone discretization for the integral fractional Laplace equation on bounded Lipschitz domains with the homogeneous Dirichlet boundary condition. The method is inspired by a quadrature-based finite difference method of Huang and Oberman, but is defined on unstructured grids in arbitrary dimensions with a more flexible domain for approximating singular integral. The scale of the singular integral domain not only depends on the local grid size, but also on the distance to the boundary, since the H\"{o}lder coefficient of the solution deteriorates as it approaches the boundary. By using a discrete barrier function that also reflects the distance to the boundary, we show optimal pointwise convergence rates in terms of the H\"{o}lder regularity of the data on both quasi-uniform and graded grids. Several numerical examples are provided to illustrate the sharpness of the theoretical results.

In the past decade, there are many works on the finite element methods for the fully nonlinear Hamilton--Jacobi--Bellman (HJB) equations with Cordes condition. The linearised systems have large condition numbers, which depend not only on the mesh size, but also on the parameters in the Cordes condition. This paper is concerned with the design and analysis of auxiliary space preconditioners for the linearised systems of $C^0$ finite element discretization of HJB equations [Calcolo, 58, 2021]. Based on the stable decomposition on the auxiliary spaces, we propose both the additive and multiplicative preconditoners which converge uniformly in the sense that the resulting condition number is independent of both the number of degrees of freedom and the parameter $\lambda$ in Cordes condition. Numerical experiments are carried out to illustrate the efficiency of the proposed preconditioners., Comment: 22 pages, 7 figures

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite element method for a class of nonlinear stochastic wave equations, where the diffusion term is globally Lipschitz continuous while the drift term is only assumed to satisfy weaker conditions as in [11]. The novelties of this paper are threefold. First, the error estimates cannot not be directly obtained if the numerical scheme in primal form is used. The numerical scheme in mixed form is introduced and several H\"{o}lder continuity results of the strong solution are proved, which are used to establish the error estimates in both $L^2$ norm and energy norms. Second, two types of discretization of the nonlinear term are proposed to establish the $L^2$ stability and energy stability results of the discrete solutions. These two types of discretization and proper test functions are designed to overcome the challenges arising from the stochastic scaling in time issues and the nonlinear interaction. These stability results play key roles in proving the probability of the set on which the error estimates hold approaches one. Third, higher order moment stability results of the discrete solutions are proved based on an energy argument and the underlying energy decaying property of the method. Numerical experiments are also presented to show the stability results of the discrete solutions and the convergence rates in various norms., Comment: 26 pages, 5 figures

We propose and analyze a robust BPX preconditioner for the integral fractional Laplacian on bounded Lipschitz domains. For either quasi-uniform grids or graded bisection grids, we show that the condition numbers of the resulting systems remain uniformly bounded with respect to both the number of levels and the fractional power. The results apply also to the spectral and censored fractional Laplacians.

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform relaxation technique. Each resulting iteration represents a periodic-like system, which could be further solved in parallel by using the diagonalization technique. The convergence of the waveform relaxation iteration is theoretically examined by using the generating function method. The approach we established in this paper extends the existing argument of single-step methods in Gander and Wu [Numer. Math., 143 (2019), pp. 489--527] to general BDF methods up to order six. The argument could be further applied to the time-fractional subdiffusion equation, whose discretization shares common properties of the standard BDF methods, because of the nonlocality of the fractional differential operator. Illustrative numerical results are presented to complement the theoretical analysis.

We consider quasi-polynomial spaces of differential forms defined as weighted (with a positive weight) spaces of differential forms with polynomial coefficients. We show that the unisolvent set of functionals for such spaces on a simplex in any spatial dimension is the same as the set of such functionals used for the polynomial spaces. The analysis in the quasi-polynomial spaces, however, is not standard and requires a novel approach. We are able to prove our results without the use of Stokes' Theorem, which is the standard tool in showing the unisolvence of functionals in polynomial spaces of differential forms. These new results provide tools for studying exponentially-fitted discretizations stable for general convection-diffusion problems in Hilbert differential complexes.

This paper is concerned with $C^0$ (non-Lagrange) finite element approximations of the linear elliptic equations in non-divergence form and the Hamilton-Jacobi-Bellman (HJB) equations with Cordes coefficients. Motivated by the Miranda-Talenti estimate, a discrete analog is proved once the finite element space is $C^0$ on the $(n-1)$-dimensional subsimplex (face) and $C^1$ on $(n-2)$-dimensional subsimplex. The main novelty of the non-standard finite element methods is to introduce an interior penalty term to argument the PDE-induced variational form of the linear elliptic equations in non-divergence form or the HJB equations. As a distinctive feature of the proposed methods, no penalization or stabilization parameter is involved in the variational forms. As a consequence, the coercivity constant (resp. monotonicity constant) for the linear elliptic equations in non-divergence form (resp. the HJB equations) at discrete level is exactly the same as that from PDE theory. The quasi-optimal order error estimates as well as the convergence of the semismooth Newton method are established. Numerical experiments are provided to validate the convergence theory and to illustrate the accuracy and computational efficiency of the proposed methods., Comment: 21 pages

A general analysis framework is presented in this paper for many different types of finite element methods (including various discontinuous Galerkin methods). For second order elliptic equation, this framework employs $4$ different discretization variables, $u_h, \bm{p}_h, \check u_h$ and $\check p_h$, where $u_h$ and $\bm{p}_h$ are for approximation of $u$ and $\bm{p}=-\alpha \nabla u$ inside each element, and $ \check u_h$ and $\check p_h$ are for approximation of residual of $u$ and $\bm{p} \cdot \bm{n}$ on the boundary of each element. The resulting 4-field discretization is proved to satisfy inf-sup conditions that are uniform with respect to all discretization and penalization parameters. As a result, most existing finite element and discontinuous Galerkin methods can be analyzed using this general framework by making appropriate choices of discretization spaces and penalization parameters.

The Brinkman equations can be regarded as a combination of the Stokes and Darcy equations which model transitions between the fast flow in channels (governed by Stokes equations) and the slow flow in porous media (governed by Darcy's law). The numerical challenge for this model is the designing of a numerical scheme which is stable for both the Stokes-dominated (high permeability) and the Darcy-dominated (low permeability) equations. In this paper, we solve the Brinkman model in $n$ dimensions ($n = 2, 3$) by using the mixed discontinuous Galerkin (MDG) method, which meets this challenge. This MDG method is based on the pseudostress-velocity formulation and uses a discontinuous piecewise polynomial pair $\underline{\bm{\mathcal{P}}}_{k+1}^{\mathbb{S}}$-$\bm{\mathcal{P}}_k$ $(k \geq 0)$, where the stress field is symmetric. The main unknowns are the pseudostress and the velocity, whereas the pressure is easily recovered through a simple postprocessing. A key step in the analysis is to establish the parameter-robust inf-sup stability through specific parameter-dependent norms at both continuous and discrete levels. Therefore, the stability results presented here are uniform with respect to the permeability. Thanks to the parameter-robust stability analysis, we obtain optimal error estimates for the stress in broken $\underline{\bm{H}}(\bm{{\rm div}})$-norm and velocity in $\bm{L}^2$-norm. Furthermore, the optimal $\underline{\bm{L}}^2$ error estimate for pseudostress is derived under certain conditions. Finally, numerical experiments are provided to support the theoretical results and to show the robustness, accuracy, and flexibility of the MDG method.

In this paper, we study a mixed discontinuous Galerkin (MDG) method to solve linear elasticity problem with arbitrary order discontinuous finite element spaces in $d$-dimension ($d=2,3$). This method uses polynomials of degree $k+1$ for the stress and of degree $k$ for the displacement ($k\geq 0$). The mixed DG scheme is proved to be well-posed under proper norms. Specifically, we prove that, for any $k \geq 0$, the $H({\rm div})$-like error estimate for the stress and $L^2$ error estimate for the displacement are optimal. We further establish the optimal $L^2$ error estimate for the stress provided that the $\mathcal{P}_{k+2}-\mathcal{P}_{k+1}^{-1}$ Stokes pair is stable and $k \geq d$. We also provide numerical results of MDG showing that the orders of convergence are actually sharp.

This paper is devoted to the construction and analysis of the finite element approximations for the $H(D)$ convection-diffusion problems, where $D$ can be chosen as ${\rm grad}$, ${\rm curl}$ or ${\rm div}$ in 3D case. An essential feature of these constructions is to properly average the PDE coefficients on the sub-simplexes. The schemes are of the class of exponential fitting methods that result in special upwind schemes when the diffusion coefficient approaches to zero. Their well-posedness are established for sufficiently small mesh size assuming that the convection-diffusion problems are uniquely solvable. Convergence of first order is derived under minimal smoothness of the solution. Some numerical examples are given to demonstrate the robustness and effectiveness for general convection-diffusion problems.

The paper analyzes the Morley element method for the Cahn-Hilliard equation. The objective is to derive the optimal error estimates and to prove the zero-level sets of the Cahn-Hilliard equation approximate the Hele-Shaw flow. If the piecewise $L^{\infty}(H^2)$ error bound is derived by choosing test function directly, we cannot obtain the optimal error order, and we cannot establish the error bound which depends on $\frac{1}{\epsilon}$ polynomially either. To overcome this difficulty, this paper proves them by the following steps, and the result in each next step cannot be established without using the result in its previous one. First, it proves some a priori estimates of the exact solution $u$, and these regularity results are minimal to get the main results; Second, it establishes ${L^{\infty}(L^2)}$ and piecewise ${L^2(H^2)}$ error bounds which depend on $\frac{1}{\epsilon}$ polynomially based on the piecewise ${L^{\infty}(H^{-1})}$ and ${L^2(H^1)}$ error bounds; Third, it establishes piecewise ${L^{\infty}(H^2)}$ optimal error bound which depends on $\frac{1}{\epsilon}$ polynomially based on the piecewise ${L^{\infty}(L^2)}$ and ${L^2(H^2)}$ error bounds; Finally, it proves the ${L^\infty(L^\infty)}$ error bound and the approximation to the Hele-Shaw flow based on the piecewise ${L^{\infty}(H^2)}$ error bound. The nonstandard techniques are used in these steps such as the generalized coercivity result, integration by part in space, summation by part in time, and special properties of the Morley elements. If one of these techniques is lacked, either we can only obtain the sub-optimal piecewise ${L^{\infty}(H^2)}$ error order, or we can merely obtain the error bounds which are exponentially dependent on $\frac{1}{\epsilon}$. Numerical results are presented to validate the optimal $L^\infty(H^2)$ error order and the asymptotic behavior of the solutions of the Cahn-Hilliard equation.

A unified study is presented in this paper for the design and analysis of different finite element methods (FEMs), including conforming and nonconforming FEMs, mixed FEMs, hybrid FEMs,discontinuous Galerkin (DG) methods, hybrid discontinuous Galerkin (HDG) methods and weak Galerkin (WG) methods. Both HDG and WG are shown to admit inf-sup conditions that hold uniformly with respect to both mesh and penalization parameters. In addition, by taking the limit of the stabilization parameters, a WG method is shown to converge to a mixed method whereas an HDG method is shown to converge to a primal method. Furthermore, a special class of DG methods, known as the mixed DG methods, is presented to fill a gap revealed in the unified framework., Comment: 39 pages

In this work, we propose a family of interior penalty nonconforming finite element methods for $2m$-th order partial differential equations in $\mathbb{R}^n$, for any $m \geq 0$, $n \geq 1$. For the nonconforming finite element, the shape function space consists of all polynomials with a degree not greater than $m$ and is hence minimal. This family of finite element spaces has some natural inclusion properties as in the corresponding Sobolev spaces in the continuous cases. By applying the interior penalty to the bilinear form, we establish quasi-optimal error estimates in the energy norm, provided that the corresponding conforming relatives exist. These theoretical results are further validated by the numerical tests., Comment: arXiv admin note: text overlap with arXiv:1705.10873

In this paper, we propose a family of nonconforming finite elements for $2m$-th order partial differential equations in $\mathbb{R}^n$ on simplicial grids when $m=n+1$. This family of nonconforming elements naturally extends the elements proposed by Wang and Xu [Math. Comp. 82(2013), pp. 25-43] , where $m \leq n$ is required. We prove the unisolvent property by induction on the dimensions using the similarity properties of both shape function spaces and degrees of freedom. The proposed elements have approximability, pass the generalized patch test and hence converge. We also establish quasi-optimal error estimates in the broken $H^3$ norm for the 2D nonconforming element. In addition, we propose an $H^3$ nonconforming finite element that is robust for the sixth order singularly perturbed problems in 2D. These theoretical results are further validated by the numerical tests for the 2D tri-harmonic problem.

In this paper, we present a family of new mixed finite element methods for linear elasticity for both spatial dimensions $n=2,3$, which yields a conforming and strongly symmetric approximation for stress. Applying $\mathcal{P}_{k+1}-\mathcal{P}_k$ as the local approximation for the stress and displacement, the mixed methods achieve the optimal order of convergence for both the stress and displacement when $k \ge n$. For the lower order case $(n-2\le k

We study in this paper the accuracy and stability of partially and fully implicit schemes for phase field modeling. Through theoretical and numerical analysis of Allen-Cahn and Cahn-Hillard models, we investigate the potential problems of using partially implicit schemes, demonstrate the importance of using fully implicit schemes and discuss the limitation of energy stability that are often used to evaluate the quality of a numerical scheme for phase-field modeling. In particular, we make the following observations: 1. a convex splitting scheme (CSS in short) can be equivalent to some fully implicit scheme (FIS in short) with a much different time scaling and thus it may lack numerical accuracy; 2. most implicit schemes (in discussions) are energy-stable if the time-step size is sufficiently small; 3. a traditionally known conditionally energy-stable scheme still possess an unconditionally energy-stable physical solution; 4. an unconditionally energy-stable scheme is not necessarily better than a conditionally energy-stable scheme when the time step size is not small enough; 5. a first-order FIS for the Allen-Cahn model can be devised so that the maximum principle will be valid on the discrete level and hence the discrete phase variable satisfies $|u_h(x)|\le 1$ for all $x$ and, furthermore, the linearized discretized system can be effectively preconditioned by discrete Poisson operators.

In this paper, the mathematical properties and numerical discretizations of multiphase models that simulate the phase separation of an $N$-component mixture are studied. For the general choice of phase variables, the unisolvent property of the coefficient matrix involved in the $N$-phase models based on the pairwise surface tensions is established. Moreover, the symmetric positive-definite property of the coefficient matrix on an $(N-1)$-dimensional hyperplane --- which is of fundamental importance to the well-posedness of the models --- can be proved equivalent to some physical condition for pairwise surface tensions. The $N$-phase Allen-Cahn and $N$-phase Cahn-Hilliard equations can then be derived from the free-energy functional. A natural property is that the resulting dynamics of concentrations are independent of phase variables chosen. Finite element discretizations for $N$-phase models can be obtained as a natural extension of the existing discretizations for the two-phase model. The discrete energy law of the numerical schemes can be proved and numerically observed under some restrictions pertaining to time step size. Numerical experiments including the spinodal decomposition and the evolution of triple junctions are described in order to investigate the effect of pairwise surface tensions., Comment: 31 pages

A multi-scale method for the hyperbolic systems governing sediment transport in subcritical case is developed. The scale separation of this problem is due to the fact that the sediment transport is much slower than flow velocity. We first derive a zeroth order homogenized model, and then propose a first order correction. It is revealed that the first order correction for hyperbolic systems has to be applied on the characteristic speed of slow variables in one dimensional case. In two dimensional case, besides the characteristic speed, the source term is also corrected. We develop a second order numerical scheme following the framework of heterogeneous multi-scale method. The numerical results in both one and two dimensional cases demonstrate the effectiveness and efficiency of our method., Comment: 27 pages, 4 figures

We propose two classes of mixed finite elements for linear elasticity of any order, with interior penalty for nonconforming symmetric stress approximation. One key point of our method is to introduce some appropriate nonconforming face-bubble spaces based on the local decomposition of discrete symmetric tensors, with which the stability can be easily established. We prove the optimal error estimate for both displacement and stress by adding an interior penalty term. The elements are easy to be implemented thanks to the explicit formulations of its basis functions. Moreover, the methods can be applied to arbitrary simplicial grids for any spatial dimension in a unified fashion. Numerical tests for both 2D and 3D are provided to validate our theoretical results., Comment: 27 pages, 5 figures