Search

In this paper, a new multilevel correction scheme is proposed to solve Stokes eigenvalue problems by the finite element method. This new scheme contains a series of correction steps, and the accuracy of eigenpair approximation can be improved after each step. In each correction step, we only need to solve a Stokes problem on the corresponding fine finite element space and a Stokes eigenvalue problem on the coarsest finite element space. This correction scheme can improve the efficiency of solving Stokes eigenvalue problems by the finite element method. As applications of this multilevel correction method, a multigrid method and an adaptive finite element technique are introduced for Stokes eigenvalue problems. Some numerical results are given to validate our schemes. [ABSTRACT FROM AUTHOR]

We consider a novel optimal control problem in which the terminal time is governed by a stopping constraint. This stopping constraint is a nonlinear equality constraint depending on the state variables, and the terminal time is defined as the first time at which this constraint is satisfied. Since the stopping constraint causes the terminal time to be an implicit function of the control, the optimal control problem we consider cannot be solved using conventional techniques. We propose a new computational approach that involves approximating the original problem by a standard optimal control problem with fixed terminal time. Our main result shows that this approximation, which depends on two adjustable parameters, can be made to arbitrarily high accuracy. On this basis, the original optimal control problem with stopping constraints can be transformed into a sequence of approximate problems, each of which can be solved readily using conventional optimal control techniques. We conclude the paper by demonstrating this approach with numerical simulations in three application areas: range maximization of a hang glider, range maximization of a hypersonic re-entry vehicle, and time-optimal control of a nuclear reactor. [ABSTRACT FROM AUTHOR]

Abstract: In this paper, we present an a posteriori error estimator and the lower bound for a nonconforming finite element approximation, i.e. the extended Crouzeix–Raviart element, of the Laplace eigenvalue problem. Under the guideline of the analysis to the Laplace source problem, we first give out an error indicator and prove it as the global upper and local lower bounds of the approximation error. We also give the lower-bound analysis for this type of nonconforming element on the adaptive meshes. Some numerical experiments are presented to verify our theoretical results. [Copyright &y& Elsevier]

By means of the integral version of vortex equation, the technique of Green's function, and the vorticity-to-velocity map, a new kind of interval methods for solving the initial-periodic boundary value problem of two-dimensional incompressible Navier-Stokes equation is introduced, which consists of both an approximate scheme and a set of pointwise intervals covering the exact solution. The convergence theorem corresponding to the scheme is proved, and the order of error width for the two-sided bounds is also considered. Finally, a simple numerical example illustrates our corroboration. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1368-1396, 2014 [ABSTRACT FROM AUTHOR]

Abstract: In this paper, we consider a class of nonlinear semi-infinite optimization problems. These problems involve continuous inequality constraints that need to be satisfied at every point in an infinite index set, as well as conventional equality and inequality constraints. By introducing a novel penalty function to penalize constraint violations, we form an approximate optimization problem in which the penalty function is minimized subject to only bound constraints. We then show that this penalty function is exact—that is, when the penalty parameter is sufficiently large, any local solution of the approximate problem can be used to generate a corresponding local solution of the original problem. On this basis, the original problem can be solved as a sequence of approximate nonlinear programming problems. We conclude the paper with some numerical results demonstrating the applicability of our approach to PID control and filter design. [Copyright &y& Elsevier]

The paper deals with error estimates and lower bound approximations of the Steklov eigenvalue problems on convex or concave domains by nonconforming finite element methods. We consider four types of nonconforming finite elements: Crouzeix-Raviart, Q, EQ and enriched Crouzeix-Raviart. We first derive error estimates for the nonconforming finite element approximations of the Steklov eigenvalue problem and then give the analysis of lower bound approximations. Some numerical results are presented to validate our theoretical results. [ABSTRACT FROM AUTHOR]

Abstract: In this paper, we consider a challenging optimal control problem in which the terminal time is determined by a stopping criterion. This stopping criterion is defined by a smooth surface in the state space; when the state trajectory hits this surface, the governing dynamic system stops. By restricting the controls to piecewise constant functions, we derive a finite-dimensional approximation of the optimal control problem. We then develop an efficient computational method, based on nonlinear programming, for solving the approximate problem. We conclude the paper with four numerical examples. [Copyright &y& Elsevier]

In this paper we are concerned with finite element approximations to the evaluation of American options. First, following W. Allegretto etc., SIAM J. Numer. Anal. 39 (2001), 834–857, we introduce a novel practical approach to the discussed problem, which involves the exact reformulation of the original problem and the implementation of the numerical solution over a very small region so that this algorithm is very rapid and highly accurate. Secondly by means of a superapproximation and interpolation postprocessing analysis technique, we present sharp L2-, L∞-norm error estimates and an H1-norm superconvergence estimate for this finite element method. As a by-product, the global superconvergence result can be used to generate an efficient a posteriori error estimator. [ABSTRACT FROM AUTHOR]