The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface an...The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface and bottom. However, for the re-entry operation, risers held by vessels are in vertical free hanging state, so the displacement and velocity of lower joint would not be zero. For the model of free hanging flexible marine risers, the paper proposed a Finite Difference Approximation （FDA） method for its dynamic calculation. The riser is divided into a reasonable number of rigid discrete segments. And the dynamic model is established based on simple Euler-Bemoulli Beam Theory concerning tension, shear forces and bending moments at each node along the cylindrical structures, which is extendible for different boundary conditions. The governing equations with specific boundary conditions for riser＇s free hanging state are simplified by Keller-box method and solved with Newton iteration algorithm for a stable dynamic solution. The calculation starts when the riser is vertical and still in calm water, and its behavior is obtained along time responding to the lateral forward motion at the top. The dynamic behavior in response to the lateral parametric excitation at the top is also proposed and discussed in this paper.展开更多
The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises.The n...The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises.The noise term is approximated through the spectral projection of the covariance operator,which is not required to be commutative with the Laplacian operator.Through the convergence analysis of SPDEs with the noise terms replaced by the projected noises,the well-posedness of the SPDE is established under certain covariance operator-dependent conditions.These SPDEs with projected noises are then numerically approximated with the finite element method.A general error estimate framework is established for the finite element approximations.Based on this framework,optimal error estimates of finite element approximations for elliptic SPDEs driven by power-law noises are obtained.It is shown that with the proposed approach,convergence order of white noise driven SPDEs is improved by half for one-dimensional problems,and by an infinitesimal factor for higher-dimensional problems.展开更多
Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order tim...Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.展开更多
Surface Laplacian map provides a better spatial resolution than surface potential distribution. Different order finite difference approximations are deduced and compared by simulations on a plane in this paper. The re...Surface Laplacian map provides a better spatial resolution than surface potential distribution. Different order finite difference approximations are deduced and compared by simulations on a plane in this paper. The results show high order approximation is better than low order approximation for noiseless situation. However, low order approximation is better for noise suppression. Results also show Laplacian is more sensitive to shallow neural activities and the temporal course of neural activities can be correctly reconstructed by a finite difference Laplacian.展开更多
The paper presents the formulation and approximation of a static thermoelasticity problem that describes bilateral frictional contact between a deformable body and a rigid foundation. The friction is in the form of a ...The paper presents the formulation and approximation of a static thermoelasticity problem that describes bilateral frictional contact between a deformable body and a rigid foundation. The friction is in the form of a nonmonotone and multivalued law. The coupling effect of the problem is neglected. Therefore, the thermic part of the problem is considered independently on the elasticity problem. For the displacement vector, we formulate one substationary problem for a non-convex, locally Lipschitz continuous functional representing the total potential energy of the body. All problems formulated in the paper are approximated with the finite element method.展开更多
Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been...Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been discovered that the higher-order accurate method can give reliable and efficient computational results, as well as better resolution of the complex flow fields with multi-scale structures. Compact finite difference schemes, which feature higher-order accuracy and spectral-like resolution with smaller stencils and easier application of boundary conditions, has attracted more and more interest and attention.展开更多
We establish the a priori convergence rate for finite element approximations of a class of nonlocal nonlinear fracture models.We consider state-based peridynamic models where the force at a material point is due to bo...We establish the a priori convergence rate for finite element approximations of a class of nonlocal nonlinear fracture models.We consider state-based peridynamic models where the force at a material point is due to both the strain between two points and the change in volume inside the domain of the nonlocal interaction.The pairwise interactions between points are mediated by a bond potential of multi-well type while multi-point interactions are associated with the volume change mediated by a hydrostatic strain potential.The hydrostatic potential can either be a quadratic function,delivering a linear force–strain relation,or a multi-well type that can be associated with the material degradation and cavitation.We first show the well-posedness of the peridynamic formulation and that peridynamic evolutions exist in the Sobolev space H2.We show that the finite element approximations converge to the H2 solutions uniformly as measured in the mean square norm.For linear continuous fi nite elements,the convergence rate is shown to be Ct Δt+Csh2/ε2,where𝜖is the size of the horizon,his the mesh size,and Δt is the size of the time step.The constants Ct and Cs are independent of Δt and h and may depend on ε through the norm of the exact solution.We demonstrate the stability of the semi-discrete approximation.The stability of the fully discrete approximation is shown for the linearized peridynamic force.We present numerical simulations with the dynamic crack propagation that support the theoretical convergence rate.展开更多
Hyperbolic conservation laws arise in the context of continuum physics,and are mathematically presented in differential form and understood in the distributional(weak)sense.The formal application of the Gauss-Green th...Hyperbolic conservation laws arise in the context of continuum physics,and are mathematically presented in differential form and understood in the distributional(weak)sense.The formal application of the Gauss-Green theorem results in integral balance laws,in which the concept of flux plays a central role.This paper addresses the spacetime viewpoint of the flux regularity,providing a rigorous treatment of integral balance laws.The established Lipschitz regularity of fluxes(over time intervals)leads to a consistent flux approximation.Thus,fully discrete finite volume schemes of high order may be consistently justified with reference to the spacetime integral balance laws.展开更多
In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference sch...In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference scheme is constructed and analyzed. We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly to the viscosity solution of the continuous problem. Furthermore, by means of the variational inequality analysis method, the O（△t ＋ △x^2）-order error estimate is derived in the discrete L2-norm provided that the continuous problem is sufficiently regular. In addition, a numerical example is provided to illustrate the theoretical results.展开更多
In this paper, we study adaptive finite element discretisation schemes for a class of parameter estimation problem. We propose to efficient algorithms for the estimation problem use adaptive multi-meshes in developing...In this paper, we study adaptive finite element discretisation schemes for a class of parameter estimation problem. We propose to efficient algorithms for the estimation problem use adaptive multi-meshes in developing We derive equivalent a posteriori error estimators for both the state and the control approximation, which particularly suit an adaptive multi-mesh finite element scheme. The error estimators are then implemented and tested with promising numerical results.展开更多
This paper investigates the finite element approximation of a class of parameter estimation problems which is the form of performance as the optimal control problems governed by bilinear parabolic equations,where the ...This paper investigates the finite element approximation of a class of parameter estimation problems which is the form of performance as the optimal control problems governed by bilinear parabolic equations,where the state and co-state are discretized by piecewise linear functions and control is approximated by piecewise constant functions.The authors derive some a priori error estimates for both the control and state approximations.Finally,the numerical experiments verify the theoretical results.展开更多
We formulate a coupled vibration between plate and acoustic field in mathematically rigorous fashion. It leads to a non-standard eigenvalue problem. A finite element approximation is considered in an abstract way, and...We formulate a coupled vibration between plate and acoustic field in mathematically rigorous fashion. It leads to a non-standard eigenvalue problem. A finite element approximation is considered in an abstract way, and the approximate eigenvalue problem is written in an operator form by means of some Ritz projections. The order of convergence is proved based on the result of Babugka and Osborn. Some numerical example is shown for the problem for which the exact analytical solutions are calculated. The results shows that the convergence order is consistent with the one by the numerical analysis.展开更多
The incompatible numerical manifold method （INMM） is based on the finite cover approximation theory, which provides a unified framework for problems dealing with continuum and discontinuities. The incompatible numer...The incompatible numerical manifold method （INMM） is based on the finite cover approximation theory, which provides a unified framework for problems dealing with continuum and discontinuities. The incompatible numerical manifold method employs two cover systems as follows. The mathematical cover system provides the nodes for forming finite covers of the solution domain and the weighted functions, and the physical cover system describes geometry of the domain and the discontinuous surfaces therein. In INMM, the mathematical finite cover approximation theory is used to model cracks that lead to interior discontinuities in the process of displacement. Therefore, the discontinuity is treated mathematically instead of empirically by the existing methods. However, one cover of a node is divided into two irregular sub-covers when the INMM is used to model the discontinuity. As a result, the method sometimes causes numerical errors at the tip of a crack. To improve the precision of the INMM, the analytical solution is used at the tip of a crack, and thus the cover displacement functions are extended with higher precision and computational efficiency. Some numerical examples are given.展开更多
In this paper, a posteriori error estimates were derived for piecewise linear finite element approximations to parabolic obstacle problems. The instrumental ingredient was introduced as a new interpolation operator wh...In this paper, a posteriori error estimates were derived for piecewise linear finite element approximations to parabolic obstacle problems. The instrumental ingredient was introduced as a new interpolation operator which has optimal approximation properties and preserves positivity. With the help of the interpolation operator the upper and lower bounds were obtained.展开更多
In this paper, the linear finite element approximation to the elastic contact problem with curved contact boundary is considered. The error bound O(h[sup ?]) is obtained with requirements of two times continuously dif...In this paper, the linear finite element approximation to the elastic contact problem with curved contact boundary is considered. The error bound O(h[sup ?]) is obtained with requirements of two times continuously differentiable for contact boundary and the usual regular triangulation, while I.Hlavacek et. al. Obtained the error bound O(h[sup ?]) with requirements of three times continuously differentiable for contact boundary and extra regularities of triangulation (c.f. [2]). [ABSTRACT FROM AUTHOR]展开更多
In this paper, we consider the numerical solution of decoupled mean-field forward backward stochastic differential equations with jumps (MFBSDEJs). By using finite difference approximations and the Gaussian quadrature...In this paper, we consider the numerical solution of decoupled mean-field forward backward stochastic differential equations with jumps (MFBSDEJs). By using finite difference approximations and the Gaussian quadrature rule, and the weak order 2.0 Itô-Taylor scheme to solve the forward mean-field SDEs with jumps, we propose a new second order scheme for MFBSDEJs. The proposed scheme allows an easy implementation. Some numerical experiments are carried out to demonstrate the stability, the effectiveness and the second order accuracy of the scheme.展开更多
In this paper, we consider the finite element approximation of the distributed optimal control problems of the stationary Benard type under the pointwise control constraint. The states and the co-states are approximat...In this paper, we consider the finite element approximation of the distributed optimal control problems of the stationary Benard type under the pointwise control constraint. The states and the co-states are approximated by polynomial functions of lowest-order mixed finite element space or piecewise linear functions and the control is approximated by piecewise constant functions. We give the superconvergence analysis for the control; it is proved that the approximation has a second-order rate of convergence. We further give the superconvergence analysis for the states and the co-states. Then we derive error estimates in L^∞-norm and optimal error estimates in L^2-norm.展开更多
We study the superconvergence property of fully discrete finite element approximation for quadratic optimal control problems governed by semilinear parabolic equations with control constraints. The time discretization...We study the superconvergence property of fully discrete finite element approximation for quadratic optimal control problems governed by semilinear parabolic equations with control constraints. The time discretization is based on difference methods, whereas the space discretization is done using finite element methods. The state and the adjoint state are approximated by piecewise linear functions and the control is approximated by piecewise constant functions. First, we define a fully discrete finite element approximation scheme for the semilinear parabolic control problem. Second, we derive the superconvergence properties for the control, the state and the adjoint state. Finally, we do some numerical experiments for illustrating our theoretical results.展开更多
We consider the linearized incompressible Navier-Stokes (Oseen) equations in a flat channel. A sequence of approximations to the exact boundary condition at an artificial boundary is derived. Then the original problem...We consider the linearized incompressible Navier-Stokes (Oseen) equations in a flat channel. A sequence of approximations to the exact boundary condition at an artificial boundary is derived. Then the original problem is reduced to a boundary value problem in a bounded domain, which is well-posed. A finite element approximation on the bounded domain is given, furthermore the error estimate of the finite element approximation is obtained. Numerical example shows that our artificial boundary conditions are very effective.展开更多
In this paper, a least-squares mixed finite element method for the solution of the primal saddle-point problem is developed. It is proved that the approximate problem is consistent ellipticity in the conforming finite...In this paper, a least-squares mixed finite element method for the solution of the primal saddle-point problem is developed. It is proved that the approximate problem is consistent ellipticity in the conforming finite element spaces with only the discrete BB-condition needed for a smaller auxiliary problem. The abstract error estimate is derived. [ABSTRACT FROM AUTHOR]展开更多
基金supported and sponsored jointly by the National Natural Science Foundation of China(Grand Nos.51009092 and 50909061)Doctoral Foundation of the Ministry of Education of China(Grand No.20090073120013)the National High Technology Research and Development Program of China(863Program,Grand No.2008AA092301-1)
文摘The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface and bottom. However, for the re-entry operation, risers held by vessels are in vertical free hanging state, so the displacement and velocity of lower joint would not be zero. For the model of free hanging flexible marine risers, the paper proposed a Finite Difference Approximation （FDA） method for its dynamic calculation. The riser is divided into a reasonable number of rigid discrete segments. And the dynamic model is established based on simple Euler-Bemoulli Beam Theory concerning tension, shear forces and bending moments at each node along the cylindrical structures, which is extendible for different boundary conditions. The governing equations with specific boundary conditions for riser＇s free hanging state are simplified by Keller-box method and solved with Newton iteration algorithm for a stable dynamic solution. The calculation starts when the riser is vertical and still in calm water, and its behavior is obtained along time responding to the lateral forward motion at the top. The dynamic behavior in response to the lateral parametric excitation at the top is also proposed and discussed in this paper.
基金partially supported by U.S.National Science Foundation,No.DMS1620150U.S.Army ARDEC,No.W911SR-14-2-0001+2 种基金partially supported by National Natural Science Foundation of China,No.91130003,No.11021101,and No.11290142partially supported by Hong Kong RGC General Research Fund,No.16307319the UGC–Research Infrastructure Grant,No.IRS20SC39。
文摘The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises.The noise term is approximated through the spectral projection of the covariance operator,which is not required to be commutative with the Laplacian operator.Through the convergence analysis of SPDEs with the noise terms replaced by the projected noises,the well-posedness of the SPDE is established under certain covariance operator-dependent conditions.These SPDEs with projected noises are then numerically approximated with the finite element method.A general error estimate framework is established for the finite element approximations.Based on this framework,optimal error estimates of finite element approximations for elliptic SPDEs driven by power-law noises are obtained.It is shown that with the proposed approach,convergence order of white noise driven SPDEs is improved by half for one-dimensional problems,and by an infinitesimal factor for higher-dimensional problems.
基金Supported by the Discipline Construction and Teaching Research Fund of LUTcte(20140089)
文摘Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.
基金Supported by the 973 Project (No.2003CB716106) and the National Natural Science Foundation of China (No. 60571019, 30525030).
文摘Surface Laplacian map provides a better spatial resolution than surface potential distribution. Different order finite difference approximations are deduced and compared by simulations on a plane in this paper. The results show high order approximation is better than low order approximation for noiseless situation. However, low order approximation is better for noise suppression. Results also show Laplacian is more sensitive to shallow neural activities and the temporal course of neural activities can be correctly reconstructed by a finite difference Laplacian.
基金supported by the Minisitry of Science of the Republic of Serbia (No. 144005)
文摘The paper presents the formulation and approximation of a static thermoelasticity problem that describes bilateral frictional contact between a deformable body and a rigid foundation. The friction is in the form of a nonmonotone and multivalued law. The coupling effect of the problem is neglected. Therefore, the thermic part of the problem is considered independently on the elasticity problem. For the displacement vector, we formulate one substationary problem for a non-convex, locally Lipschitz continuous functional representing the total potential energy of the body. All problems formulated in the paper are approximated with the finite element method.
文摘Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been discovered that the higher-order accurate method can give reliable and efficient computational results, as well as better resolution of the complex flow fields with multi-scale structures. Compact finite difference schemes, which feature higher-order accuracy and spectral-like resolution with smaller stencils and easier application of boundary conditions, has attracted more and more interest and attention.
文摘We establish the a priori convergence rate for finite element approximations of a class of nonlocal nonlinear fracture models.We consider state-based peridynamic models where the force at a material point is due to both the strain between two points and the change in volume inside the domain of the nonlocal interaction.The pairwise interactions between points are mediated by a bond potential of multi-well type while multi-point interactions are associated with the volume change mediated by a hydrostatic strain potential.The hydrostatic potential can either be a quadratic function,delivering a linear force–strain relation,or a multi-well type that can be associated with the material degradation and cavitation.We first show the well-posedness of the peridynamic formulation and that peridynamic evolutions exist in the Sobolev space H2.We show that the finite element approximations converge to the H2 solutions uniformly as measured in the mean square norm.For linear continuous fi nite elements,the convergence rate is shown to be Ct Δt+Csh2/ε2,where𝜖is the size of the horizon,his the mesh size,and Δt is the size of the time step.The constants Ct and Cs are independent of Δt and h and may depend on ε through the norm of the exact solution.We demonstrate the stability of the semi-discrete approximation.The stability of the fully discrete approximation is shown for the linearized peridynamic force.We present numerical simulations with the dynamic crack propagation that support the theoretical convergence rate.
基金supported by the NSFC(Nos.11771054,12072042,91852207)the Sino-German Research Group Project(No.GZ1465)the National Key Project GJXM92579.
文摘Hyperbolic conservation laws arise in the context of continuum physics,and are mathematically presented in differential form and understood in the distributional(weak)sense.The formal application of the Gauss-Green theorem results in integral balance laws,in which the concept of flux plays a central role.This paper addresses the spacetime viewpoint of the flux regularity,providing a rigorous treatment of integral balance laws.The established Lipschitz regularity of fluxes(over time intervals)leads to a consistent flux approximation.Thus,fully discrete finite volume schemes of high order may be consistently justified with reference to the spacetime integral balance laws.
基金supported in part by the National Basic Research Program(2007CB814906)the National Natural Science Foundation of China(10771031,10471019,10471103,and 10771158)+1 种基金Social Science Foundation of the Ministry of Education of China(Numerical methods for convertible bonds,06JA630047)Tianjin Natural Science Foundation(07JCYBJC14300)and Tianjin University of Finance and Economics
文摘In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference scheme is constructed and analyzed. We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly to the viscosity solution of the continuous problem. Furthermore, by means of the variational inequality analysis method, the O（△t ＋ △x^2）-order error estimate is derived in the discrete L2-norm provided that the continuous problem is sufficiently regular. In addition, a numerical example is provided to illustrate the theoretical results.
基金Supported by the National Basic Research Program under the Grant 2005CB321701, 2010CB731505the National Natural Science Foundation of China under the Grant 10771211
文摘In this paper, we study adaptive finite element discretisation schemes for a class of parameter estimation problem. We propose to efficient algorithms for the estimation problem use adaptive multi-meshes in developing We derive equivalent a posteriori error estimators for both the state and the control approximation, which particularly suit an adaptive multi-mesh finite element scheme. The error estimators are then implemented and tested with promising numerical results.
基金supported by the National Natural Science Foundation of China under Grant Nos.11101025,11071080,11171113the National Natural Science Foundation of China under Grant No.11126279+1 种基金the Fundamental Research Funds for the Central Universitiesthe Youth Foundation of Tianyuan Mathematics
文摘This paper investigates the finite element approximation of a class of parameter estimation problems which is the form of performance as the optimal control problems governed by bilinear parabolic equations,where the state and co-state are discretized by piecewise linear functions and control is approximated by piecewise constant functions.The authors derive some a priori error estimates for both the control and state approximations.Finally,the numerical experiments verify the theoretical results.
文摘We formulate a coupled vibration between plate and acoustic field in mathematically rigorous fashion. It leads to a non-standard eigenvalue problem. A finite element approximation is considered in an abstract way, and the approximate eigenvalue problem is written in an operator form by means of some Ritz projections. The order of convergence is proved based on the result of Babugka and Osborn. Some numerical example is shown for the problem for which the exact analytical solutions are calculated. The results shows that the convergence order is consistent with the one by the numerical analysis.
基金supported by the Natural Science Foundation of Shandong Province for Excellent Young and Middle-aged Scientist (2007BS04045 and 2008BS04009)the Natural Science Foundation of Shandong Province(Y2006B24 and Y2008A 11)
文摘The incompatible numerical manifold method （INMM） is based on the finite cover approximation theory, which provides a unified framework for problems dealing with continuum and discontinuities. The incompatible numerical manifold method employs two cover systems as follows. The mathematical cover system provides the nodes for forming finite covers of the solution domain and the weighted functions, and the physical cover system describes geometry of the domain and the discontinuous surfaces therein. In INMM, the mathematical finite cover approximation theory is used to model cracks that lead to interior discontinuities in the process of displacement. Therefore, the discontinuity is treated mathematically instead of empirically by the existing methods. However, one cover of a node is divided into two irregular sub-covers when the INMM is used to model the discontinuity. As a result, the method sometimes causes numerical errors at the tip of a crack. To improve the precision of the INMM, the analytical solution is used at the tip of a crack, and thus the cover displacement functions are extended with higher precision and computational efficiency. Some numerical examples are given.
基金Project supported by National Natural Science Foundation ofChina (Grant No .10471089)
文摘In this paper, a posteriori error estimates were derived for piecewise linear finite element approximations to parabolic obstacle problems. The instrumental ingredient was introduced as a new interpolation operator which has optimal approximation properties and preserves positivity. With the help of the interpolation operator the upper and lower bounds were obtained.
文摘In this paper, the linear finite element approximation to the elastic contact problem with curved contact boundary is considered. The error bound O(h[sup ?]) is obtained with requirements of two times continuously differentiable for contact boundary and the usual regular triangulation, while I.Hlavacek et. al. Obtained the error bound O(h[sup ?]) with requirements of three times continuously differentiable for contact boundary and extra regularities of triangulation (c.f. [2]). [ABSTRACT FROM AUTHOR]
基金supported by the NSF of China(Grant Nos.12071261,12371398,12001539,11831010,11871068)by the China Postdoctoral Science Foundation(Grant No.2019TQ0073)by the Science Challenge Project(Grant No.TZ2018001)and by the National Key R&D Program of China(Grant No.2018YFA0703900).
文摘In this paper, we consider the numerical solution of decoupled mean-field forward backward stochastic differential equations with jumps (MFBSDEJs). By using finite difference approximations and the Gaussian quadrature rule, and the weak order 2.0 Itô-Taylor scheme to solve the forward mean-field SDEs with jumps, we propose a new second order scheme for MFBSDEJs. The proposed scheme allows an easy implementation. Some numerical experiments are carried out to demonstrate the stability, the effectiveness and the second order accuracy of the scheme.
基金the Research Fund for Doctoral Program of High Education by China State Education Ministry under the Grant 2005042203
文摘In this paper, we consider the finite element approximation of the distributed optimal control problems of the stationary Benard type under the pointwise control constraint. The states and the co-states are approximated by polynomial functions of lowest-order mixed finite element space or piecewise linear functions and the control is approximated by piecewise constant functions. We give the superconvergence analysis for the control; it is proved that the approximation has a second-order rate of convergence. We further give the superconvergence analysis for the states and the co-states. Then we derive error estimates in L^∞-norm and optimal error estimates in L^2-norm.
基金Acknowledgements This work was supported by the National Natural Science Foundation of China （Grant No. 11271145）, the Foundation for Talent Introduction of Guangdong Provincial University, the Specialized Research Fund for the Doctoral Program of Higher Education （20114407110009）, and the Project of Department of Education of Guangdong Province （2012KJCX0036）.
文摘We study the superconvergence property of fully discrete finite element approximation for quadratic optimal control problems governed by semilinear parabolic equations with control constraints. The time discretization is based on difference methods, whereas the space discretization is done using finite element methods. The state and the adjoint state are approximated by piecewise linear functions and the control is approximated by piecewise constant functions. First, we define a fully discrete finite element approximation scheme for the semilinear parabolic control problem. Second, we derive the superconvergence properties for the control, the state and the adjoint state. Finally, we do some numerical experiments for illustrating our theoretical results.
基金This work was supported by the Climbing Program of National Key Project of Foundation andDoctoral Program foundation of Instit
文摘We consider the linearized incompressible Navier-Stokes (Oseen) equations in a flat channel. A sequence of approximations to the exact boundary condition at an artificial boundary is derived. Then the original problem is reduced to a boundary value problem in a bounded domain, which is well-posed. A finite element approximation on the bounded domain is given, furthermore the error estimate of the finite element approximation is obtained. Numerical example shows that our artificial boundary conditions are very effective.
文摘In this paper, a least-squares mixed finite element method for the solution of the primal saddle-point problem is developed. It is proved that the approximate problem is consistent ellipticity in the conforming finite element spaces with only the discrete BB-condition needed for a smaller auxiliary problem. The abstract error estimate is derived. [ABSTRACT FROM AUTHOR]
