Numerical Mathematics and Advanced Applications - Proceedings of ENUMATH 2005 the 6th European Conference on Numerical Mathematics and Advanced Applications, Santiago de Compostela, Spain, July 2005

Numerical Mathematics and Advanced Applications - Proceedings of ENUMATH 2005 the 6th European Conference on Numerical Mathematics and Advanced Applications, Santiago de Compostela, Spain, July 2005

von: Alfredo Bermúdez de Castro, Dolores Gómez, Peregrina Quintela, Pilar Salgado

Springer-Verlag, 2007

ISBN: 9783540342885 , 1232 Seiten

Format: PDF

Kopierschutz: Wasserzeichen

Windows PC,Mac OSX für alle DRM-fähigen eReader Apple iPad, Android Tablet PC's

Preis: 106,99 EUR

  • Information Criteria and Statistical Modeling
    Kolmogorov's Heritage in Mathematics
    Feasibility and Infeasibility in Optimization: - Algorithms and Computational Methods
    Functional Identities
    Nonsmooth Vector Functions and Continuous Optimization
    All of Nonparametric Statistics
  • Meshfree Methods for Partial Differential Equations III
    Algebraic Multiplicity of Eigenvalues of Linear Operators
    Markov Decision Processes with Their Applications
    Shape Analysis and Structuring
    Introduction to the Theory of Nonlinear Optimization
    Multi-Sensor Data Fusion - An Introduction
 

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Numerical Mathematics and Advanced Applications - Proceedings of ENUMATH 2005 the 6th European Conference on Numerical Mathematics and Advanced Applications, Santiago de Compostela, Spain, July 2005


 

Preface

5

Contents

7

PLENARY LECTURES

20

Compatible Discretizations in Two Dimensions

21

1 Introduction

21

2 Construction of the dual complex

23

3 Applications

30

References

37

Finite Element Approximation of the Three Field Formulation of the Elasticity Problem Using Stabilization

39

1 Introduction

39

2 Problem statement and Galerkin finite element discretization

41

3 Finite element approximation using subscales

42

4 Numerical analysis of the original formulation

45

5 A modified stabilized problem

49

6 Concluding remarks

54

References

55

Convergence of Adaptive Wavelet Methods for Goal– Oriented Error Estimation*

57

1 Introduction

57

2 Goal–oriented error estimation

59

3 Adaptive error estimation

64

4 Numerical experiments

72

References

77

Quadratic Programming and Scalable Algorithms for Variational Inequalities

80

1 Introduction

80

2 Bound constrained problems

81

3 Bound and equality constrained problems

83

4 Model problem

85

5 FETI and total FETI domain decomposition

87

6 FETI–DP domain decomposition and discretization

89

7 Numerical scalability

90

8 Numerical experiments

91

9 Comments and conclusions

93

Acknowledgements

93

References

93

Discontinuous Galerkin Methods for Friedrichs’ Systems

97

1 Introduction

97

2 Friedrichs’ systems

99

3 Design and analysis of DG methods

101

4 DG approximation of two-field Friedrichs’ systems

105

5 Examples

108

6 Concluding remarks

113

References

113

Highly Oscillatory Quadrature: The Story so Far

115

1 The challenge of high oscillation

115

2 Asymptotic expansion in the absence of critical points

117

3 Asymptotic, filon and levin methods

120

4 Critical points

129

5 Conclusions and pointers for further research

133

References

136

The 3D Inverse Electromagnetic Scattering Problem for a Coated Dielectric

137

1 Introduction

137

2 Formulation of the direct and inverse scattering problem

138

3 Analysis of the inverse problem

141

4 Numerical example

149

5 Conclusion

150

Acknowledgment

151

References

151

Functional Approach to Locally Based A Posteriori Error Estimates for Elliptic and Parabolic Problems

153

1 Introduction

153

2 Functional a posteriori estimates for elliptic problems

155

3 Functional a posteriori estimates for a model evolutionary problem

164

References

167

Finite Element Approximation of 2D Parabolic Optimal Design Problems

169

1 Introduction

169

2 Preliminaries

173

3 Preliminaries on the convergence of the numerical scheme

175

4 Convergence of discrete optimal shapes

179

5 Gradient calculations: A numerical approach

181

6 Conclusions

191

Acknowledgements

192

References

192

CONTRIBUTED LECTURES

195

3D Free Surface Flows Simulations Using a Multilayer Saint- Venant Model. Comparisons with Navier- Stokes Solutions

197

1 Introduction

197

2 Navier-Stokes equations and hydrostatic approximation

197

3 A Multilayer saint-venant system

199

4 Numerical method

201

5 Numerical results

202

References

204

Some Well-Balanced Shallow Water-Sediment Transport Models

206

1 Sediment transport model

206

2 Finite volume method for non conservative hyperbolic systems

209

3 High order schemes based on state reconstruction

211

4 Numerical test: comparison with an analytical solution

212

References

213

Highly Accurate Conservative Finite Difference Schemes and Adaptive Mesh Refinement Techniques for Hyperbolic Systems of Conservation Laws*

214

1 Introduction

214

2 Finite-difference Shu-Osher schemes

215

3 Adaptive mesh refinement for Shu-Osher schemes

217

4 Numerical examples

219

5 Conclusions

220

References

221

Finite Volume Solvers for the Shallow Water Equations Using Matrix Radial Basis Function Reconstruction

223

1 Finite volume methods for shallow water models

223

2 Matrix valued Radial Basis Functions for vector field reconstruction

225

3 Applications to environmental modelling

226

References

230

On Numerical Schemes for a Hierarchy of Kinetic Equations

232

1 Introduction

232

2 Hexagonal kinetic models

233

3 Hexagonal hierarchy

235

4 Coupling of two kinetic models

236

References

239

Computational Aspects of the Mesh Adaptation for the Time Marching Procedure

240

1 Euler equations

240

2 Adaptive algorithm

241

3 Anisotropic mesh adaptation

242

4 Geometric mass conservation law

244

5 Numerical example

246

Acknowledgement

247

References

247

On the Use of Slope Limiters for the Design of Recovery Based Error Indicators

248

1 Introduction

248

2 A posteriori error indication

249

3 Limited gradient averaging

250

4 Limited gradient reconstruction

251

5 Adaptation strategy

253

6 Numerical examples

254

7 Conclusions

254

References

255

On a Superconvergence Result for Mixed Approximation of Eigenvalue Problems

257

1 Introduction

257

2 Statement of the problem and its discretization

258

3 Main results

259

4 Numerical results

260

References

264

Comparative Study of the a Posteriori Error Estimators for the Stokes Problem

266

1 Introduction

266

2 The stokes problem and its approximation

267

3 Estimation of the deviation from the exact solution

268

4 Numerical experiments

269

References

273

Error Control for Discretizations of Electromagnetic- Mechanical Multifield Problem

274

1 Introduction

274

2 Electromagnetic forming

275

3 Error control for coupled and mixed problems

278

References

281

A Safeguarded Zienkiewicz-Zhu Estimator

283

1 Introduction

283

2 Error estimator and theoretical results

284

3 Numerical results

287

References

290

Some Remarks on a Model for the Atmospheric Pressure in Ocean Dynamics

292

1 Introduction

292

2 Modelling of non-hydrostatic free-surface flows

293

3 A linearised model for the free surface equation

296

References

299

Computational Time Improvement for Some Shallow Water Finite Volume Models Applying Parallelization and Optimized Small Matrix Computations.

301

1 Introduction

301

2 Equations

302

3 Numerical scheme

303

4 Parallel SIMD implementation

303

References

308

Discretization Error Estimates for an Optimal Control Problem in a Nonconvex Domain

311

1 Introduction

311

2 Theory

312

3 Numerical results

315

References

319

A Posteriori Estimates for Cost Functionals of Optimal Control Problems

320

1 Introduction

320

2 Majorants for the cost functional

322

3 Properties of majorants

323

4 Practical implementation

324

5 Numerical experiments

325

References

327

Optimization of a Duality Method for the Compressible Reynolds Equation

330

1 The mathematical model

330

2 Numerical solution

331

3 Optimization of the duality algorithm

333

4 Numerical examples

335

5 Conclusions

337

Aknowledgments

337

References

337

Time-Space & Space-Time Elements for Unsteady Advection- Dominated Problems

339

1 Introduction

339

2 Stabilization techniques for the stationary problem

340

3 Stabilized methods for the non-stationary problem

341

4 Numerical Experiments

345

Acknowledgements

346

References

346

On Discontinuity–Capturing Methods for Convection– Diffusion Equations

347

1 Introduction

347

2 Galerkin’s finite element discretization

348

3 The SUPG method

348

4 Methods diminishing spurious oscillations in layers

349

5 Conclusions

353

Acknowledgements

354

References

354

Algebraic Flux Correction for Finite Element Approximation of Transport Equations

356

1 Introduction

356

2 Flux decomposition

356

3 Algebraic flux correction

357

4 Numerical example

362

5 Conclusions

363

References

363

A Parallel Multiparametric Gauss-Seidel Method*

365

1 Introduction

365

2 The local modified extrapolated Gauss-Seidel ( LMEGS) method

366

3 The eigenvalue relationship

366

4 Determination of good values

368

5 Numerical results and conclusions

370

Acknowledgement

372

References

372

A Numerical Scheme for the Micro Scale Dissolution and Precipitation in Porous Media

373

1 Introduction

373

2 The numerical scheme

376

3 A fixed point iteration

377

4 A numerical example

379

Acknowledgment

379

References

380

Discrete Kinetic Methods for a Degenerate Parabolic Equation in Dimension Two.

383

1 Introduction

383

2 Kinetic models

384

3 The numerical schemes

386

4 Numerical experiments

389

References

390

Anisotropic Doubly Nonlinear Degenerate Parabolic Equations

391

1 Introduction

391

2 Entropy solution

392

3 Renormalized entropy solution

394

Acknowledgement

396

References

396

A Multiresolution Method for the Simulation of Sedimentation- Consolidation Processes

397

1 Introduction

397

2 The multiresolution scheme

398

3 Sedimentation-consolidation processes

402

4 Numerical results

402

Acknowledgements

404

References

404

Diffusive Relaxation Limit for Hyperbolic Systems

406

1 Introduction

406

2 BGK approximation of strongly parabolic systems

409

3 One–dimensional semilinear model in viscoelasticity

410

4 Multidimensional viscoelasticity and modulated energy

411

References

413

Parallel Algorithms for Nonlinear Diffusion by Using Relaxation Approximation

414

1 Relaxation approximation of nonlinear diffusion

414

2 The numerical scheme

415

3 Numerical results

417

4 Concluding remarks

421

References

421

On a Degenerated Parabolic-Hyperbolic Problem Arising From Stratigraphy

422

1 Introduction and presentation of the model

422

2 A locally hyperbolic behaviour

423

3 Definition of a solution and existence results for a discretized problem

424

4 Some numerical illustrations

428

5 Conclusion and open problems

428

References

429

Schwarz Domain Decomposition Preconditioners for Interior Penalty Approximations of Elliptic Problems

432

1 Introduction

432

2 Discontinuous Galerkin methods for elliptic problems

433

3 Non-overlapping Schwarz methods

434

4 Convergence analysis

436

5 Numerical results

437

References

439

Higher Order Semi-Implicit Discontinuous Galerkin Finite Element Schemes for Nonlinear Convection- Diffusion Problems*

441

1 Introduction

441

2 Scalar equation

442

3 Numerical results

446

4 Conclusion

448

References

448

On Some Aspects of the Discontinuous Galerkin Method*

449

1 Continuous problem

449

2 Discretization of the problem

450

3 Error estimates

453

4 Application of the DGFEM to compressible flow with a wide range of mach numbers

455

5 Conclusion

455

References

456

Mixed Discontinuous Galerkin Methods with Minimal Stabilization

457

1 DG methods

457

2 Minimal stabilization

460

3 Numerical results

462

References

464

Discontinuous Galerkin Finite Element Method for a Fourth- Order Nonlinear Elliptic Equation Related to the Two- Dimensional Navier– Stokes Equations

466

1 Introduction

466

2 Mathematical formulation

468

3 DGFEM for a 4th-order advective PDE

469

4 Numerical results

471

References

473

Fourier Method with Nitsche-Mortaring for the Poisson Equation in 3D

475

1 Introduction

475

2 Fourier decomposition and mortaring in 2D

477

3 Fourier-nitsche-finite-element approximation in 3D

479

References

481

Substructuring Preconditioners for the Bidomain Extracellular Potential Problem

483

1 Introduction

483

2 Mortar method

484

3 Substructuring preconditioners

485

References

490

A Face Penalty Method for the Three Fields Stokes Equation Arising from Oldroyd- B Viscoelastic Flows

493

1 Introduction

493

2 A finite element formulation

495

3 The inf-sup condition

496

4 A priori error estimates

496

5 A stable iterative algorithm

497

6 Preliminary numerical results

497

References

499

Anisotropic H1-Stable Projections on Quadrilateral Meshes

501

1 Introduction

501

2 Anisotropic H1-stable projectors

503

3 General result

508

References

509

Continuous Interior Penalty hp-Finite Element Methods for Transport Operators

510

1 Introduction

510

2 Continuous interior penalty finite element methods

511

3 Technical results

512

4 Convergence analysis

514

5 Numerical results

514

References

517

A Nonconforming Finite Element Method with Face Penalty for Advection– Diffusion Equations

518

1 Introduction

518

2 The nonconforming finite element scheme with face penalty

519

3 A posteriori error estimates

522

4 Numerical results

523

Acknowledgment

524

References

525

Efficient Multigrid and Data Structures for Edge- Oriented FEM Stabilization

526

1 Introduction

526

2 Sparsity of the matrix

527

3 Local pressure Schur complement approach

530

4 Numerical example

532

References

533

Adaptive Methods for Dynamical Micromagnetics

535

1 Introduction

535

2 Numerical methods

536

3 Adaptive algorithm

538

4 Numerical experiment

539

References

541

Stability for Walls in Ferromagnetic Nanowire

543

1 Model for ferromagnetic nanowires

543

2 Landau-Lifschitz Equation in the mobile frame

545

3 A new system of coordinates

546

4 Estimates for the perturbations

548

References

550

Continuous Galerkin Methods for Solving Maxwell Equations in 3D Geometries

551

1 Introduction and notations

551

2 Variational formulations and discretization

553

3 Numerical results and conclusion

555

References

558

On the Use of the Gautschi-Type Exponential Integrator for Wave Equations

560

1 Introduction

560

2 Sine–Gordon equation

561

3 Discretisation

562

4 The Gautschi-type exponential integrator

564

5 Numerical example

565

References

566

Positivity of Exponential Multistep Methods

567

1 Introduction

567

2 Analytical framework

568

3 Exponential multistep methods

570

4 Positivity and order barrier

571

References

574

Stability Results and Algorithmic Strategies for the Finite Element Approach to the Immersed Boundary Method

576

1 Introduction

576

2 The finite element immersed boundary method

577

3 Time discretization by finite differences

579

4 Stability analysis by energy estimates

580

5 Numerical results

581

6 Conclusions

583

References

583

A Comparison of Enthalpy and Temperature Methods for Melting Problems on Composite Domains

585

1 Introduction

585

2 Problem description

586

3 Numerical methods

588

4 Numerical experiments

590

5 Conclusions

592

References

592

Qualitative Properties of a Numerical Scheme for the Heat Equation

593

1 Introduction

593

2 Proof of the results

595

Acknowledgements

600

References

600

Modeling Radiation and Moisture Content in Fire Spread

601

1 Introduction

601

2 Physical model

602

3 Governing equations

602

4 Numerical method

604

5 Numerical results

607

Acknowledgement

608

References

608

Fast Multipole Method for Solving the Radiosity Equation

609

1 Introduction

609

2 Radiosity equation and numerical solution

610

3 FMM and kernel expansion

611

4 A new fast method

612

5 Numerical results

615

6 Conclusion

616

References

616

Numerical Modelling of Kinetic Equations

618

1 Introduction

618

2 Asymptotic method

619

3 Numerical examples

622

References

625

On a Subclass of H¨ older Continuous Functions with Applications to Signal Processing

627

1 Introduction

627

2 H¨ older continuous spaces

628

3 Generalized Harten’s Subcell resolution technique

630

4 Numerical experiments

631

Acknowledgments

634

References

634

Modelisation and Simulation of Static Grain Deep- Bed Drying

636

1 Introduction

636

2 Models

637

3 The numerical schemes

638

4 Numerical experiments and comparisons

642

References

643

Hybrid Godunov-Glimm Method for a Nonconservative Hyperbolic System with Kinetic Relations

644

1 Introduction

644

2 The PDE model and main properties

645

3 Godunov-Glimm Hybrid method

647

4 The nonlinear projection

649

References

651

Cell-Average Multiwavelets Based on Hermite Interpolation*

652

1 Introduction

652

2 Harten’s framework for multiresolution analysis

652

3 Vector multiresolution analysis for cell-averaged data

654

4 Numerical experiments

657

References

659

On a General Definition of the Godunov Method for Nonconservative Hyperbolic Systems. Application to Linear Balance Laws

660

1 Introduction

660

2 Choice of paths

662

3 Godunov’s method

664

4 Application to linear balance laws

665

Acknowledgements

667

References

667

Sequential Flux-Corrected Remapping for ALE Methods

669

1 Introduction

669

2 Sequential FCR method

671

3 Numerical examples

675

Acknowledgments

676

References

676

Orthogonal hp-FEM for Elliptic Problems Based on a Non- Affine Concept

679

1 Introduction and historical remarks

679

2 Preliminaries

680

3 Numerical example

681

4 Construction of basis functions

682

5 Numerical example continued

685

Acknowledgment

686

References

686

On Some Aspects of the hp-FEM for Time- Harmonic Maxwell’s Equations

687

1 Introduction

687

2 Formulation of the problem

688

3 Shape functions

689

4 Numerical experiments

692

5 Conclusion and outlook

692

Acknowledgment

694

References

694

Numerical Simulation of Phase-Transition Front Propagation in Thermoelastic Solids

697

1 Introduction

697

2 Formulation of the problem

698

3 Conservative wave propagation algorithm

699

4 Contact quantities and numerical fluxes

701

5 Conclusions

703

Acknowledgment

704

References

704

The Level Set Method for Solid-Solid Phase Transformations

706

1 Introduction

706

2 The physical problem

708

3 The computational method

709

4 Numerical results

710

5 Conclusions

712

References

713

A Non-Monotone Fast Marching Scheme for a Hamilton- Jacobi Equation Modelling Dislocation Dynamics*

715

1 Introduction

715

2 The FMM algorithm for unsigned velocity

717

3 Numerical tests

719

Acknowledgments

722

References

722

A Time–Adaptive Semi–Lagrangian Approximation to Mean Curvature Motion

724

1 Introduction

724

2 General requirements on the adaptation strategy for geometric equations

726

3 A strategy based on local truncation error

727

4 Numerical tests

729

References

731

Heterogeneous Multiscale Methods with Quadrilateral Finite Elements

733

1 Introduction

733

2 HMM with quadrilaterals finite elements

734

3 Error analysis

736

4 Numerical experiments

738

Acknowledgment

739

References

740

Stabilizing the P1/P0 Element for the Stokes Problem via Multiscale Enrichment

742

1 Introduction

742

2 The model problem and the general framework

743

3 Application to the

745

pair

745

4 Numerical validations

748

References

749

Adaptive Multiresolution Methods for the Simulation of Shocks/ Shear Layer Interaction in Confined Flows

751

1 Introduction

751

2 Numerical results

752

3 Conclusion and perspectives

756

References

758

Local Projection Stabilization for the Stokes System on Anisotropic Quadrilateral Meshes

760

1 Introduction

760

2 Local projection stabilization on isotropic meshes

761

3 Anisotropic affine linear meshes

762

4 Local projection stabilization on anisotropic meshes

764

References

767

An Interior Penalty Variational Multiscale Method for High Reynolds Number Flows

769

1 Introduction

769

2 The equations of incompressible flow

770

3 Separation of scales and stabilized finite element methods

770

4 A posteriori error estimation

774

5 A numerical result

775

References

775

Variational Multiscale Large Eddy Simulation of Turbulent Flows Using a Two- Grid Finite Element or Finite Volume Method

778

1 Introduction

778

2 Multiscale formulation

779

3 Numerical results for turbulent flow in a diffuser

782

4 Conclusions

784

Acknowledgements

785

References

785

Issues for a Mathematical Definition of LES

786

1 Introduction

786

2 Suitable approximations

788

3 Review of existing pre–LES–models

789

4 Discretization

791

References

793

Stabilized FEM with Anisotropic Mesh Refinement for the Oseen Problem

795

1 Introduction

795

2 Stabilized FEM for linearized Navier-Stokes problem

796

3 Stability and convergence on hybrid meshes

798

4 Error estimates and design of stabilization parameters

799

5 Application to channel flow

801

Acknowledgment

802

References

802

Semi-Implicit Multiresolution for Multiphase Flows

804

1 Introduction

804

2 Semi implicit scheme on uniform grid

806

3 Multiscale analysis of the explicit-implicit scheme

807

References

811

Numerical Simulation of Vortex-Dipole Wall Interactions Using an Adaptive Wavelet Discretization with Volume Penalisation

812

1 Introduction

812

2 Adaptive wavelet discretization with volume penalisation

813

3 Vortex-dipole wall interactions

816

4 Conclusions

818

Acknowledgements

819

References

819

Inviscid Flow on Moving Grids with Multiscale Space and Time Adaptivity

821

1 Introduction

821

2 The ALE formulation of the Euler equations

822

3 Finite volume discretization

823

4 Adaptive multiscale method

825

5 Numerical results

827

References

828

A Relaxation Method for a Two Phase Flow with Surface Tension

831

1 Introduction

831

2 Numerical approximation

833

3 Relaxation method for the simplified model with surface tension forces

834

4 Numerical results

837

5 Conclusion

838

References

838

Extension of Interface Coupling to General Lagrangian Systems

840

1 Introduction

840

2 Coupling two p- systems

843

3 Coupling two Euler systems in Lagrangian coordinates

844

4 Coupling Lagrangian systems of different dimensions

846

5 Conclusion

847

References

847

A Numerical Scheme for the Modeling of Condensation and Flash Vaporization in Compressible Multi- Phase Flows

849

1 Introduction

849

2 The thermodynamics of phase transition

849

3 The Riemann problem with phase transition at equilibrium

850

4 The Riemann problem with out of equilibrium EOS

852

5 Numerical scheme

854

6 Numerical results

854

7 Conclusions

856

Acknowledgments

856

References

856

An Adaptive Operator Splitting of Higher Order for the Navier- Stokes Equations

858

1 Introduction

858

2 The Taylor based gradient recovery technique

859

3 The stabilized base splitting

860

4 The multi-grid postprocessing

861

5 Numerical results

862

6 Conclusions

865

Acknowledgment

865

References

865

The POD Technique for Computing Bifurcation Diagrams: A Comparison among Different Models in Fluids

867

1 Introduction

867

2 The POD technique

868

3 Description of the examples

870

4 Computation of the bifurcation diagrams of the example models

872

5 Conclusions

873

Acknowledgement

874

References

874

Filtering of Singularities in a Marangoni Convection Problem

876

1 Introduction

876

2 Formulation of the problem

877

3 Basic state

878

4 Linear stability

880

5 Conclusions

883

Acknowledgments

883

References

883

On Application of Stabilized Higher Order Finite Element Method on Unsteady Incompressible Flow Problems

884

1 Mathematical model

884

2 Time-spatial discretization

887

3 Numerical solution and results

889

References

891

Numerical Simulation of Coupled Fluid-Solid Systems by Fictitious Boundary and Grid Deformation Methods

893

1 Introduction

893

2 Grid deformation method

895

3 Numerical solution of the fluid-solid system

896

4 Verification of the numerical techniques

898

5 Conclusions

899

References

900

An Iterative Method for Solving Non-Linear Hydromagnetic Equations

903

1 Introduction. Statement of the problem

903

2 An iterative method for the magnetostatic system

905

3 Finite element discretization

906

4 Computational tests

909

References

910

Mathematical and Numerical Analysis of a Class of Non- linear Elliptic Equations in the Two Dimensional Case

912

1 Introduction

912

2 Statement of the main result

913

3 Proof of theorem 1

914

4 Numerical method

916

References

919

A s-step Variant of the Double Orthogonal Series Algorithm

922

1 Introduction

922

2 The algorithm of the Double Orthogonal Series

923

3 s-Step methods

924

4 The s-step variant of the double orthogonal series

924

5 Numerical results

926

6 Conclusions

929

Acknowledgment

929

References

929

Linear Equations in Quaternions

930

1 Basic properties and definitions for quaternions

930

2 Linear equations in quaternions

932

Acknowledgment

937

References

937

Computing the Analytic Singular Value Decomposition via a Pathfollowing

939

1 Introduction

939

2 Formulation of the problem

940

3 Solving defining equations

942

4 Experiments

943

5 Conclusions

945

Acknowledgments

946

References

946

A Jacobi-Davidson Method for Computing Partial Generalized Real Schur Forms

948

1 Introduction

948

2 The RJDQZ method for real matrix pencils

949

3 Numerical comparison

953

4 Conclusions

955

References

955

Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences

958

1 Introduction

958

2 Model

958

3 Discretization

959

4 Sparse grid combination technique

961

5 Numerical results

963

6 Conclusions

965

References

965

A Third Order Linearly Implicit Fractional Step Method for Semilinear Parabolic Problems

968

1 Introduction

968

2 A new third order linearly implicit FSRK method

970

3 Numerical tests

973

References

976

Numerical Solution of Optimal Control Problems with Sparse SQP- Methods

977

1 Introduction

977

2 Optimal control problem

978

3 SQP-methods

979

4 Equality constrained quadratic subproblem

980

5 Approximation of the Hessian

981

6 Example

982

References

984

Semi-Deterministic Recursive Optimization Methods for Multichannel Optical Filters

986

1 Introduction

986

2 Global optimization methods

987

3 Application to multichannel optical filters design

990

4 Conclusions

993

References

993

A Multigrid Method for Coupled Optimal Topology and Shape Design in Nonlinear Magnetostatics*

994

1 Introduction

994

2 Topology optimization for magnetostatics

995

3 Sequential coupling of topology and shape optimization

997

4 Multilevel shape optimization

997

5 Numerical results

999

6 Conclusion

1000

References

1001

Nonsmooth Optimization of Eigenvalues in Topology Optimization

1002

1 Introduction

1002

2 Topology optimization and eigenproblems

1003

3 Nonsmooth analysis

1005

4 Numerical results

1007

5 Conclusion

1009

References

1009

Derivative Free Optimization of Stirrer Configurations

1010

1 Introduction

1010

2 Flow solver and numerical optimization tool

1011

3 Results

1013

4 Conclusion

1016

Acknowledgment

1017

References

1017

Mathematical Modelling and Numerical Optimization in the Process of River Pollution Control

1019

1 Introduction

1019

2 Mathematical formulation

1020

3 Numerical solution

1022

4 Numerical results

1025

Acknowledgements

1026

References

1026

A Family of C0 Finite Elements for Kirchhoff Plates with Free Boundary Conditions

1029

1 Introduction

1029

2 Kirchhoff plate bending problem

1030

3 Finite element formulation

1031

4 A-priori error estimates

1032

5 A-posteriori error estimates

1033

6 Computational results

1034

References

1036

A Postprocessing Method for the MITC Plate Elements

1037

1 Introduction

1037

2 The Reissner–Mindlin plate model

1037

3 MITC finite element methods

1038

4 Superconvergence

1039

5 Postprocessing method

1040

6 Benchmark computations

1041

References

1045

A Uniformly Stable Finite Difference Space Semi- Discretization for the Internal Stabilization of the Plate Equation in a Square

1046

1 Statement of the main result

1046

2 Proof of Theorem 1

1048

References

1053

An e-Uniform Hybrid Scheme for Singularly Perturbed 1- D Reaction- Diffusion Problems

1056

1 Introduction

1056

2 The cubic spline-cum-finite difference scheme

1057

3 Uniform convergence analysis on a Shishkin mesh

1059

4 Numerical experiments

1062

5 Conclusions

1062

References

1063

A Dynamic Frictional Contact Problem of a Viscoelastic Beam

1066

1 Introduction

1066

2 The variational formulation

1067

3 Numerical approximation

1068

4 Numerical results

1070

Acknowledgements

1072

References

1073

Numerical Analysis of a Frictional Contact Problem for Viscoelastic Materials with Long- Term Memory

1074

1 Introduction

1074

2 The model and its well-posedness

1075

3 Fully discrete approximation

1078

4 Numerical simulations

1079

Acknowledgments

1081

References

1081

A Suitable Numerical Algorithm for the Simulation of the Butt Curl Deformation of an Aluminium Slab

1083

1 Introduction

1083

2 Mathematical model

1084

3 Weak formulation

1085

4 Numerical solution

1086

5 Numerical results

1089

References

1091

An Efficient Solution Algorithm for Elastoplasticity and its First Implementation Towards Uniform h- and p- Mesh Refinements

1092

1 Introduction

1092

2 The Model of Elastoplasticity

1093

3 The algorithm

1095

4 Numerical experiments

1097

5 Conclusions and future work

1098

Acknowledgment

1098

References

1099

A LDG-BEM Coupling for a Class of Nonlinear Exterior Transmission Problems

1102

1 Introduction

1102

2 An exterior transmission problem

1103

3 LDG-BEM coupling

1105

Acknowledgements

1108

References

1109

High Order Boundary Integral Methods for Maxwell’s Equations: Coupling of Microlocal Discretization and Fast Multipole Methods

1110

1 Introduction

1110

2 The integral equations of Despr ´ es (EID) and MLFMM

1111

3 Finite elements of higher order and MLFMM

1112

4 Microlocal discretization (MD) and MLFMM

1113

5 Numerical results

1115

6 Conclusion

1117

References

1117

Indirect Methods with Brakhage–Werner Potentials for Helmholtz Transmission Problems

1119

1 Problem

1119

2 Boundary integral formulation

1120

3 Petrov–Galerkin methods

1122

4 Numerical approximation in two dimensions

1123

5 A numerical example

1125

Acknowledgements

1126

References

1126

A FEM–BEM Formulation for a Time– Dependent Eddy Current Problem

1128

1 Introduction

1128

2 Model problem

1129

3 Semi–discrete problem

1134

References

1136

Mixed Boundary Element–Finite Volume Methods for Thermohydrodynamic Lubrication Problems*

1137

1 Introduction

1137

2 Thermohydrodynamic mathematical model

1138

3 Numerical solution of hydrodynamic and fluid thermal models

1141

4 Numerical solution in the bush and the shaft

1142

5 Numerical solution of the global problem

1142

6 Extension to the evolution problem

1143

References

1144

Numerical Modelling for Leaching of Pesticides in Soils Modified by a Cationic Surfactant

1147

1 Introduction

1147

2 Laboratory experiments

1148

3 Models describing leaching of solutes in soils

1149

4 Numerical methods

1150

5 Parameter adjustment

1152

6 Examples

1153

Acknowledgement

1153

References

1154

Formulation of Mixed-Hybrid FE Model of Flow in Fractured Porous Medium*

1156

1 Rock Massif environment

1156

2 Linear steady Darcy’s flow

1158

3 Mathematical formulation of the problem

1158

4 Mixed-hybrid formulation

1159

5 Finite element approximation

1162

6 Conclusions

1163

References

1163

Newton–Type Methods for the Mixed Finite Element Discretization of Some Degenerate Parabolic Equations

1164

1 Introduction

1164

2 The fully discrete problem

1165

3 The Newton scheme

1167

4 Conclusions

1171

References

1171

Domain Decomposition Methods for Wave Propagation in Heterogeneous Media

1174

1 Formulation of the problem

1174

2 Time discretization

1176

3 Fully discrete scheme

1177

4 Energy inequality

1179

5 Numerical experiments

1180

References

1181

Galbrun’s Equation Solved by a First Order Characteristics Method

1183

1 Galbrun’s equation

1183

2 Characteristic curves

1186

3 Numerical approximation

1187

Acknowledgment

1190

References

1190

Open Subsystems of Conservative Systems

1191

1 Overview

1191

2 Open systems within conservative extensions

1193

3 Discussion

1198

References

1198

Author Index

1199