This is a survey of the theory of adaptive finite element methods (AFEMs), which are fundamental to modern computational science and engineering but whose mathematical assessment is a formidable challenge. We present a self-contained and up-to-date discussion of AFEMs for linear second-order elliptic PDEs and dimension d > 1, with emphasis on foundational issues. After a brief review of functional analysis and basic finite element theory, including piecewise polynomial approximation in graded meshes, we present the core material for coercive problems. We start with a novel a posteriori error analysis applicable to rough data, which delivers estimators fully equivalent to the solution error. They are used in the design and study of three AFEMs depending on the structure of data. We prove linear convergence of these algorithms and rate-optimality provided the solution and data belong to suitable approximation classes. We also address the relation between approximation and regularity classes. We finally extend this theory to discontinuous Galerkin methods as prototypes of non-conforming AFEMs, and beyond coercive problems to inf-sup stable AFEMs.

We study the numerical identification of an unknown portion of the boundary on which either the Dirichlet or the Neumann condition is provided from the knowledge of Cauchy data on the remaining, accessible and known part of the boundary of a two-dimensional domain, for problems governed by Helmholtz-type equations. This inverse geometric problem is solved using the plane waves method (PWM) in conjunction with the Tikhonov regularization method. The value for the regularization parameter is chosen according to Hansen's L-curve criterion. The stability, convergence, accuracy and efficiency of the proposed method are investigated by considering several examples.

This study makes the first attempt to accelerate the singular boundary method (SBM) by the precorrected-FFT (PFFT) for large-scale three-dimensional potential problems. The SBM with the GMRES solver requires computational complexity, where N is the number of the unknowns. To speed up the SBM, the PFFT is employed to accelerate the SBM matrix-vector multiplication at each iteration step of the GMRES. Consequently, the computational complexity can be reduced to . Several numerical examples are presented to validate the developed PFFT accelerated SBM (PFFT-SBM) scheme, and the results are compared with those of the SBM without the PFFT and the analytical solutions. It is clearly found that the present PFFT-SBM is very efficient and suitable for 3D large-scale potential problems.

We investigate the defect structures around a spherical colloidal particle in a cholesteric liquid crystal using spectral method, which is specially devised to cope with the inhomogeneity of the cholesteric at infinity. We pay particular attention to the cholesteric counterparts of nematic metastable configurations. When the spherical colloidal particle imposes strong homeotropic anchoring on its surface, besides the well-known twisted Saturn ring, we find another metastable defect configuration, which corresponds to the dipole in a nematic, without outside confinement. This configuration is energetically preferable to the twisted Saturn ring when the particle size is large compared to the nematic coherence length and small compared to the cholesteric pitch. When the colloidal particle imposes strong planar anchoring, we find the cholesteric twist can result in a split of the defect core on the particle surface similar to that found in a nematic liquid crystal by lowering temperature or increasing particle size.

Various numerical methods have been developed in order to solve complex systems with uncertainties, and the stochastic collocation method using l1-minimisation on low discrepancy point sets is investigated here. Halton and Sobol' sequences are considered, and low discrepancy point sets and random points are compared. The tests discussed involve a given target function in polynomial form, high-dimensional functions and a random ODE model. Our numerical results show that the low discrepancy point sets perform as well or better than random sampling for stochastic collocation via l1-minimisation.

We study pseudo-arclength continuation methods for both Rydberg-dressed Bose-Einstein condensates (BEC), and binary Rydberg-dressed BEC which are governed by the Gross-Pitaevskii equations (GPEs). A divide-and-conquer technique is proposed for rescaling the range/ranges of nonlocal nonlinear term/terms, which gives enough information for choosing a proper stepsize. This guarantees that the solution curve we wish to trace can be precisely approximated. In addition, the ground state solution would successfully evolve from one peak to vortices when the affect of the rotating term is imposed. Moreover, parameter variables with different number of components are exploited in curve-tracing. The proposed methods have the advantage of tracing the ground state solution curve once to compute the contours for various values of the coefficients of the nonlocal nonlinear term/terms. Our numerical results are consistent with those published in the literatures.

In order to solve the partial differential equations that arise in the Hartree- Fock theory for diatomicmolecules and inmolecular theories that include electron correlation, one needs efficient methods for solving partial differential equations. In this article, we present numerical results for a two-variablemodel problem of the kind that arises when one solves the Hartree-Fock equations for a diatomic molecule. We compare results obtained using the spline collocation and domain decomposition methods with third-order Hermite splines to results obtained using the more-established finite difference approximation and the successive over-relaxation method. The theory of domain decomposition presented earlier is extended to treat regions that are divided into an arbitrary number of subregions by families of lines parallel to the two coordinate axes. While the domain decomposition method and the finite difference approach both yield results at the micro-Hartree level, the finite difference approach with a 9- point difference formula produces the same level of accuracy with fewer points. The domain decompositionmethod has the strength that it can be applied to problemswith a large number of grid points. The time required to solve a partial differential equation for a fine grid with a large number of points goes down as the number of partitions increases. The reason for this is that the length of time necessary for solving a set of linear equations in each subregion is very much dependent upon the number of equations. Even though a finer partition of the region has more subregions, the time for solving the set of linear equations in each subregion is very much smaller. This feature of the theory may well prove to be a decisive factor for solving the two-electron pair equation, which – for a diatomic molecule – involves solving partial differential equations with five independent variables. The domain decomposition theory also makes it possible to study complex molecules by dividing them into smaller fragments that are calculated independently. Since the domain decomposition approachmakes it possible to decompose the variable space into separate regions in which the equations are solved independently, this approach is well-suited to parallel computing.

In the present work, a new type of coupled compact difference scheme has been proposed for the solution of computational acoustics and flow problems. The proposed scheme evaluates the first, the second and the fourth derivative terms simultaneously. Derived compact difference scheme has a significant spectral resolution and a physical dispersion relation preserving (DRP) ability over a considerable wavenumber range when a fourth order four stage Runge-Kutta scheme is used for the time integration. Central stencil has been used for the present numerical scheme to evaluate spatial derivative terms. Derived scheme has the capability of adding numerical diffusion adaptively to attenuate spurious high wavenumber oscillations responsible for numerical instabilities. The DRP nature of the proposed scheme across a wider wavenumber range provides accurate results for the model wave equations as well as computational acoustic problems. In addition to the attractive feature of adaptive diffusion, present scheme also helps to control spurious reflections from the domain boundaries and is projected as an alternative to the perfectly matched layer (PML) technique.

In this paper, the Chebyshev-Galerkin spectral approximations are employed to investigate Poisson equations and the fourth order equations in one dimension. Meanwhile, p-version finite element methods with Chebyshev polynomials are utilized to solve Poisson equations. The efficient and reliable a posteriori error estimators are given for different models. Furthermore, the a priori error estimators are derived independently. Some numerical experiments are performed to verify the theoretical analysis for the a posteriori error indicators and a priori error estimations.

The coordinate transformation offers a remarkable way to design cloaks that can steer electromagnetic fields so as to prevent waves from penetrating into the cloaked region (denoted by Ω0, where the objects inside are invisible to observers outside). The ideal circular and elliptic cylindrical cloaked regions are blown up from a point and a line segment, respectively so the transformed material parameters and the corresponding coefficients of the resulted equations are highly singular at the cloaking boundary ∂Ω0. The electric field or magnetic field is not continuous across ∂Ω0. The imposition of appropriate cloaking boundary conditions (CBCs) to achieve perfect concealment is a crucial but challenging issue.

Based upon the principle that a well-behaved electromagnetic field in the original space must be well-behaved in the transformed space as well, we obtain CBCs that intrinsically relate to the essential “pole” conditions of a singular transformation. We also find that for the elliptic cylindrical cloak, the CBCs should be imposed differently for the cosine-elliptic and sine-elliptic components of the decomposed fields. With these at our disposal, we can rigorously show that the governing equation in Ω0 can be decoupled from the exterior region , and the total fields in the cloaked region vanish under mild conditions. We emphasize that our proposal of CBCs is different from any existing ones.

Using the exact circular (resp., elliptic) Dirichlet-to-Neumann (DtN) non-reflecting boundary conditions to reduce the unbounded domain to a bounded domain, we introduce an accurate and efficient Fourier-Legendre spectral-element method (FLSEM) (resp., Mathieu-Legendre spectral-element method (MLSEM)) to simulate the circular cylindrical cloak (resp., elliptic cylindrical cloak). We provide ample numerical results to demonstrate that the perfect concealment of waves can be achieved for the ideal circular/elliptic cylindrical cloaks under our proposed CBCs and accurate numerical solvers.

In this paper the problem − div(a(x,y)∇u) = f with Dirichlet boundary conditions on a square is solved iteratively with high accuracy for u and ∇u using a new scheme called “hermitian box-scheme”. The design of the scheme is based on a “hermitian box”, combining the approximation of the gradient by the fourth order hermitian derivative, with a conservative discrete formulation on boxes of length 2h. The iterative technique is based on the repeated solution by a fast direct method of a discrete Poisson equation on a uniform rectangular mesh. The problem is suitably scaled before iteration. The numerical results obtained show the efficiency of the numerical scheme. This work is the extension to strongly elliptic problems of the hermitian box-scheme presented by Abbas and Croisille (J. Sci. Comput., 49 (2011), pp. 239-267).

The evolution of precipitates in stressed solids is modeled by coupling a quasi-steady diffusion equation and a linear elasticity equation with dynamic boundary conditions. The governing equations are solved numerically using a boundary integral method (BIM). A critical step in applying BIM is to develop fast algorithms to reduce the arithmetic operation count of matrix-vector multiplications. In this paper, we develop a fast adaptive treecode algorithm for the diffusion and elasticity problems in two dimensions (2D). We present a novel source dividing strategy to parallelize the treecode. Numerical results show that the speedup factor is nearly perfect up to a moderate number of processors. This approach of parallelization can be readily implemented in other treecodes using either uniform or non-uniform point distribution. We demonstrate the effectiveness of the treecode by computing the long-time evolution of a complicated microstructure in elastic media, which would be extremely difficult with a direct summation method due to CPU time constraint. The treecode speeds up computations dramatically while fulfilling the stringent precision requirement dictated by the spectrally accurate BIM.

In this paper, a meshless regularization method of fundamental solutions is proposed for a two-dimensional, two-phase linear inverse Stefan problem. The numerical implementation and analysis are challenging since one needs to handle composite materials in higher dimensions. Furthermore, the inverse Stefan problem is ill-posed since small errors in the input data cause large errors in the desired output solution. Therefore, regularization is necessary in order to obtain a stable solution. Numerical results for several benchmark test examples are presented and discussed.

We propose and analyse a class of fully discrete schemes for the Cahn-Hilliard equation with Neumann boundary conditions. The schemes combine large-time step splitting methods in time and spectral element methods in space. We are particularly interested in analysing a class of methods that split the original Cahn-Hilliard equation into lower order equations. These lower order equations are simpler and less computationally expensive to treat. For the first-order splitting scheme, the stability and convergence properties are investigated based on an energy method. It is proven that both semi-discrete and fully discrete solutions satisfy the energy dissipation and mass conservation properties hidden in the associated continuous problem. A rigorous error estimate, together with numerical confirmation, is provided. Although not yet rigorously proven, higher-order schemes are also constructed and tested by a series of numerical examples. Finally, the proposed schemes are applied to the phase field simulation in a complex domain, and some interesting simulation results are obtained.

We propose a new moving pseudo-boundary method of fundamental solutions (MFS) for the determination of the boundary of a three-dimensional void (rigid inclusion or cavity) within a conducting homogeneous host medium from overdetermined Cauchy data on the accessible exterior boundary. The algorithm for imaging the interior of the medium also makes use of radial spherical parametrization of the unknown star-shaped void and its centre in three dimensions. We also include the contraction and dilation factors in selecting the fictitious surfaces where the MFS sources are to be positioned in the set of unknowns in the resulting regularized nonlinear least-squares minimization. The feasibility of this new method is illustrated in several numerical examples.

A spectral-element method is developed to solve the scattering problem for time-harmonic sound waves due to an obstacle in an homogeneous compressible fluid. The method is based on a boundary perturbation technique coupled with an efficient spectral-element solver. Extensive numerical results are presented, in order to show the accuracy and stability of the method.

We formulate and analyze the Crank-Nicolson Hermite cubic orthogonal spline collocation method for the solution of the heat equation in one space variable with nonlocal boundary conditions involving integrals of the unknown solution over the spatial interval. Using an extension of the analysis of Douglas and Dupont [23] for Dirichlet boundary conditions, we derive optimal order error estimates in the discrete maximum norm in time and the continuous maximum norm in space. We discuss the solution of the linear system arising at each time level via the capacitance matrix technique and the package COLROW for solving almost block diagonal linear systems. We present numerical examples that confirm the theoretical global error estimates and exhibit superconvergence phenomena.

Kernel-based methods are popular in computer graphics, machine learning, and statistics, among other fields; because they do not require meshing of the domain under consideration, higher dimensions and complicated domains can be managed with reasonable effort. Traditionally, the high order of accuracy associated with these methods has been tempered by ill-conditioning, which arises when highly smooth kernels are used to conduct the approximation. Recent advances in representing Gaussians using eigenfunctions have proven successful at avoiding this destabilization in scattered data approximation problems. This paper will extend these techniques to the solution of boundary value problems using collocation. The method of particular solutions will also be considered for elliptic problems, using Gaussian eigenfunctions to stably produce an approximate particular solution.

In this paper, we introduce two Galerkin formulations of the Method of Fundamental Solutions (MFS). In contrast to the collocation formulation of the MFS, the proposed Galerkin formulations involve the evaluation of integrals over the boundary of the domain under consideration. On the other hand, these formulations lead to some desirable properties of the stiffness matrix such as symmetry in certain cases. Several numerical examples are considered by these methods and their various features compared.