A full multigrid method with coarsening by a factor-of-three to distributed control problems constrained by Stokes equations is presented. An optimal control problem with cost functional of velocity and/or pressure tracking-type is considered with Dirichlet boundary conditions. The optimality system that results from a Lagrange multiplier framework, form a linear system connecting the state, adjoint, and control variables. We investigate multigrid methods with finite difference discretization on staggered grids. A coarsening by a factor-of-three is used on staggered grids that results nested hierarchy of staggered grids and simplified the inter-grid transfer operators. A distributive-Gauss-Seidel smoothing scheme is employed to update the state- and adjoint-variables and a gradient update step is used to update the control variables. Numerical experiments are presented to demonstrate the effectiveness and efficiency of the proposed multigrid framework to tracking-type optimal control problems.

In the present article, we show that there exists a critical number that stabilizes the Reissner–Mindlin–Timoshenko system with frictional dissipation acting on rotation angles. We identify two speed characteristics v12:=K/ρ1 and v22:=D/ρ2, and we show that the system is exponentially stable if and only if

\begin{equation*} v_{1}^{2}=v_{2}^{2}. \end{equation*}

Nonnegative directional splittings of anisotropic diffusion operators in the divergence form are investigated. Conditions are established for nonnegative directional splittings to hold in a neighborhood of an arbitrary interior point. The result is used to construct monotone finite difference schemes for the boundary value problem of anisotropic diffusion operators. It is shown that such a monotone scheme can be constructed if the underlying diffusion matrix is continuous on the closure of the physical domain and symmetric and uniformly positive definite on the domain, the mesh spacing is sufficiently small, and the size of finite difference stencil is sufficiently large. An upper bound for the stencil size is obtained, which is determined completely by the diffusion matrix. Loosely speaking, the more anisotropic the diffusion matrix is, the larger stencil is required. An exception is the situation with a strictly diagonally dominant diffusion matrix where a three-by-three stencil is sufficient for the construction of a monotone finite difference scheme. Numerical examples are presented to illustrate the theoretical findings.

The paper makes a comparative study of the finite element method (FEM) and the finite difference method (FDM) for two-dimensional fractional advection-dispersion equation (FADE) which has recently been considered a promising tool in modeling non-Fickian solute transport in groundwater. Due to the non-local property of integro-differential operator of the space-fractional derivative, numerical solution of FADE is very challenging and little has been reported in literature, especially for high-dimensional case. In order to effectively apply the FEM and the FDM to the FADE on a rectangular domain, a backward-distance algorithm is presented to extend the triangular elements to generic polygon elements in the finite element analysis, and a variable-step vector Grünwald formula is proposed to improve the solution accuracy of the conventional finite difference scheme. Numerical investigation shows that the FEM compares favorably with the FDM in terms of accuracy and convergence rate whereas the latter enjoys less computational effort.

In this paper, we show that there exists a critical number that stabilises the Reissner–Mindlin–Timoshenko system with frictional dissipation acting only on the equation for the transverse displacement. We identify that the Reissner–Mindlin–Timoshenko system has two speed characteristics v12 := K/ρ1 and v22 := D/ρ2 and we show that the system is exponentially stable if only if

\begin{equation*} v_{1}^{2}=v_{2}^{2}. \end{equation*}

In the general case, we prove that the system is polynomially stable with optimal decay rate. Numerical experiments using finite differences are given to confirm our analytical results. Our numerical results are qualitatively in agreement with the corresponding results from dynamical in infinite dimensional.

This article deals with the numerical solution to the magneto-thermo-elasticity model, which is a system of the third order partial differential equations. By introducing a new function, the model is transformed into a system of the second order generalized hyperbolic equations. A priori estimate with the conservation for the problem is established. Then a three-level finite difference scheme is derived. The unique solvability, unconditional stability and second-order convergence in L∞-norm of the difference scheme are proved. One numerical example is presented to demonstrate the accuracy and efficiency of the proposed method.

The numerical solution of the harmonic heat map flow problems with blowup in finite or infinite time is considered using an adaptive moving mesh method. A properly chosen monitor function is derived so that the moving mesh method can be used to simulate blowup and produce accurate blowup profiles which agree with formal asymptotic analysis. Moreover, the moving mesh method has finite time blowup when the underlying continuous problem does. In situations where the continuous problem has infinite time blowup, the moving mesh method exhibits finite time blowup with a blowup time tending to infinity as the number of mesh points increases. The inadequacy of a uniform mesh solution is clearly demonstrated.

We develop a stable finite difference approximation of the three-dimensional viscoelastic wave equation. The material model is a super-imposition of N standard linear solid mechanisms, which commonly is used in seismology to model a material with constant quality factor Q. The proposed scheme discretizes the governing equations in second order displacement formulation using 3N memory variables, making it significantly more memory efficient than the commonly used first order velocity-stress formulation. The new scheme is a generalization of our energy conserving finite difference scheme for the elastic wave equation in second order formulation [SIAM J. Numer. Anal., 45 (2007), pp. 1902-1936]. Our main result is a proof that the proposed discretization is energy stable, even in the case of variable material properties. The proof relies on the summation-by-parts property of the discretization. The new scheme is implemented with grid refinement with hanging nodes on the interface. Numerical experiments verify the accuracy and stability of the new scheme. Semi-analytical solutions for a half-space problem and the LOH.3 layer over half-space problem are used to demonstrate how the number of viscoelastic mechanisms and the grid resolution influence the accuracy. We find that three standard linear solid mechanisms usually are sufficient to make the modeling error smaller than the discretization error.

This paper presents an exponential compact higher order scheme for Convection-Diffusion Equations (CDE) with variable and nonlinear convection coefficients. The scheme is for one-dimensional problems and produces a tri-diagonal system of equations which can be solved efficiently using Thomas algorithm. For two-dimensional problems, the scheme produces an accuracy over a compact nine point stencil which can be solved using any line iterative approach with alternate direction implicit procedure. The convergence of the iterative procedure is guaranteed as the coefficient matrix of the developed scheme satisfies the conditions required to be positive. Wave number analysis has been carried out to establish that the scheme is comparable in accuracy with spectral methods. The higher order accuracy and better rate of convergence of the developed scheme have been demonstrated by solving numerous model problems for one and two-dimensional CDE, where the solutions have the sharp gradient at the solution boundary.

The newly developed unifying discontinuous formulation named the correction procedure viareconstruction (CPR) for conservation laws is extended to solve the Navier-Stokesequations for 3D mixed grids. In the current development, tetrahedrons and triangularprisms are considered. The CPR method can unify several popular high order methodsincluding the discontinuous Galerkin and the spectral volume methods into a more efficientdifferential form. By selecting the solution points to coincide with the flux points,solution reconstruction can be completely avoided. Accuracy studies confirmed that theoptimal order of accuracy can be achieved with the method. Several benchmark test casesare computed by solving the Euler and compressible Navier-Stokes equations to demonstrateits performance.

Zinc oxide is known to produce a wide variety of nanostructures that show promise for a number of applications. The use of electrochemical deposition techniques for growing ZnO nanostructures can allow tight control of the morphology of ZnO through the wide range of deposition parameters available. Here we model the growth of the rods under typical electrochemical conditions, using the Nernst–Planck equations in two dimensions to predict the growth rate and morphology of the nanostructures as a function of time. Generally good quantitative and qualitative agreement is found between the model predictions and recent experimental results.

We consider the approximation of a class ofexponentially stable infinite dimensional linear systems modellingthe damped vibrations of one dimensional vibrating systems or ofsquare plates. It is by now well known that the approximatingsystems obtained by usual finite element or finite difference arenot, in general, uniformly stable with respect to the discretizationparameter. Our main result shows that, by adding a suitablenumerical viscosity term in the numerical scheme, our approximationsare uniformly exponentially stable. This result is then applied toobtain strongly convergent approximations of the solutions of thealgebraic Riccati equations associated to an LQR optimal controlproblem. We next give an application to a non-homogeneous stringequation. Finally we apply similar techniques for approximating theequations of a damped square plate.

This work is devoted to theanalysis of a viscous finite-difference space semi-discretizationof a locally damped wave equation in a regular 2-D domain. Thedamping term is supported in a suitable subset of the domain, sothat the energy of solutions of the damped continuous waveequation decays exponentially to zero as time goes to infinity.Using discrete multiplier techniques, we prove that adding asuitable vanishing numerical viscosity term leads to a uniform(with respect to the mesh size) exponential decay of the energyfor the solutions of the numerical scheme. The numerical viscosityterm damps out the high frequency numerical spurious oscillationswhile the convergence of the scheme towards the original dampedwave equation is kept, which guarantees that the low frequenciesare damped correctly. Numerical experiments are presented andconfirm these theoretical results. These results extend those byTcheugoué-Tébou and Zuazua [Numer. Math.95, 563–598 (2003)] where the 1-D casewas addressed as well the square domain in 2-D. The methods andresults in this paper extend to smooth domains in any spacedimension.

A mathematical model of the tumour growth along a blood vessel is proposed. Themodel employs the mixture theory approach to describe a tissue which consists of cells, extracellularmatrix and liquid. The growing tumour tissue is supposed to be surrounded by the hosttissue. Tumours where complete oxydation of glucose prevails are considered. Special attention ispaid to consistent description of oxygen consumption and growth processes based on the energybalance. A finite difference numerical method is proposed. The level set method is used to trackan interface between the tissues. The simulations show localization of the tumour within a limiteddistance from the vessels and constant expansion velocity along the vessels.

Let $\ast$ denote convolution and let $\delta_x$ denote the Dirac measure at a point $x$. A function in $L^2({\mathbb{R}})$ is called a difference of order $1$ if it is of the form $ g- \delta_{x} \ast g$ for some $x \in {\mathbb{R}}$ and $g \in L^2 ({\mathbb{R}})$. Also, a difference of order $2$ is a function of the form $ g- 2^{-1}( \delta_{x} \ast g + \delta_{-x} \ast g)$ for some $x \in {\mathbb{R}}$ and $g \in L^2 ({\mathbb{R}})$. In fact, the concept of a ‘difference of order $s$’ may be defined in a similar manner for each $s > 0$. If $\widehat{f}$ denotes the Fourier transform of $f$, it is known that a function $f$ in $L^2 ({\mathbb{R}})$ is a finite sum of differences of order $s$ if and only if $\int_{-\infty}^{\infty} |\widehat {f}(x)|^2 |x|^{-2s} dx < \infty$, and the vector space of all such functions is denoted by ${\mathcal{D}}_{s} (L^2 ({\mathbb{R}}) )$. Every function in ${\mathcal{D}}_{s} (L^2 ({\mathbb{R}}) )$ is a sum of ${\mathrm{int}} (2s) + 1$ differences of order $s$, where ${\mathrm{int}} (t)$ denotes the integer part of $t$. Thus, every function in ${\mathcal{D}}_{1} (L^2 ({\mathbb{R}}) )$ is a sum of three first order differences, but it was proved in 1994 that there is a function in ${\mathcal{D}}_1 (L^2 ({\mathbb{R}}) )$ which is never the sum of two first order differences. This complemented, for the group ${\mathbb{R}}$, the corresponding result for first order differences obtained by Meisters and Schmidt in 1972 for the circle group. The results show that there is a function in $L^2 ({\mathbb{R}})$ such that, for each $s \ge 1/2$, this function is a sum of ${\mathrm{int}} (2s) + 1$ differences of order $s$ but it is never the sum of ${\mathrm{int}} (2s)$ differences of order $s$. The proof depends upon extending to higher dimensions the following result in two dimensions obtained by Schmidt in 1972 in connection with Heilbronn's problem: if $x_1, \ldots, x_n$ are points in the unit square,

$$\sum_{1 \le i < j \le n} |x_i - x_j|^{-2} \ge 200^{-1} n^2 \ln n.$$

Following on from the work of Meisters and Schmidt, this work further develops a connection between certain estimates in combinatorial geometry and some questions of sharpness in harmonic analysis.