44 research outputs found
Two-grid methods of finite element approximation for parabolic integro-differential optimal control problems
In this paper, we present a two-grid scheme of fully discrete finite element approximation for optimal control problems governed by parabolic integro-differential equations. The state and co-state variables are approximated by a piecewise linear function and the control variable is discretized by a piecewise constant function. First, we derive the optimal a priori error estimates for all variables. Second, we prove the global superconvergence by using the recovery techniques. Third, we construct a two-grid algorithm and discuss its convergence. In the proposed two-grid scheme, the solution of the parabolic optimal control problem on a fine grid is reduced to the solution of the parabolic optimal control problem on a much coarser grid; additionally, the solution of a linear algebraic system on the fine grid and the resulting solution maintain an asymptotically optimal accuracy. Finally, we present a numerical example to verify the theoretical results
Adaptive Finite Element Methods for Variational Inequalities: Theory and Applications in Finance
We consider variational inequalities (VIs) in a bounded open domain Omega subset IR^d with a piecewise smooth obstacle constraint. To solve VIs, we formulate a fully-discrete adaptive algorithm by using the backward Euler method for time discretization and the continuous piecewise linear finite element method for space discretization. The outline of this thesis is the following.
Firstly, we introduce the elliptic and parabolic variational inequalities in Hilbert spaces and briefly review general existence and uniqueness results. Then we focus on a simple but important example of VI, namely the obstacle problem. One interesting application of the obstacle problem is the American-type option pricing problem in finance. We review the classical model as well as some recent advances in option pricing. These models result in VIs with integro-differential operators.
Secondly, we introduce two classical numerical methods in scientific computing: the finite element method for elliptic partial differential equations (PDEs) and the Euler method for ordinary different equations (ODEs). Then we combine these two methods to formulate a fully-discrete numerical scheme for VIs. With mild regularity assumptions, we prove optimal a priori convergence rate with respect to regularity of the solution for the proposed numerical method.
Thirdly, we derive an a posteriori error estimator and show its reliability and efficiency. The error estimator is localized in the sense that the size of the elliptic residual is only relevant in the approximate noncontact region, and the approximability of the obstacle is only relevant in the approximate contact region. Based on this new a posteriori error estimator, we design a time-space adaptive algorithm and multigrid solvers for the resulting discrete problems.
In the end, numerical results for show that the error estimator decays
with the same rate as the actual error when the space meshsize and the time step tend to zero. Also, the error indicators capture the correct local behavior of the errors in both the contact and noncontact regions
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Computational Multiscale Methods
Almost all processes in engineering and the sciences are characterised by the complicated relation of features on a large range of nonseparable spatial and time scales. The workshop concerned the computer-aided simulation of such processes, the underlying numerical algorithms and the mathematics behind them to foresee their performance in practical applications
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Adaptive finite elements for viscoelastic deformation problems
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis is concerned with the theoretical and computational aspects of generating solutions to problems involving materials with fading memory, known as viscoelastic materials. Viscoelastic materials can be loosely described as those whose current stress configuration depends on their recent past. Viscoelastic constitutive laws for stress typically take the form of a sum of an instantaneous response term and an integral over their past responses. Such laws are called hereditary integral constitutive laws.
The main purpose of this study is to analyse adaptive finite element algorithms for the numerical solution of the quasistatic equations governing the small displacement of a viscoelastic body subjected to prescribed body forces and tractions. Such algorithms for the hereditary integral formulation have appeared in the literature. However the approach here is to consider an equivalent formulation based on the introduction of a set of unobservable interval variables. In the linear viscoelastic case we exploit the structure of the quasistatic problem to remove the displacement from the equations governing the internal variables. This results in an elliptic problem with right hand side dependent on the internal variables, and a separate independent system of ordinary differential equations in a Hilbert space.
We consider a continuous in space and time Galerkin finite element approximation to the reformulated problem for which we derive optimal order a priori error estimates. We then apply the techniques of the theory of adaptive finite element methods for elliptic boundary value problems and ordinary differential equations, deriving reliable and efficient a posteriori error estimates and detailing adaptive algorithms. We consider the idea of splitting the error into space and time portions and present results regarding a splitting for space time projections. The ideas for splitting the error in projections is applied to the finite element approximation and a further set of a posteriori error estimates derived. Numerical studies confirm the theoretical properties of all of the estimators and we show how they can be used to drive adaptive in space and time solution algorithms.
We consider the extension of our results for the linear case to the constitutively nonlinear case. A model problem is formulated and the general techniques for dealing with a posterior error estimation for nonlinear space time problems are considered.EPSRC; Japanese Society for the Promotion of Science(JSPS
Generalized averaged Gaussian quadrature and applications
A simple numerical method for constructing the optimal generalized averaged Gaussian quadrature formulas will be presented. These formulas exist in many cases in which real positive GaussKronrod formulas do not exist, and can be used as an adequate alternative in order to estimate the error of a Gaussian rule. We also investigate the conditions under which the optimal averaged Gaussian quadrature formulas and their truncated variants are internal
MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications
Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described
Adaptive finite elements for viscoelastic deformation problems
This thesis is concerned with the theoretical and computational aspects of generating solutions to problems involving materials with fading memory, known as viscoelastic materials. Viscoelastic materials can be loosely described as those whose current stress configuration depends on their recent past. Viscoelastic constitutive laws for stress typically take the form of a sum of an instantaneous response term and an integral over their past responses. Such laws are called hereditary integral constitutive laws. The main purpose of this study is to analyse adaptive finite element algorithms for the numerical solution of the quasistatic equations governing the small displacement of a viscoelastic body subjected to prescribed body forces and tractions. Such algorithms for the hereditary integral formulation have appeared in the literature. However the approach here is to consider an equivalent formulation based on the introduction of a set of unobservable interval variables. In the linear viscoelastic case we exploit the structure of the quasistatic problem to remove the displacement from the equations governing the internal variables. This results in an elliptic problem with right hand side dependent on the internal variables, and a separate independent system of ordinary differential equations in a Hilbert space. We consider a continuous in space and time Galerkin finite element approximation to the reformulated problem for which we derive optimal order a priori error estimates. We then apply the techniques of the theory of adaptive finite element methods for elliptic boundary value problems and ordinary differential equations, deriving reliable and efficient a posteriori error estimates and detailing adaptive algorithms. We consider the idea of splitting the error into space and time portions and present results regarding a splitting for space time projections. The ideas for splitting the error in projections is applied to the finite element approximation and a further set of a posteriori error estimates derived. Numerical studies confirm the theoretical properties of all of the estimators and we show how they can be used to drive adaptive in space and time solution algorithms. We consider the extension of our results for the linear case to the constitutively nonlinear case. A model problem is formulated and the general techniques for dealing with a posterior error estimation for nonlinear space time problems are considered.EThOS - Electronic Theses Online ServiceEPSRCJapanese Society for the Promotion of Science(JSPS)GBUnited Kingdo
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Spatially Continuous and Discontinuous Galerkin Finite Element Approximations for Dynamic Viscoelastic Problems
This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University LondonBrunel University Londo