The adaptive computation of far-field patterns by a posteriori error estimations of linear functionals

This paper is concerned with the derivation of a priori and a posteriori error bounds for a class of linear functionals arising in electromagnetics which represent the far-field pattern of the scattered electromagnetic field. The a posteriori error bound is implemented into an adaptive finite element algorithm, and a series of numerical experiments is presented

A Mixed Discrete-Continuous Fragmentation Model

Motivated by the occurrence of "shattering" mass-loss observed in purely continuous fragmentation models, this work concerns the development and the mathematical analysis of a new class of hybrid discrete--continuous fragmentation models. Once established, the model, which takes the form of an integro-differential equation coupled with a system of ordinary differential equations, is subjected to a rigorous mathematical analysis, using the theory and methods of operator semigroups and their generators. Most notably, by applying the theory relating to the Kato--Voigt perturbation theorem, honest substochastic semigroups and operator matrices, the existence of a unique, differentiable solution to the model is established. This solution is also shown to preserve nonnegativity and conserve mass

Discontinuous Galerkin finite element methods for time-dependent Hamilton--Jacobi--Bellman equations with Cordes coefficients

We propose and analyse a fully-discrete discontinuous Galerkin time-stepping method for parabolic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general unstructured meshes and time-partitions. Error bounds are obtained for both rough and regular solutions, and it is shown that for sufficiently smooth solutions, the method is arbitrarily high-order with optimal convergence rates with respect to the mesh size, time-interval length and temporal polynomial degree, and possibly suboptimal by an order and a half in the spatial polynomial degree. Numerical experiments on problems with strongly anisotropic diffusion coefficients and early-time singularities demonstrate the accuracy and computational efficiency of the method, with exponential convergence rates under combined $hp$- and $\tau q$-refinement.Comment: 40 pages, 3 figures, submitted; extended version with supporting appendi

Reflections on Dubinskii's nonlinear compact embedding theorem

We present an overview of a result by Ju. A. Dubinskii [Mat. Sb. 67 (109) (1965); translated in Amer. Math. Soc. Transl. (2) 67 (1968)], concerning the compact embedding of a seminormed set in $L^p(0,T; \mathcal{A}_0)$, where $\mathcal{A}_0$ is a Banach space and $p \in [1,\infty]$; we establish a variant of Dubinskii's theorem, where a seminormed nonnegative cone is used instead of a seminormed set; and we explore the connections of these results with a nonlinear compact embedding theorem due to E. Maitre [Int. J. Math. Math. Sci. 27 (2003)].Comment: 17 pages, 1 figur

Existence of global weak solutions to compressible isentropic finitely extensible nonlinear bead-spring chain models for dilute polymers

We prove the existence of global-in-time weak solutions to a general class of models that arise from the kinetic theory of dilute solutions of nonhomogeneous polymeric liquids, where the polymer molecules are idealized as bead-spring chains with finitely extensible nonlinear elastic (FENE) type spring potentials. The class of models under consideration involves the unsteady, compressible, isentropic, isothermal Navier-Stokes system in a bounded domain $\Omega$ in $\mathbb{R}^d$, $d = 2$ or $3$, for the density, the velocity and the pressure of the fluid. The right-hand side of the Navier-Stokes momentum equation includes an elastic extra-stress tensor, which is the sum of the classical Kramers expression and a quadratic interaction term. The elastic extra-stress tensor stems from the random movement of the polymer chains and is defined through the associated probability density function that satisfies a Fokker-Planck-type parabolic equation, a crucial feature of which is the presence of a centre-of-mass diffusion term. We require no structural assumptions on the drag term in the Fokker-Planck equation; in particular, the drag term need not be corotational. With a nonnegative initial density for the continuity equation; a square-integrable initial velocity datum for the Navier-Stokes momentum equation; and a nonnegative initial probability density function for the Fokker-Planck equation, which has finite relative entropy with respect to the Maxwellian associated with the spring potential in the model, we prove, via a limiting procedure on certain discretization and regularization parameters, the existence of a global-in-time bounded-energy weak solution to the coupled Navier-Stokes-Fokker-Planck system, satisfying the prescribed initial condition.Comment: 83 pages, 1 figure. arXiv admin note: text overlap with arXiv:1112.4781, arXiv:1004.143

A partial Fourier transform method for a class of hypoelliptic Kolmogorov equations

We consider hypoelliptic Kolmogorov equations in $n+1$ spatial dimensions, with $n\geq 1$, where the differential operator in the first $n$ spatial variables featuring in the equation is second-order elliptic, and with respect to the $(n+1)$st spatial variable the equation contains a pure transport term only and is therefore first-order hyperbolic. If the two differential operators, in the first $n$ and in the $(n+1)$st co-ordinate directions, do not commute, we benefit from hypoelliptic regularization in time, and the solution for $t>0$ is smooth even for a Dirac initial datum prescribed at $t=0$. We study specifically the case where the coefficients depend only on the first $n$ variables. In that case, a Fourier transform in the last variable and standard central finite difference approximation in the other variables can be applied for the numerical solution. We prove second-order convergence in the spatial mesh size for the model hypoelliptic equation $\frac{\partial u}{\partial t} + x \frac{\partial u}{\partial y} = \frac{\partial^2 u}{\partial x^2}$ subject to the initial condition $u(x,y,0) = \delta (x) \delta (y)$, with $(x,y) \in \mathbb{R} \times\mathbb{R}$ and $t>0$, proposed by Kolmogorov, and for an extension with $n=2$. We also demonstrate exponential convergence of an approximation of the inverse Fourier transform based on the trapezium rule. Lastly, we apply the method to a PDE arising in mathematical finance, which models the distribution of the hedging error under a mis-specified derivative pricing model

Finite element approximation of an incompressible chemically reacting non-Newtonian fluid

We consider a system of nonlinear partial differential equations modelling the steady motion of an incompressible non-Newtonian fluid, which is chemically reacting. The governing system consists of a steady convection-diffusion equation for the concentration and the generalized steady Navier-Stokes equations, where the viscosity coefficient is a power-law type function of the shear-rate, and the coupling between the equations results from the concentration-dependence of the power-law index. This system of nonlinear partial differential equations arises in mathematical models of the synovial fluid found in the cavities of moving joints. We construct a finite element approximation of the model and perform the mathematical analysis of the numerical method in the case of two space dimensions. Key technical tools include discrete counterparts of the Bogovski\u{\i} operator, De Giorgi's regularity theorem in two dimensions, and the Acerbi-Fusco Lipschitz truncation of Sobolev functions, in function spaces with variable integrability exponents.Comment: 40 page

Regularity and approximation of strong solutions to rate-independent systems

Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this work we prove the existence of H\"older-regular strong solutions for a class of rate-independent systems. We also establish additional higher regularity results that guarantee the uniqueness of strong solutions. The proof proceeds via a time-discrete Rothe approximation and careful elliptic regularity estimates depending in a quantitative way on the (local) convexity of the potential featuring in the model. In the second part of the paper we show that our strong solutions may be approximated by a fully discrete numerical scheme based on a spatial finite element discretization, whose rate of convergence is consistent with the regularity of strong solutions whose existence and uniqueness are established.Comment: 32 page