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  • Articles  (53)
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  • Wiley-Blackwell  (43)
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  • 1
    Electronic Resource
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    Springer
    Czechoslovak mathematical journal 48 (1998), S. 291-312 
    ISSN: 1572-9141
    Keywords: evolution triple ; optimal control ; monotone operator ; hemicontinuous operator ; parabolic system ; property (Q)
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider nonlinear systems with a priori feedback. We establish the existence of admissible pairs and then we show that the Lagrange optimal control problem admits an optimal pair. As application we work out in detail two examples of optimal control problems for nonlinear parabolic partial differential equations.
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  • 2
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    Discrete event dynamic systems 8 (1998), S. 353-364 
    ISSN: 1573-7594
    Keywords: scheduling ; optimal control ; time-decomposition methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper discusses dynamic methods for solving a class of multi-project scheduling problems in which rates of job performances are controllable and resources such as money, energy or manpower per time unit, are renewable and continuously divisible. The objective is to complete the projects as close to the common due date as possible. Two different ways of imposing sequential precedence relations between project jobs are explored by formulating two dynamic models and studying their relationships on the optimal solution. Efficient time-decomposition algorithms for finding either globally optimal schedules or lower bound guided near-optimal solutions are suggested and computationally tested.
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  • 3
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    Discrete event dynamic systems 8 (1998), S. 175-201 
    ISSN: 1573-7594
    Keywords: hybrid systems ; optimal control ; calculus of variations ; manufacturing systems ; queueing systems ; nonsmooth optimization ; two point boundary value problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We propose a modeling framework for a class of hybrid systems which arise in many manufacturing environments and study related optimal control problems. In this framework, discrete entities have a state characterized by a temporal component whose evolution is described by event-driven dynamics, and a physical component whose evolution is described by time-driven dynamics. As a first step towards developing an optimal control theory for such hybrid systems, we formulate a problem consisting of a single-stage manufacturing process and use calculus of variations techniques to obtain structural properties and an explicit algorithm for deriving optimal policies.
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  • 4
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    Discrete event dynamic systems 8 (1998), S. 37-54 
    ISSN: 1573-7594
    Keywords: Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is concerned with the problem of production planning in a flexible manufacturing system consisting of a single or parallel failure-prone machines producing a number of different products. The objective is to choose the rates of production of the various products over time in order to meet their demands at the minimum long-run average cost of production and surplus. The analysis proceeds with a study of the corresponding problem with a discounted cost. It is shown using the vanishing discount approach for the average cost problem that the Hamilton-Jacobi-Bellman equation in terms of directional derivatives has a solution consisting of the minimal average cost and the so-called potential function. The result helps in establishing a verification theorem, and in specifying an optimal control policy in terms of the potential function. The results settle a hitherto open problem as well as generalize known results.
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  • 5
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    Journal of optimization theory and applications 96 (1998), S. 589-626 
    ISSN: 1573-2878
    Keywords: Nonlinear control ; optimal control ; Hamilton–Jacobi–Bellman equation ; feedback synthesis ; successive approximation ; Galerkin approximation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we develop a new method to approximate the solution to the Hamilton–Jacobi–Bellman (HJB) equation which arises in optimal control when the plant is modeled by nonlinear dynamics. The approximation is comprised of two steps. First, successive approximation is used to reduce the HJB equation to a sequence of linear partial differential equations. These equations are then approximated via the Galerkin spectral method. The resulting algorithm has several important advantages over previously reported methods. Namely, the resulting control is in feedback form and its associated region of attraction is well defined. In addition, all computations are performed off-line and the control can be made arbitrarily close to optimal. Accordingly, this paper presents a new tool for designing nonlinear control systems that adhere to a prescribed integral performance criterion.
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    Journal of optimization theory and applications 98 (1998), S. 161-173 
    ISSN: 1573-2878
    Keywords: Robust stabilization ; optimal control ; time-delay systems ; Razumikhin-type approach
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, using a Razumikhin-type approach, the stabilization of a class of uncertain nonlinear systems with time-varying delay is considered. The proposed controller is based on a specific optimal control problem. Global asymptotic stability is guaranteed for the proposed control if some algebraic condition is met. An example illustrates the use of the main result.
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  • 7
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    Journal of optimization theory and applications 96 (1998), S. 507-532 
    ISSN: 1573-2878
    Keywords: Rigid bodies ; Hamilton–Jacobi equation ; Riccati equation ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we consider the problem of obtaining optimal controllers which minimize a quadratic cost function for the rotational motion of a rigid body. We are not concerned with the attitude of the body and consider only the evolution of the angular velocity as described by the Euler equations. We obtain conditions which guarantee the existence of linear stabilizing optimal and suboptimal controllers. These controllers have a very simple structure.
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  • 8
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    Journal of optimization theory and applications 97 (1998), S. 11-28 
    ISSN: 1573-2878
    Keywords: Optimization ; nonlinear dynamic systems ; transformations ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper deals with optimization of a class of nonlinear dynamic systems with n states and m control inputs commanded to move between two fixed states in a prescribed time. Using conventional procedures with Lagrange multipliers, it is well known that the optimal trajectory is the solution of a two-point boundary-value problem. In this paper, a new procedure for dynamic optimization is presented which relies on tools of feedback linearization to transform nonlinear dynamic systems into linear systems. In this new form, the states and controls can be written as higher derivatives of a subset of the states. Using this new form, it is possible to change constrained dynamic optimization problems into unconstrained problems. The necessary conditions for optimality are then solved efficiently using weighted residual methods.
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  • 9
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    Journal of optimization theory and applications 98 (1998), S. 681-700 
    ISSN: 1573-2878
    Keywords: Manufacturing systems ; bang–bang control ; dynamic programming ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The system under consideration comprises n workstations in parallel and one assembly workstation. The workstations are either reliable or unreliable and the product demand is random. The n different type parts are processed first in the parallel workstations and then are joined in the assembly workstation. By minimizing the expected discounted cost, it is shown that the optimal control policy is of the bang–bang type and can be described by a set of switching manifolds. The structural properties of the optimal policy, such as monotonicity and asymptotic behavior, are investigated. These structural properties are very useful to find the optimal policy in large-size systems. Three numerical examples are given to demonstrate the results.
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    Journal of optimization theory and applications 97 (1998), S. 281-297 
    ISSN: 1573-2878
    Keywords: Nonlinear ship steering dynamics ; optimal control ; saturation ; slew rate limitation ; sequential gradient-restoration algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The steering control of a ship during a course-changing maneuver is formulated as a Bolza optimal control problem, which is solved via the sequential gradient-restoration algorithm (SGRA). Nonlinear differential equations describing the yaw dynamics of a steering ship are employed as the differential constraints, and both amplitude and slew rate limits on the rudder are imposed. Two performance indices are minimized: one measures the time integral of the squared course deviation between the actual ship course and a target course; the other measures the time integral of the absolute course deviation. Numerical results indicate that a smooth transition from the initial set course to the target course is achievable, with a trade-off between the speed of response and the amount of course angle overshoot.
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  • 11
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    International Journal for Numerical Methods in Engineering 43 (1998), S. 425-440 
    ISSN: 0029-5981
    Keywords: numerical methods ; time-marching ; dynamics ; optimal control ; boundary-value problems ; Engineering ; Numerical Methods and Modeling
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics , Technology
    Notes: An hp-version finite element method for one-dimensional boundary value problems is presented. The method is based on a similar approach developed by the authors for solution of optimal control problems. The primary applications for the methodology include two-point- and multi-point-boundary-value problems, for example, in the time domain. Results presented for a 7-state/3-phase missile problem show that the method is very efficient for time-marching applications. Furthermore, it easily solves time-domain problems with discontinuities in the system equations and/or in the states, where the time at which these jumps (i.e. ‘events’) take place is determined by equations that govern the states. An example involving friction with intermittent sticking is presented to illustrate the power of the method. © 1998 John Wiley & Sons, Ltd.
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  • 12
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 387-406 
    ISSN: 0749-159X
    Keywords: Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: In solving unsteady problems,domain decomposition methods may be used either for iterative preconditioning each global implicit time-step or directly (noniteratively) within a blockwise implicit time-stepping procedure, in the latter case, the inner boundary values for the subproblems are generated by explicit time-extrapolation. The overlapping variants of this method have been proved to be efficient tools for solving parabolic and first-order hyperbolic problems on modern parallel computers, because they require global communication only once per time-step. The mechanism making this possible is the exponential decay in space of the time-discrete Green's function. We investigate several model problems of convection and convection-diffusion. Favorable optimal and far-reaching estimates of the overlap required have been established in the case of exemplary standard upwind finite-difference schemes. In particular, it has been shown that the overlap for the convection-diffusion problem is the additive function of overlaps for the corresponding convection and diffusion problem to be considered independently. These results have been confirmed with several numerical test examples. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 387-406, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 89-96 
    ISSN: 0749-159X
    Keywords: finite element method ; third-order differential equation ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A splitting of a third order partial differential equation into a first-order and a second-order one is proposed as the basis for a mixed finite element method to approximate its solution. A time-continuous numerical method is described and error estimates for its solution are demonstrated. Finally, a full discretization is described based on backward Euler finite differences in time, and error estimates for the resulting approximation are established. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 89-96, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 97-114 
    ISSN: 0749-159X
    Keywords: non-Newtonian fluids ; finite elements ; error estimates ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: Numerical simulation of industrial processes involving viscoelastic liquids is often based on finite element methods on quadrilateral meshes. However, numerical analysis of these methods has so far been limited to triangular meshes. In this work, we consider quadrilateral meshes. We first study the approximation of the transport equation by a Galerkin discontinuous method and prove an O(hk+1/2) error estimates for the Qk finite element. Then we study a differential model for viscoelastic flow with unknowns u the velocity, p the pressure, and σ the viscoelastic part of the extra-stress tensor. The approximations are ((Q1)2 transforms of) Qk+1 continuous for u, Qk discontinuous for σ, and Pk discontinuous for p, with k ≥ 1. Upwinding for σ is obtained by the Galerkin discontinuous method. We show that an error estimate of order O(hk+1/2) is valid in the energy norm for the three unknowns. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 97-114, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 115-141 
    ISSN: 0749-159X
    Keywords: Navier-Stokes equations ; spectral elements ; stabilization techniques ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: The conforming spectral element methods are applied to solve the linearized Navier-Stokes equations by the help of stabilization techniques like those applied for finite elements. The stability and convergence analysis is carried out and essential numerical results are presented demonstrating the high accuracy of the method as well as its robustness. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 115-141, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 143-157 
    ISSN: 0749-159X
    Keywords: Normal mode stability ; spectral approximation ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: The accuracy of calculating the normal modes in the numerical linear stability study of two-dimensional nondivergent viscous flows on a rotating sphere is analyzed. Discrete spectral problems are obtained by truncating Fourier's series of the spherical harmonics for both the basic flow and the disturbances to spherical polynomials of degrees K and N, respectively. The spectral theory for the closed operators [1], and embedding theorems for the Hilbert and Banach spaces of smooth functions on a sphere are used to estimate the rate of convergence of the eigenvalues and eigenvectors. It is shown that the convergence takes place if the basic state is sufficiently smooth, and the truncation numbers K and N of Fourier's series for the basic flow and disturbances tend to infinity keeping the ratio N/K fixed. The convergence rate increases with the smoothness of the basic flow and with the power s of the Laplace operator in the vorticity equation diffusion term. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:143-157, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 159-168 
    ISSN: 0749-159X
    Keywords: ADI scheme ; parabolic differential equation ; stability ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A second-order unconditionally stable ADI scheme has been developed for solving three-dimensional parabolic equations. This scheme reduces three-dimensional problems to a succession of one-dimensional problems. Further, the scheme is suitable for simulating fast transient phenomena. Numerical examples show that the scheme gives an accurate solution for the parabolic equation and converges rapidly to the steady state solution. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:159-168, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 297-315 
    ISSN: 0749-159X
    Keywords: elasticity equations ; least-squares ; finite elements ; error estimates ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A new stress-pressure-displacement formulation for the planar elasticity equations is proposed by introducing the auxiliary variables, stresses, and pressure. The resulting first-order system involves a nonnegative parameter that measures the material compressibility for the elastic body. A two-stage least-squares finite element procedure is introduced for approximating the solution to this system with appropriate boundary conditions. It is shown that the two-stage least-squares scheme is stable and, with respect to the order of approximation for smooth exact solutions, the rates of convergence of the approximations for all the unknowns are optimal both in the H1-norm and in the L2-norm. Numerical experiments with various values of the parameter are examined, which demonstrate the theoretical estimates. Among other things, computational results indicate that the behavior of convergence is uniform in the nonnegative parameter. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 297-315, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 339-351 
    ISSN: 0749-159X
    Keywords: monotone iteration ; finite difference equation ; reaction-diffusion-convection ; time delay ; upper and lower solutions ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: In this article we use the monotone method for the computation of numerical solutions of a nonlinear reaction-diffusion-convection problem with time delay. Three monotone iteration processes for a suitably formulated finite-difference system of the problem are presented. It is shown that the sequence of iteration from each of these iterative schemes converges from either above or below to a unique solution of the finite-difference system without any monotone condition on the nonlinear reaction function. An analytical comparison result among the three processes of iterations is given. Also given is the application of the iterative schemes to some model problems in population dynamics, including numerical results of a model problem with known analytical solution. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 339-351, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 353-365 
    ISSN: 0749-159X
    Keywords: Euler equations ; contact discontinuity ; finite difference schemes ; dispersion ; first-order wave equation ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: We introduce a method, constructed such that numerical solutions of the wave equation are well behaved when the solutions also contain discontinuities. The wave equation serves as a model problem for the Euler equations when the solution contains a contact discontinuity. Numerical computations of linear equations and the Euler equations in one and two dimensions are presented. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 353-365, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 367-386 
    ISSN: 0749-159X
    Keywords: finite element methods ; superconvergence ; the Reissner-Mindlin plate ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A projected-shear finite element method for periodic Reissner-Mindlin plate model are analyzed for rectangular meshes. A projection operator is applied to the shear stress term in the bilinear form. Optimal error estimates in the L2-norm, the H1-norm, and the energy norm for both displacement and rotations are established and gradient superconvergence along the Gauss lines is justified in some weak senses. All the convergence and superconvergence results are uniform with respect to the thickness parameter t. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 367-386, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 407-437 
    ISSN: 0749-159X
    Keywords: Maxwell's equations ; magnetotellurics ; domain decomposition ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A collection of global and domain decomposition mixed finite element schemes for the approximate solution of the harmonic Maxwell's equations on a bounded domain with absorbing boundary conditions at the artificial boundaries are presented. The numerical procedures allow us to solve efficiently the direct problem in magnetotellurics consisting of determining the electromagnetic scattered field in a two-dimensional earth model of arbitrary conductivity properties. Convergence results for the numerical procedures are derived. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 407-437, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 549-565 
    ISSN: 0749-159X
    Keywords: boundary integral ; finite element ; Navier-Stokes equations ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: In this article, we represent a new numerical method for solving the nonstationary Navier-Stokes equations in an unbounded domain. The technique consists of coupling the boundary integral and the finite element method. The variational formulation and the well-posedness of the coupling method are obtained. The convergence and optimal error estimates for the approximate solution are provided. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 549-565, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 519-548 
    ISSN: 0749-159X
    Keywords: miscible displacements ; finite elements ; error estimates ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: Finite element methods are used to solve a coupled system of nonlinear partial differential equations, which models incompressible miscible displacement in porous media. Through a backward finite difference discretization in time, we define a sequentially implicit time-stepping algorithm that uncouples the system at each time-step. The Galerkin method is employed to approximate the pressure, and accurate velocity approximations are calculated via a post-processing technique involving the conservation of mass and Darcy's law. A stabilized finite element (SUPG) method is applied to the convection-diffusion equation delivering stable and accurate solutions. Error estimates with quasi-optimal rates of convergence are derived under suitable regularity hypotheses. Numerical results are presented confirming the predicted rates of convergence for the post-processing technique and illustrating the performance of the proposed methodology when applied to miscible displacements with adverse mobility ratios. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 519-548, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 567-579 
    ISSN: 0749-159X
    Keywords: finite difference ; finite element ; triangular grid ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: We define a finite differences method for triangular grids and we show how to link it to a finite element method. From this new point of view we then analyze properties of the solution and convergence. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 567-579, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 593-606 
    ISSN: 0749-159X
    Keywords: finite difference approximations ; Poisson equation ; symbolic computation ; Mathematica ; three-dimensions ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A symbolic procedure for deriving various finite difference approximations for the three-dimensional Poisson equation is described. Based on the software package Mathematica, we utilize for the formulation local solutions of the differential equation and obtain the standard second-order scheme (7-point), three fourth-order finite difference schemes (15-point, 19-point, 21-point), and one sixth-order scheme (27-point). The symbolic method is simple and can be used to obtain the finite difference approximations for other partial differential equations. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 593-606, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 717-737 
    ISSN: 0749-159X
    Keywords: parallel ; domain decomposition ; nonlinear ; elliptic equation ; space decomposition ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: This work presents some space decomposition algorithms for a convex minimization problem. The algorithms has linear rate of convergence and the rate of convergence depends only on four constants. The space decomposition could be a multigrid or domain decomposition method. We explain the detailed procedure to implement our algorithms for a two-level overlapping domain decomposition method and estimate the needed constants. Numerical tests are reported for linear as well as nonlinear elliptic problems. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 717-737, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 695-716 
    ISSN: 0749-159X
    Keywords: Rosenau equation ; orthogonal spline collocation method ; differential algebraic equations (DAEs) ; implicit Runge-Kutta methods ; decay estimates ; BBM (Benjamin-Bona-Mahony) equation ; BBMB (Benjamin-Bona-Mahony-Burgers) equation ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A second-order splitting method is applied to a KdV-like Rosenau equation in one space variable. Then an orthogonal cubic spline collocation procedure is employed to approximate the resulting system. This semidiscrete method yields a system of differential algebraic equations (DAEs) of index 1. Error estimates in L2 and L∞ norms have been obtained for the semidiscrete approximations. For the temporal discretization, the time integrator RADAU5 is used for the resulting system. Some numerical experiments have been conducted to validate the theoretical results and to confirm the qualitative behaviors of the Rosenau equation. Finally, orthogonal cubic spline collocation method is directly applied to BBM (Benjamin-Bona-Mahony) and BBMB (Benjamin-Bona-Mahony-Burgers) equations and the well-known decay estimates are demonstrated for the computed solution. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 695-716, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 781-814 
    ISSN: 0749-159X
    Keywords: hyperbolic problems ; IBVP ; multi-dimensional ; nonorthogonal mesh ; quasi-linear form ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A matricial formalism to solve multi-dimensional initial boundary values problems for hyperbolic equations written in quasi-linear based on the λ scheme approach is presented. The derivation is carried out for nonorthogonal, moving systems of curvilinear coordinates. A uniform treatment of the integration at the boundaries, when the boundary conditions can be expressed in terms of combinations of time or space derivatives of the primitive variables, is also presented. The methodology is validated against a two-dimensional test case, the supercritical flow through the Hobson cascade n.2, and in three-dimensional test cases such as the supersonic flow about a sphere and the flow through a plug nozzle. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 781-814, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 815-820 
    ISSN: 0749-159X
    Keywords: Burgers equation ; nonstandard finite difference schemes ; traveling waves ; exact solutions ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: We construct a finite difference scheme for the ordinary differential equation describing the traveling wave solutions to the Burgers equation. This difference equation has the property that its solution can be calculated. Our procedure for determining this solution follows closely the analysis used to obtain the traveling wave solutions to the original ordinary differential equation. The finite difference scheme follows directly from application of the nonstandard rules proposed by Mickens. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 815-820, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 821-842 
    ISSN: 0749-159X
    Keywords: homogenization ; asymptotic analysis ; ink-jet printer ; droplet generator ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: We modelize the behavior of a vibrating fluid cavity. Small nozzles are uniformly distributed in one direction on a side of the cavity. By means of asymptotic expansion in powers of the smallest dimension of the cavity, including boundary layer terms, we get the convergence of the solution of the three-dimensional problem, as well as the convergence of the solution of the “homogenized” three-dimensional problem towards the solution of the same two-dimensional problem. Numerical experiments have been carried out in order to illustrate the previous theoretical results. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 821-842, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 1-25 
    ISSN: 0749-159X
    Keywords: Finite difference ; thermoelastic contact ; nonlinear parabolic system ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: In this article, we study a sequence of finite difference approximate solutions to a parabolic system, which models two dissimilar rods that may come into contact as a result of thermoelastic expansion. We construct the approximate solutions based on a set of finite difference schemes to the system, and we will prove that the approximate solutions converge strongly to the exact solutions. Moreover, we obtain and prove rigorously the error bound, which measures the difference between the exact solutions and approximate solutions in a reasonable norm. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 1-25, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 27-46 
    ISSN: 0749-159X
    Keywords: Parallel ; domain decomposition ; parabolic equation ; space decomposition ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A convergence proof is given for an abstract parabolic equation using general space decomposition techniques. The space decomposition technique may be a domain decomposition method, a multilevel method, or a multigrid method. It is shown that if the Euler or Crank-Nicolson scheme is used for the parabolic equation, then by suitably choosing the space decomposition, only O(| log τ |) steps of iteration at each time level are needed, where τ is the time-step size. Applications to overlapping domain decomposition and to a two-level method are given for a second-order parabolic equation. The analysis shows that only a one-element overlap is needed. Discussions about iterative and noniterative methods for parabolic equations are presented. A method that combines the two approaches and utilizes some of the good properties of the two approaches is tested numerically. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 27-46, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 47-61 
    ISSN: 0749-159X
    Keywords: p-version finite element method ; boundary element method ; interface problem ; preconditioning ; domain decomposition ; additive Schwarz method ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: We propose and analyze efficient preconditioners for solving systems of equations arising from the p-version for the finite element/boundary element coupling. The first preconditioner amounts to a block Jacobi method, whereas the second one is partly given by diagonal scaling. We use the generalized minimum residual method for the solution of the linear system. For our first preconditioner, the number of iterations of the GMRES necessary to obtain a given accuracy grows like log2 p, where p is the polynomial degree of the ansatz functions. The second preconditioner, which is more easily implemented, leads to a number of iterations that behave like p log3 p. Computational results are presented to support this theory. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 47-61, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 63-88 
    ISSN: 0749-159X
    Keywords: Maxwell equations ; edge finite elements ; mass lumping ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: Finite element and finite difference methods for approximating the Maxwell system propagate numerical waves with slightly incorrect velocities, and this results in phase error in the computed solution. Indeed this error limits the type of problem that can be solved, because phase error accumulates during the computation and eventually destroys the solution. Here we propose a family of mass-lumped finite element schemes using edge elements. We emphasize in particular linear elements that are equivalent to the standard Yee FDTD scheme, and cubic elements that have superior phase accuracy. We prove theorems that allow us to perform a dispersion analysis of the two common families of edge elements on rectilinear grids. A result of this analysis is to provide some justification for the choice of the particular family we use. We also provide a limited selection of numerical results that show the efficiency of our scheme. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 63-88, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 169-192 
    ISSN: 0749-159X
    Keywords: finite element space ; (1 + α˜)-regular mesh partition ; recovered gradient ; superconvergence ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: We propose the use of an averaging scheme, which recovers gradients from piecewise linear finite element approximations on the (1 + α˜) - regular triangular elements to gradients of the weak solution of a second-order elliptic boundary value problem in the 2-dimensional space. The recovered gradients, from mid-points of element edges, are superconvergent estimates of the true gradients. This work is an extension of Levine [Levine, IMA J. Numer. Anal. 5, 407 (1985)] and follows some of the ideas therein. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:169-192, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 193-212 
    ISSN: 0749-159X
    Keywords: Cell-centered finite differences ; upwind approximations ; error estimates ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: Two cell-centered finite difference schemes on Voronoi meshes are derived and investigated. Stability and error estimates in a discrete H1-norm for both symmetric and nonsymmetric problems, including convection dominated, are proven. The theoretical results are illustrated with several numerical experiments. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:193-212, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 213-231 
    ISSN: 0749-159X
    Keywords: cell-centered finite volume method ; convergence ; finite element method ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: The article is devoted to the study of convergence properties of a Finite Volume Method (FVM) using Voronoi boxes for discretization. The approach is based on the construction of a new nonconforming Finite Element Method (FEM), such that the system of linear equations coincides completely with that for the FVM. Thus, by proving convergence properties of the FEM, we obtain similar ones of the FVM. In this article, the investigations are restricted to the Poisson equation. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:213-231, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 233-249 
    ISSN: 0749-159X
    Keywords: Infinite domain ; semi-infinite strip ; Dirichlet-to-Neumann ; Finite element ; variable coefficients ; nonlinear elliptic PDEs ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: The Dirichlet-to-Neumann (DtN) Finite Element Method is a combined analytic-numerical method for boundary value problems in infinite domains. The use of this method is usually based on the assumption that, in the infinite domain D exterior to the finite computational domain, the governing differential equations are sufficiently simple. In particular, in D it is generally assumed that the equations are linear, homogeneous, and have constant coefficients. In this article, an extension of the DtN method is proposed, which can be applied to elliptic problems with “irregularities” in the exterior domain D, such as (a) inhomogeneities, (b) variable coefficients, and (c) nonlinearities. This method is based on iterative “regularization” of the problem in D, and on the efficient treatment of infinite-domain integrals. Semi-infinite strip problems are used for illustrating the method. Convergence of the iterative process is analyzed both theoretically and numerically. Nonuniformity difficulties and a way to overcome them are discussed. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:233-249, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 251-262 
    ISSN: 0749-159X
    Keywords: Moving finite element ; discontinuous Galerkin ; space-time orientation ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: This article deals with moving finite element methods by use of the time-discontinuous Galerkin formulation in combination with oriented space-time meshes. A principle for mesh orientation in space-time based on minimization of the residual, related to adaptive error control via an a posteriori error estimate, is presented. The relation to Miller's moving finite element method is discussed. The article deals with scalar problems; systems will be treated in a companion article. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:251-262, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 263-280 
    ISSN: 0749-159X
    Keywords: Convection-diffusion equation ; iterative methods ; fourth-order compact discretization schemes ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: We study the convergence and performance of iterative methods with the fourth-order compact discretization schemes for the one- and two-dimensional convection-diffusion equations. For the one-dimensional problem, we investigate the symmetrizability of the coefficient matrix and derive an analytical formula for the spectral radius of the point Jacobi iteration matrix. For the two-dimensional problem, we conduct Fourier analysis to determine the error reduction factors of several basic iterative methods and comment on their potential use as the smoothers for the multilevel methods. Finally, we perform numerical experiments to verify our Fourier analysis results. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:263-280, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 281-296 
    ISSN: 0749-159X
    Keywords: singularities ; elliptic PDE ; Laplace equation ; high-order Finite Difference Schemes ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A high-order semi-analytic finite difference scheme is presented to overcome degradation of numerical performance when applied to two-dimensional elliptic problems containing singular points. The scheme, called Least-Square Singular Finite Difference Scheme (L-S SFDS), applies an explicit functional representation of the exact solution in the vicinity of the singularities, and a conventional finite difference scheme on the remaining domain. It is shown that the L-S SFDS is “pollution” free, i.e., no degradation in the convergence rate occurs because of the singularities, and the coefficients of the asymptotic solution in the vicinity of the singularities are computed as a by-product with a very high accuracy. Numerical examples for the Laplace and Poisson equations over domains containing re-entrant corners or abrupt changes in the boundary conditions are presented. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 281-296, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 317-337 
    ISSN: 0749-159X
    Keywords: s-i-s epidemic model ; finite difference ; method of characteristics ; asymptotic behavior ; periodic solution ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A finite difference scheme along the characteristics is used to approximate the solution of an age-dependent s-i-s epidemic model. The global behavior of the discrete solution resulting from the algorithm is investigated. It is shown that a nontrivial discrete periodic solution is generated by a periodic force of infection. Sufficient (and explicit) threshold conditions for the existence and stability of a unique nontrivial periodic solution are given. Results from numerical experiments are presented. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 317-337, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 439-465 
    ISSN: 0749-159X
    Keywords: mesh-centered finite differences ; nodal methods ; elliptic problems ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: After it is shown that the classical five-point mesh-centered finite difference scheme can be derived from a low-order nodal finite element scheme by using nonstandard quadrature formulae, higher-order block mesh-centered finite difference schemes for second-order elliptic problems are derived from higher-order nodal finite elements with nonstandard quadrature formulae as before, combined to a procedure known as “transverse integration.” Numerical experiments with uniform and nonuniform meshes and different types of boundary conditions confirm the theoretical predictions, in discrete as well as continuous norms. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 439-465, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 467-485 
    ISSN: 0749-159X
    Keywords: convection-reaction equations ; Lagrangian methods ; convective flows ; reactive solute transport problems ; exact finite difference schemes ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A new nonstandard Lagrangian method is constructed for the one-dimensional, transient convective transport equation with nonlinear reaction terms. An “exact” time-stepping scheme is developed with zero local truncation error with respect to time. The scheme is based on nonlocal treatment of nonlinear reactions, and when applied at each spatial grid point gives the new fully discrete numerical method. This approach leads to solutions free from the numerical instabilities that arise because of incorrect modeling of derivatives and nonlinear reaction terms. Algorithms are developed that preserve the properties of the numerical solution in the case of variable velocity fields by using nonuniform spatial grids. Effects of different interpolation techniques are examined and numerical results are presented to demonstrate the performance of the proposed new method. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 467-485, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 487-518 
    ISSN: 0749-159X
    Keywords: A posteriori error estimates ; nonlinear parabolic PDEs ; time-dependent Navier-Stokes equations ; space-time finite elements ; θ-scheme ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: Using the abstract framework of [R. Verfürth, Math. Comput. 62, 445-475 (1996)], we analyze a residual a posteriori error estimator for space-time finite element discretizations of parabolic PDEs. The estimator gives global upper and local lower bounds on the error of the numerical solution. The finite element discretizations in particular cover the so-called θ-scheme, which includes the implicit and explicit Euler methods and the Crank-Nicolson scheme. As particular examples we consider scalar quasilinear parabolic PDEs of 2nd order and the time-dependent incompressible Navier-Stokes equations. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 487-518, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 581-591 
    ISSN: 0749-159X
    Keywords: iterative methods ; Hermitian splitting ; successive overrelaxation ; convection-diffusion equation ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: The solution of the linear system Ax = b by iterative methods requires a splitting of the coefficient matrix in the form A = M - N where M is usually chosen to be a diagonal or a triangular matrix. In this article we study relaxation methods induced by the Hermitian and skew-Hermitian splittings for the solution of the linear system arising from a compact fourth order approximation to the one dimensional convection-diffusion equation and compare the convergence rates of these relaxation methods to that of the widely used successive overrelaxation (SOR) method. Optimal convergence parameters are derived for each method and numerical experiments are given to supplement the theoretical estimates. For certain values of the diffusion parameter, a relaxation method based on the Hermitian splitting converges faster than SOR. For two-dimensional problems a block form of the iterative algorithm is presented. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 581-591, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 607-625 
    ISSN: 0749-159X
    Keywords: convection-diffusion-reaction equation ; finite volume method ; exponential scheme ; flux computation ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A finite volume method for the convection-diffusion-reaction equation is presented, which is a model equation in combustion theory. This method is combined with an exponential scheme for the computation of the fluxes. We prove that the numerical fluxes are second-order accurate, uniformly in the local Peclet numbers. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 607-625, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 627-648 
    ISSN: 0749-159X
    Keywords: scalar conservation laws ; dimensional splitting ; front tracking ; error bounds ; adaptive grid refinement ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: Front tracking in combination with dimensional splitting is analyzed as a numerical method for scalar conservation laws in two space dimensions. An analytic error bound is derived, and convergence rates based on numerical experiments are presented. Numerical experiments indicate that large CFL numbers can be used without loss of accuracy for a wide range of problems. A new method for grid refinement is introduced. The method easily allows for dynamical changes in the grid, using, for instance, the total variation in each grid cell as a criterion for introducing new or removing existing refinements. Several numerical examples are included, highlighting the features of the numerical method. A comparison with a high-resolution method confirms that dimensional splitting with front tracking is a highly viable numerical method for practical computations. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 627-648, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 649-665 
    ISSN: 0749-159X
    Keywords: linear stability ; zonal flows ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: The normal mode (linear) stability of zonal flows of a nondivergent fluid on a rotating sphere is considered. The spherical harmonics are used as the basic functions on the sphere. The stability matrix representing in this basis the vorticity equation operator linearized about a zonal flow is analyzed in detail using the recurrent formula derived for the nonlinear triad interaction coefficients. It is shown that the zonal flow having the form of a Legendre polynomial Pn(μ) of degree n is stable to infinitesimal perturbations of every invariant set Im with |m| ≥ n. For each zonal number m, Im is here the span of all the spherical harmonics $Y^{m}_{k}(x)$, whose degree k is greater than or equal to m. It is also shown that such small-scale perturbations are stable not only exponentially, but also algebraically. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 649-665, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 679-693 
    ISSN: 0749-159X
    Keywords: least squares method ; finite element method ; Volterra equation ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: In this article least squares approximations to Volterra integral equations are considered, both with exact integration and with quadrature. Optimal error estimates are derived, and it is shown that the same order of convergence is obtained in both cases with only modest requirements on the quadrature rule used in the latter. The most important practical setting for least squares is the case of convolution kernels, and these are also studied in this article. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 679-693, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 667-678 
    ISSN: 0749-159X
    Keywords: Method of fundamental solutions ; elliptic boundary value problems ; Stokes flow ; free surface ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: We investigate the use of the Method of Fundamental Solutions (MFS) for solving Stokes flow problems with a free surface. We apply the method to the creeping planar Newtonian extrudate-swell problem and study the effect of the surface tension on the free surface. The results are in good agreement with existing finite element and boundary element solutions. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 667-678, 1998
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    Numerical Methods for Partial Differential Equations 14 (1998), S. 739-780 
    ISSN: 0749-159X
    Keywords: advection-diffusion-reaction transport equations ; characteristic methods ; error estimates ; Eulerian-Lagrangian methods ; Mathematics and Statistics
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: A family of ELLAM (Eulerian-Lagrangian localized adjoint method) schemes is developed and analyzed for linear advection-diffusion-reaction transport partial differential equations with any combination of inflow and outflow Dirichlet, Neumann, or flux boundary conditions. The formulation uses space-time finite elements, with edges oriented along Lagrangian flow paths, in a time-stepping procedure, where space-time test functions are chosen to satisfy a local adjoint condition. This allows Eulerian-Lagrangian concepts to be applied in a systematic mass-conservative manner, yielding numerical schemes defined at each discrete time level. Optimal-order error estimates and superconvergence results are derived. Numerical experiments are performed to verify the theoretical estimates. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 739-780, 1998
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