an augmented matched interface and boundary mib method for solving elliptic interface problem abstract in this paper a second order accurate augmented matched interface and boundary mib is introduced for solving two dimensional 2d elliptic interface problems with piecewise constant coefficients the augmented mib seamlessly combines several key ingredients of the standard mib augmented immersed interface method iim and explicit jump iim to produce a new fast interface algorithm based on the mib zeroth and first order jump conditions are enforced across an arbitrarily curved interface which yields fictitious values on cartesian nodes near the interface by using such fictitious values a simple procedure is proposed to reconstruct cartesian derivative jumps as auxiliary variables and couple them with the jump corrected taylor series expansions which allow us to restore the order of the central difference across the interface to two moreover by using the schur complement to disassociate the algebraic computation of auxiliary variables and function values the discrete laplacian can be efficiently inverted by using the fast fourier transform fft it is found in our numerical experiments that the iteration number in solving the auxiliary system weakly depends on the mesh size as a consequence the total computational cost of the augmented mib is about o n 2 log n for a cartesian grid with dimension n n in 2d therefore the augmented mib outperforms the classical mib in all cases by significantly reducing the cpu time while keeping the same second order of accuracy in dealing with complicated interfaces

a superconvergent ldg hybridizable galerkin method for second order elliptic problems we identify and study an ldg hybridizable galerkin method which is not an ldg method for second order elliptic problems in several space dimensions with remarkable convergence properties unlike all other known discontinuous galerkin methods using polynomials of degree k 0 for both the potential as well as the flux the order of convergence in l 2 of both unknowns is k 1 moreover both the approximate potential as well as its numerical trace superconverge in l 2 like norms to suitably chosen projections of the potential with order k 2 this allows the application of element by element postprocessing of the approximate solution which provides an approximation of the potential converging with order k 2 in l 2 the method can be thought to be in between the hybridized version of the raviart thomas and that of the brezzi douglas marini mixed methods

an unfitted discontinuous galerkin method applied to elliptic interface problems in this article an unfitted discontinuous galerkin method is proposed to discretize elliptic interface problems the method is based on the symmetric interior penalty discontinuous galerkin method and can also be interpreted as a generalization of the method given by a hansbo and p hansbo comput methods appl mech engrg 191 2002 pp 5537 5552 we prove the optimal h convergence of the method for arbitrary p in the energy and in the l 2 norm in fact we present an hp error estimate we introduce a variant of the method for which the same hp convergence rates can be proved in the energy norm and which aims at controlling pointwise errors near the interface the analysis includes grids with hanging nodes and the proposed method is symmetric and inherits the attractive locality property of general discontinuous galerkin methods numerical experiments are included

unified hybridization of discontinuous galerkin mixed and continuous galerkin methods for second order elliptic problems we introduce a unifying framework for hybridization of finite element methods for second order elliptic problems the methods fitting in the framework are a general class of mixed dual finite element methods including hybridized mixed continuous galerkin nonconforming and a new wide class of hybridizable discontinuous galerkin methods the distinctive feature of the methods in this framework is that the only globally coupled degrees of freedom are those of an approximation of the solution defined only on the boundaries of the elements since the associated matrix is sparse symmetric and positive definite these methods can be efficiently implemented moreover the framework allows in a single implementation the use of different methods in different elements or subdomains of the computational domain which are then automatically coupled finally the framework brings about a new point of view thanks to which it is possible to see how to devise novel methods displaying very localized and simple mortaring techniques as well as methods permitting an even further reduction of the number of globally coupled degrees of freedom

numerical method for solving matrix coefficient elliptic equation with sharp edged interfaces solving elliptic equations with sharp edged interfaces is a challenging problem for most existing methods especially when the solution is highly oscillatory nonetheless it has wide applications in engineering and science an accurate and efficient method is desired we propose an efficient non traditional finite element method with non body fitting grids to solve the matrix coefficient elliptic equations with sharp edged interfaces extensive numerical experiments show that this method is second order accurate in the l norm and that it can handle both sharp edged interface and oscillatory solutions

a fourth order finite difference method for solving elliptic interface problems with the fft acceleration abstract in this paper a new cartesian grid finite difference method is introduced based on the fourth order accurate matched interface and boundary mib method and fast fourier transform fft the proposed augmented mib method consists of two major parts for solving elliptic interface problems in two dimensions for the interior part in treating a smoothly curved interface zeroth and first order jump conditions are enforced repeatedly by the mib scheme to generate fictitious values near the interface for the exterior part two layers of zero padding solutions are introduced beyond the original rectangular domain so that the fft inversion becomes feasible different types of boundary conditions including dirichlet neumann robin and their mix combinations can be imposed via the mib scheme to generate fictitious values near boundaries based on fictitious values at both interfaces and boundaries the augmented mib method reconstructs cartesian derivative jumps as auxiliary variables then by treating such variables as unknowns an enlarged linear system is obtained in the schur complement solution of such system the fft algorithm will not sense the solution discontinuities so that the discrete laplacian can be efficiently inverted therefore the fft based augmented mib not only achieves a fourth order of accuracy in dealing with interfaces and boundaries but also produces an overall complexity of o n 2 log n for a n n uniform grid moreover the augmented mib scheme can provide fourth order accurate approximations to solution gradients and fluxes

a variational multiscale discontinuous galerkin formulation for both implicit and explicit dynamic modeling of interfacial fracture abstract a stabilized discontinuous galerkin method is presented for modeling interfacial debonding under dynamic conditions the method s distinctive feature is its treatment of the inelastic gap at the interface as an internal variable that is evolved through a traction separation constitutive model enabling initially perfect adhesion to be captured numerical stability is derived using variational multiscale ideas and comparisons are drawn with both the intrinsic cohesive zone method and hybrid discontinuous galerkin cohesive zone method to expose subtle differences the proposed formulation is applied to model the nonlinear response of a composite unit cell under impact loading both explicit and implicit time integration schemes provide similar accuracy and stability and the critical time step for explicit analyses is only slightly reduced below the value for the continuous galerkin mesh without an interface further studies of mesh refinement and adjustments to the initial elastic interface stiffness in the reference cohesive zone model reveal the improved accuracy of the variational multiscale discontinuous galerkin method on coarser grids

a cartesian grid finite volume method for elliptic equations with variable coefficients and embedded interfaces we present a finite volume method for the solution of the two dimensional elliptic equation s x u x f x with variable discontinuous coefficients and solution discontinuities on irregular domains the method uses bilinear ansatz functions on cartesian grids for the solution u x resulting in a compact nine point stencil the resulting linear problem has been solved with a standard multigrid solver singularities associated with vanishing partial volumes of intersected grid cells or the dual bilinear ansatz itself are removed by a two step asymptotic approach the method achieves second order of accuracy in the l and l2 norm

high order fdtd methods via derivative matching for maxwell s equations with material interfaces this paper introduces a series of novel hierarchical implicit derivative matching methods to restore the accuracy of high order finite difference time domain fdtd schemes of computational electromagnetics cem with material interfaces in one 1d and two spatial dimensions 2d by making use of fictitious points systematic approaches are proposed to locally enforce the physical jump conditions at material interfaces in a preprocessing stage to arbitrarily high orders of accuracy in principle while often limited by numerical instability orders up to 16 and 12 are achieved respectively in 1d and 2d detailed stability analyses are presented for the present approach to examine the upper limit in constructing embedded fdtd methods as natural generalizations of the high order fdtd schemes the proposed derivative matching methods automatically reduce to the standard fdtd schemes when the material interfaces are absent an interesting feature of the present approach is that it encompasses a variety of schemes of different orders in a single code another feature of the present approach is that it can be robustly implemented with other high accuracy time domain approaches such as the multiresolution time domain method and the local spectral time domain method to cope with material interfaces numerical experiments on both 1d and 2d problems are carried out to test the convergence examine the stability access the efficiency and explore the limitation of the proposed methods it is found that operating at their best capacity the proposed high order schemes could be over 2000 times more efficient than their fourth order versions in 2d in conclusion the present work indicates that the proposed hierarchical derivative matching methods might lead to practical high order schemes for numerical solution of time domain maxwell s equations with material interfaces

some new families of finite elements for the stokes equations we introduce a way of using the mixed finite element families of raviart thomas and nedelec 13 14 and brezzi et al 5 7 for constructing stable and optimally convergent discretizations for the stokes problem

mib galerkin method for elliptic interface problems material interfaces are omnipresent in the real world structures and devices mathematical modeling of material interfaces often leads to elliptic partial differential equations pdes with discontinuous coefficients and singular sources which are commonly called elliptic interface problems the development of high order numerical schemes for elliptic interface problems has become a well defined field in applied and computational mathematics and attracted much attention in the past decades despite of significant advances challenges remain in the construction of high order schemes for nonsmooth interfaces i e interfaces with geometric singularities such as tips cusps and sharp edges the challenge of geometric singularities is amplified when they are associated with low solution regularities e g tip geometry effects in many fields the present work introduces a matched interface and boundary mib galerkin method for solving two dimensional 2d elliptic pdes with complex interfaces geometric singularities and low solution regularities the cartesian grid based triangular elements are employed to avoid the time consuming mesh generation procedure consequently the interface cuts through elements to ensure the continuity of classic basis functions across the interface two sets of overlapping elements called mib elements are defined near the interface as a result differentiation can be computed near the interface as if there is no interface interpolation functions are constructed on mib element spaces to smoothly extend function values across the interface a set of lowest order interface jump conditions is enforced on the interface which in turn determines the interpolation functions the performance of the proposed mib galerkin finite element method is validated by numerical experiments with a wide range of interface geometries geometric singularities low regularity solutions and grid resolutions extensive numerical studies confirm the designed second order convergence of the mib galerkin method in the l and l 2 errors some of the best results are obtained in the present work when the interface is c 1 or lipschitz continuous and the solution is c 2 continuous

an implicit high order hybridizable discontinuous galerkin method for the incompressible navier stokes equations we present an implicit high order hybridizable discontinuous galerkin method for the steady state and time dependent incompressible navier stokes equations the method is devised by using the discontinuous galerkin discretization for a velocity gradient pressure velocity formulation of the incompressible navier stokes equations with a special choice of the numerical traces the method possesses several unique features which distinguish itself from other discontinuous galerkin methods first it reduces the globally coupled unknowns to the approximate trace of the velocity and the mean of the pressure on element boundaries thereby leading to a significant reduction in the degrees of freedom moreover if the augmented lagrangian method is used to solve the linearized system the globally coupled unknowns become the approximate trace of the velocity only second it provides for smooth viscous dominated problems approximations of the velocity pressure and velocity gradient which converge with the optimal order of k 1 in the l2 norm when polynomials of degree k 0 are used for all components of the approximate solution and third it displays superconvergence properties that allow us to use the above mentioned optimal convergence properties to define an element by element postprocessing scheme to compute a new and better approximate velocity indeed this new approximation is exactly divergence free h div conforming and converges with order k 2 for k 1 and with order 1 for k 0 in the l2 norm moreover a novel and systematic way is proposed for imposing boundary conditions for the stress viscous stress vorticity and pressure which are not naturally associated with the weak formulation of the method this can be done on different parts of the boundary and does not result in the degradation of the optimal order of convergence properties of the method extensive numerical results are presented to demonstrate the convergence and accuracy properties of the method for a wide range of reynolds numbers and for various polynomial degrees

high order matched interface and boundary methods for the helmholtz equation in media with arbitrarily curved interfaces this work overcomes the difficulty of the previous matched interface and boundary mib method in dealing with interfaces with non constant curvatures for optical waveguide analysis this difficulty is essentially bypassed by avoiding the use of local cylindrical coordinates in the improved mib method instead novel jump conditions are derived along global cartesian directions for the transverse magnetic field components effective interface treatments are proposed to rigorously impose jump conditions across arbitrarily curved interfaces based on a simple cartesian grid even though each field component satisfies the scalar helmholtz equation the enforcement of jump conditions couples two transverse magnetic field components so that the resulting mib method is a full vectorial approach for the modal analysis of optical waveguides the numerical performance of the proposed mib method is investigated by considering interface problems with both constant and general curvatures the mib method is shown to be able to deliver a fourth order of accuracy in all cases even when a high frequency solution is involved

detection of spring support locations in elastic structures using a gradient based finite element model updating technique a methodology is presented for detection of the location of simple translational spring supports in elastic structures by non destructive and non intrusive means based on measured natural frequencies of the structure a gradient based finite element fe model updating technique has been used for such detection measured modal data along with an initially correlated fe model are used the present study is a new application of an existing fe model updating technique the proposed method involves the detection of spring support locations by updating the position parameters of the support in the fe model through the optimization of an error criterion based on the difference between measured and computed natural frequencies of the structural system the location of the support appears explicitly as an updating parameter in the formulation of the problem three different numerical schemes for computation of the gradient of the eigenvalue derivative with respect to the support location have been evaluated the results and various limitations observed while developing the current method have been presented through numerical examples and a simple experimental example

preconditioning multichannel adaptive filtering algorithms using evd and svd based signal prewhitening and system decoupling abstract it is well known that the convergence rate of multichannel lms based algorithms is limited by the correlation properties of the reference signals and the cross coupling within the plant dynamics these factors give rise to excessive eigenvalue spread and slow convergence rate of a gradient descent algorithm a preconditioning technique is developed in this study for the multichannel lms algorithm so as to improve its convergence rate signal prewhitening and system decoupling are the two key elements of the proposed techniques preconditioning filters are first formulated in the frequency domain by using eigenvalue decomposition and singular value decomposition these filters are then transformed into the time domain with causality taken into account the preconditioning filters are incorporated into a multichannel lms algorithm where the reference signals are prewhitened and the plants are decoupled prior to the adaptation process simulations for a two channel one listener cross talk cancellation problem illustrate the effectiveness of the preconditioning technique in improving the convergence rate of the adaptive algorithms

piecewise polynomial discretization and krylov accelerated multigrid for elliptic interface problems a new piecewise polynomial interface method pim for discretizing elliptic problems with complex interfaces between high contrast materials is derived analyzed and tested a krylov accelerated interface multigrid approach img solves the discretization efficiently stability and convergence are proved in one dimension while an extensive array of numerical experiments with complex interfaces and large coefficient transitions demonstrate the accuracy efficiency and robustness of the method in two dimensions

a galerkin formulation of the mib method for three dimensional elliptic interface problems we develop a three dimensional 3d galerkin formulation of the matched interface and boundary mib method for solving elliptic partial differential equations pdes with discontinuous coefficients i e the elliptic interface problem the present approach builds up two sets of elements respectively on two extended subdomains which both include the interface as a result two sets of elements overlap each other near the interface fictitious solutions are defined on the overlapping part of the elements so that the differentiation operations of the original pdes can be discretized as if there was no interface the extra coefficients of polynomial basis functions which furnish the overlapping elements and solve the fictitious solutions are determined by interface jump conditions consequently the interface jump conditions are rigorously enforced on the interface the present method utilizes cartesian meshes to avoid the mesh generation in conventional finite element methods fems we implement the proposed mib galerkin method with three different elements namely rectangular prism element five tetrahedron element and six tetrahedron element which tile the cartesian mesh without introducing any new node the accuracy stability and robustness of the proposed 3d mib galerkin are extensively validated over three types of elliptic interface problems in the first type interfaces are analytically defined by level set functions these interfaces are relatively simple but admit geometric singularities in the second type interfaces are defined by protein surfaces which are truly arbitrarily complex the last type of interfaces originates from multiprotein complexes such as molecular motors near second order accuracy has been confirmed for all of these problems to our knowledge it is the first time for an fem to show a near second order convergence in solving the poisson equation with realistic protein surfaces additionally the present work offers the first known near second order accurate method for c 1 continuous or h 2 continuous solutions associated with a lipschitz continuous interface in a 3d setting

analysis of hdg methods for stokes flow in this paper we analyze a hybridizable discontinuous galerkin method for numerically solving the stokes equations the method uses polynomials of degree k for all the components of the approximate solution of the gradient velocity pressure formulation the novelty of the analysis is the use of a new projection tailored to the very structure of the numerical traces of the method it renders the analysis of the projection of the errors very concise and allows us to see that the projection of the error in the velocity superconverges as a consequence we prove that the approximations of the velocity gradient the velocity and the pressure converge with the optimal order of convergence of k 1 in l 2 for any k 0 moreover taking advantage of the superconvergence properties of the velocity we introduce a new element by element postprocessing to obtain a new velocity approximation which is exactly divergence free h div conforming and converges with order k 2 for k 1 and with order 1 for k 0 numerical experiments are presented which validate the theoretical results

a two component matched interface and boundary mib regularization for charge singularity in implicit solvation abstract we present a new matched interface and boundary mib regularization method for treating charge singularity in solvated biomolecules whose electrostatics are described by the poisson boltzmann pb equation in a regularization method by decomposing the potential function into two or three components the singular component can be analytically represented by the green s function while other components possess a higher regularity our new regularization combines the efficiency of two component schemes with the accuracy of the three component schemes based on this regularization a new mib finite difference algorithm is developed for solving both linear and nonlinear pb equations where the nonlinearity is handled by using the inexact newton s method compared with the existing mib pb solver based on a three component regularization the present algorithm is simpler to implement by circumventing the work to solve a boundary value poisson equation inside the molecular interface and to compute related interface jump conditions numerically moreover the new mib algorithm becomes computationally less expensive while maintains the same second order accuracy this is numerically verified by calculating the electrostatic potential and solvation energy on the kirkwood sphere on which the analytical solutions are available and on a series of proteins with various sizes

optimization of support positions to maximize the fundamental frequency of structures in this paper the position optimization of simple supports is implemented to maximize the fundamental frequency of a beam or plate structure both elastic and rigid supports are taken into account first the frequency sensitivity with respect to the movement of a simple support is derived using the discrete method by means of the shape functions of the finite element method closed form sensitivity formulations are developed straightforwardly then a heuristic approach called evolutionary shift method is presented for optimizing support positions with a fixed grid mesh scheme based on the design sensitivity analysis the support with the highest efficiency is shifted in priority along the elementary edges with the interval step of the elementary size to facilitate the convergence of the process the interpolation technique is employed to evaluate the solution more accurately finally three numerical examples are presented to demonstrate the validity of the sensitivity analysis and the effectiveness of the optimization method copyright 2004 john wiley sons ltd

an unfitted finite element method based on nitsche s method for elliptic interface problems in this paper we propose a method for the finite element solution of elliptic interface problem using an approach due to nitsche the method allows for discontinuities internal to the elements in the approximation across the interface we show that optimal order of convergence holds without restrictions on the location of the interface relative to the mesh further we derive a posteriori error estimates for the purpose of controlling functionals of the error and present some numerical examples

a new weak galerkin finite element method for elliptic interface problems a new weak galerkin wg finite element method is introduced and analyzed in this paper for solving second order elliptic equations with discontinuous coefficients and interfaces comparing with the existing wg algorithm for solving the same type problems the present wg method has a simpler variational formulation and fewer unknowns moreover the new wg algorithm allows the use of finite element partitions consisting of general polytopal meshes and can be easily generalized to high orders optimal order error estimates in both h 1 and l 2 norms are established for the present wg finite element solutions extensive numerical experiments have been conducted to examine the accuracy flexibility and robustness of the proposed wg interface approach in solving regular elliptic interface problems high order convergences are numerically confirmed by using piecewise polynomial basis functions of high degrees moreover the wg method is shown to be able to accommodate very complicated interfaces due to its flexibility in choosing finite element partitions finally in dealing with challenging problems with low regularities the piecewise linear wg method is capable of delivering a second order of accuracy in l norm for both c 1 and h 2 continuous solutions

a galerkin interface stabilisation method for the advection diffusion and incompressible navier stokes equations abstract a stabilised galerkin finite element method for the advection diffusion and incompressible navier stokes equations is presented which inherits features of both discontinuous and continuous galerkin methods the problem of interest is posed element wise with weakly imposed dirichlet boundary conditions the dirichlet boundary condition is supplied by a function on element boundaries which is determined such that weak continuity of the flux is assured the approach allows the natural incorporation of upwinding at element boundaries which is typical of discontinuous galerkin methods while retaining the same number of global degrees of freedom as for a continuous galerkin method the formulation also stabilises mixed incompressible problems which use equal order interpolations for linear elements only minor modifications are required to existing continuous finite element codes and the link to other stabilised methods is elaborated the method is supported by a range of numerical examples which demonstrate stability with minimal numerical dissipation

discontinuous galerkin finite element methods for interface problems a priori and a posteriori error estimations discontinuous galerkin dg finite element methods were studied by many researchers for second order elliptic partial differential equations and a priori error estimates were established when the solution of the underlying problem is piecewise h 3 2 epsilon smooth with epsilon 0 however elliptic interface problems with intersecting interfaces do not possess such a smoothness in this paper we establish a quasi optimal a priori error estimate for interface problems whose solutions are only h 1 alpha smooth with alpha in 0 1 and hence fill a theoretical gap of the dg method for elliptic problems with low regularity the second part of the paper deals with the design and analysis of robust residual and recovery based a posteriori error estimators theoretically we show that the residual and recovery estimators studied in this paper are robust with respect to the dg norm i e their reliability and efficiency bounds do not depend on the jump provided that the distribution of coefficients is locally quasi monotone

the lms algorithm with delayed coefficient adaptation the behavior of the delayed least mean square dlms algorithm is studied it is found that the step size in the coefficient update plays a key role in the convergence and stability of the algorithm an upper bound for the step size is derived that ensures the stability of the dlms the relationship between the step size and the convergence speed and the effect of the delay on the convergence speed are also studied the analytical results are supported by computer simulations

a decomposed immersed interface method for variable coefficient elliptic equations with non smooth and discontinuous solutions a second order accurate finite difference method is presented for solving two dimensional variable coefficient elliptic equations on cartesian grids in which the coefficients the source term the solution and its derivatives may be nonsmooth or discontinuous across an interface a correction term is introduced to the standard central difference stencil so that the numerical discretization is well defined across the interface we also propose a new method to approximate the correction term as part of the iterative procedure the method is easy to implement since the correction term only needs to be added to the right hand side of the system therefore the coefficient matrix remains symmetric and diagonally dominant allowing for most standard solvers to be used numerical examples show good agreements with exact solutions and the order of accuracy is comparable with other immersed interface methods

model selection for convolutive ica with an application to spatiotemporal analysis of eeg we present a new algorithm for maximum likelihood convolutive independent component analysis ica in which components are unmixed using stable autoregressive filters determined implicitly by estimating a convolutive model of the mixing process by introducing a convolutive mixing model for the components we show how the order of the filters in the model can be correctly detected using bayesian model selection we demonstrate a framework for deconvolving a subspace of independent components in electroencephalography eeg initial results suggest that in some cases convolutive mixing may be a more realistic model for eeg signals than the instantaneous ica model

interpolating stabilized moving least squares mls approximation for 2d elliptic interface problems abstract the main aim of the current paper is to propose a new truly meshless numerical technique to solve the one and two dimensional elliptic interface problems the employed meshless approach is based on a new class of mls approximation the numerical procedure is based on the interpolating stabilized mls ismls approximation the new shape functions that have been made by the ismls technique have the kronecker property thus the dirichlet boundary conditions can be applied directly in the current investigation we propose a meshless collocation method for solving elliptic interface problems based on the shape functions of ismls technique several test problems with sufficient complexity have been studied to check the accuracy and efficiency of the new numerical procedure moreover test problems show the acceptable accuracy and efficiency of the proposed scheme

a projection based error analysis of hdg methods we introduce a new technique for the error analysis of hybridizable discontinuous galerkin hdg methods the technique relies on the use of a new projection whose design is inspired by the form of the numerical traces of the methods this renders the analysis of the projections of the discretization errors simple and concise by showing that these projections of the errors are bounded in terms of the distance between the solution and its projection our studies of influence of the stabilization parameter are reduced to local analyses of approximation by the projection we illustrate the technique on a specific hdg method applied to a model second order elliptic problem

a priori and a posterior error estimate of new weak galerkin finite element methods for second order elliptic interface problems on polygonal meshes abstract in this paper we present a posteriori error estimate of a new weak galerkin wg finite element method for the second order elliptic interface problems instead of introducing the local weak derivatives on each element the bilinear form is computed through the inner product of traditional defined derivatives the proposed numerical scheme is symmetric and positive definite and can be applied to polygonal meshes in the a posteriori error estimate we construct a error indicator that can be applied to polygonal meshes or meshes with hanging nodes the reliability and efficiency of the designed error estimator have been proved in this work extensive numerical tests are performed to validate our algorithm these results demonstrate the effectiveness of the adaptive mesh refinement guided by the proposed error estimator

weak galerkin methods for second order elliptic interface problems weak galerkin methods refer to general finite element methods for partial differential equations pdes in which differential operators are approximated by their weak forms as distributions such weak forms give rise to desirable flexibilities in enforcing boundary and interface conditions a weak galerkin finite element method wg fem is developed in this paper for solving elliptic pdes with discontinuous coefficients and interfaces theoretically it is proved that high order numerical schemes can be designed by using the wg fem with polynomials of high order on each element extensive numerical experiments have been carried out to validate the wg fem for solving second order elliptic interface problems high order of convergence is numerically confirmed in both l 2 and l norms for the piecewise linear wg fem special attention is paid to solve many interface problems in which the solution possesses a certain singularity due to the nonsmoothness of the interface a challenge in research is to design nearly second order numerical methods that work well for problems with low regularity in the solution the best known numerical scheme in the literature is of order o h to o h 1 5 for the solution itself in l norm it is demonstrated that the wg fem of the lowest order i e the piecewise constant wg fem is capable of delivering numerical approximations that are of order o h 1 75 to o h 2 in the l norm for c 1 or lipschitz continuous interfaces associated with a c 1 or h 2 continuous solution

immersed interface methods for stokes flow with elastic boundaries or surface tension a second order accurate interface tracking method for the solution of incompressible stokes flow problems with moving interfaces on a uniform cartesian grid is presented the interface may consist of an elastic boundary immersed in the fluid or an interface between two different fluids the interface is represented by a cubic spline along which the singularly supported elastic or surface tension force can be computed the stokes equations are then discretized using the second order accurate finite difference methods for elliptic equations with singular sources developed in our previous paper siam j numer anal 31 1994 pp 1019 1044 the resulting velocities are interpolated to the interface to determine the motion of the interface an implicit quasi newton method is developed that allows reasonable time steps to be used

a three dimensional computational method for blood flow in the heart 1 immersed elastic fibers in a viscous incompressible fluid abstract this paper describes the numerical solution of the 3 dimensional equations of motion of a viscous incompressible fluid that contains an immersed system of elastic fibers implementation details such as vectorization and the efficient use of external memory are discussed the method is applied to the damped vibrations of a fiber wound toroidal tube and empirical evidence of convergence is presented

a coupling interface method for elliptic interface problems we propose a coupling interface method cim under cartesian grid for solving elliptic complex interface problems in arbitrary dimensions where the coefficients the source terms and the solutions may be discontinuous or singular across the interfaces it consists of a first order version cim1 and a second order version cim2 in one dimension the cim1 is derived from a linear approximation on both sides of the interface the method is extended to high dimensions through a dimension by dimension approach to connect information from each dimension a coupled equation for the first order derivatives is derived through the jump conditions in each coordinate direction the resulting stencil uses the standard 5 grid points in two dimensions and 7 grid points in three dimensions similarly the cim2 is derived from a quadratic approximation in each dimension in high dimensions a coupled equation for the principal second order derivatives u x k x k is derived through the jump conditions in each coordinate direction the cross derivatives are approximated by one side interpolation this approach reduces the number of grid points needed for one side interpolation the resulting stencil involves 8 grid points in two dimensions and 12 14 grid points in three dimensions a numerical study for the condition number of the resulting linear system of the cim2 in one dimension has been performed it is shown that the condition number has the same behavior as that of the discrete laplacian independent of the relative location of the interface in a grid cell further we also give a proof of the solvability of the coupling equations provided the curvature k of the interface satisfies kh

an interface fitted mesh generator and virtual element methods for elliptic interface problems abstract a simple and efficient interface fitted mesh generation algorithm which can produce a semi structured interface fitted mesh in two and three dimensions quickly is developed in this paper elements in such interface fitted meshes are not restricted to simplices but can be polygons or polyhedra especially in 3d the polyhedra instead of tetrahedra can avoid slivers virtual element methods are applied to solve elliptic interface problems with solutions and flux jump conditions algebraic multigrid solvers are used to solve the resulting linear algebraic system numerical results are presented to illustrate the effectiveness of our method

a second order virtual node method for elliptic problems with interfaces and irregular domains in three dimensions we present a numerical method for the variable coefficient poisson equation in three dimensional irregular domains and with interfacial discontinuities the discretization embeds the domain and interface into a uniform cartesian grid augmented with virtual degrees of freedom to provide accurate treatment of jump and boundary conditions the matrix associated with the discretization is symmetric positive definite and equal to the standard 7 point finite difference poisson stencil away from embedded interfaces and boundaries numerical evidence suggests second order accuracy in the l norm our approach improves the treatment of dirichlet and jump constraints in the recent work of bedrossian et al 1 and introduces innovations necessary in three dimensions specifically we construct new constraint based lagrange multiplier spaces that significantly improve the conditioning of the associated linear system of equations we provide a method for cell local polyhedral approximation to the zero isocontour surface of a level set needed for three dimensional embedding and we show that the new lagrange multiplier spaces naturally lead to a class of easy to implement multigrid methods that achieve near optimal efficiency as shown by numerical examples for the specific case of a continuous poisson coefficient in interface problems we provide an expansive treatment of the construction of a particular solution that satisfies the value jump and flux jump constraints as in 1 this is used in a discontinuity removal technique that yields the standard 7 point stencil across the interface and only requires a modification to the right hand side of the linear system

an implicit high order hybridizable discontinuous galerkin method for nonlinear convection diffusion equations in this paper we present hybridizable discontinuous galerkin methods for the numerical solution of steady and time dependent nonlinear convection diffusion equations the methods are devised by expressing the approximate scalar variable and corresponding flux in terms of an approximate trace of the scalar variable and then explicitly enforcing the jump condition of the numerical fluxes across the element boundary applying the newton raphson procedure and the hybridization technique we obtain a global equation system solely in terms of the approximate trace of the scalar variable at every newton iteration the high number of globally coupled degrees of freedom in the discontinuous galerkin approximation is therefore significantly reduced we then extend the method to time dependent problems by approximating the time derivative by means of backward difference formulae when the time marching method is p 1 th order accurate and when polynomials of degree p 0 are used to represent the scalar variable each component of the flux and the approximate trace we observe that the approximations for the scalar variable and the flux converge with the optimal order of p 1 in the l 2 norm finally we apply element by element postprocessing schemes to obtain new approximations of the flux and the scalar variable the new approximate flux which has a continuous interelement normal component is shown to converge with order p 1 in the l 2 norm the new approximate scalar variable is shown to converge with order p 2 in the l 2 norm the postprocessing is performed at the element level and is thus much less expensive than the solution procedure for the time dependent case the postprocessing does not need to be applied at each time step but only at the times for which an enhanced solution is required extensive numerical results are provided to demonstrate the performance of the present method

matched interface and boundary mib method for elliptic problems with sharp edged interfaces elliptic problems with sharp edged interfaces thin layered interfaces and interfaces that intersect with geometric boundary are notoriously challenging to existing numerical methods particularly when the solution is highly oscillatory this work generalizes the matched interface and boundary mib method previously designed for solving elliptic problems with curved interfaces to the aforementioned problems we classify these problems into five distinct topological relations involving the interfaces and the cartesian mesh lines flexible strategies are developed to systematically extends the computational domains near the interface so that the standard central finite difference scheme can be applied without the loss of accuracy fictitious values on the extended domains are determined by enforcing the physical jump conditions on the interface according to the local topology of the irregular point the concepts of primary and secondary fictitious values are introduced to deal with sharp edged interfaces for corner singularity or tip singularity an appropriate polynomial is multiplied to the solution to remove the singularity extensive numerical experiments confirm the designed second order convergence of the proposed method

superconvergent discontinuous galerkin methods for second order elliptic problems we identify discontinuous galerkin methods for second order elliptic problems in several space dimensions having superconvergence properties similar to those of the raviart thomas and the brezzi douglas marini mixed methods these methods use polynomials of degree k 0 for both the potential as well as the flux we show that the approximate flux converges in l2 with the optimal order of k 1 and that the approximate potential and its numerical trace superconverge in l2 like norms to suitably chosen projections of the potential with order k 2 we also apply element by element postprocessing of the approximate solution to obtain new approximations of the flux and the potential the new approximate flux is proven to have normal components continuous across inter element boundaries to converge in l2 with order k 1 and to have a divergence converging in l2 also with order k 1 the new approximate potential is proven to converge with order k 2 in l2 numerical experiments validating these theoretical results are presented

maximum principle preserving schemes for interface problems with discontinuous coefficients new finite difference methods using cartesian grids are developed for elliptic interface problems with variable discontinuous coefficients singular sources and nonsmooth or even discontinuous solutions the new finite difference schemes are constructed to satisfy the sign property of the discrete maximum principle using quadratic optimization techniques the methods are shown to converge under certain conditions using comparison functions the coefficient matrix of the resulting linear system of equations is an m matrix and is coupled with a multigrid solver numerical examples are also provided to show the efficiency of the proposed methods

two families of mixed finite elements for second order elliptic problems two families of mixed finite elements one based on triangles and the other on rectangles are introduced as alternatives to the usual raviart thomas nedelec spaces error estimates inl 2 andh 5 are derived for these elements a hybrid version of the mixed method is also considered and some superconvergence phenomena are discussed

high order matched interface and boundary method for elliptic equations with discontinuous coefficients and singular sources this paper introduces a novel high order interface scheme the matched interface and boundary mib method for solving elliptic equations with discontinuous coefficients and singular sources on cartesian grids by appropriate use of auxiliary line and or fictitious points physical jump conditions are enforced at the interface unlike other existing interface schemes the proposed method disassociates the enforcement of physical jump conditions from the discretization of the differential equation under study to construct higher order interface schemes the proposed mib method bypasses the major challenge of implementing high order jump conditions by repeatedly enforcing the lowest order jump conditions the proposed mib method is of arbitrarily high order in principle in treating straight regular interfaces we construct mib schemes up to 16th order for more general elliptic problems with curved irregular interfaces and boundary up to 6th order mib schemes have been demonstrated by employing the standard high order finite difference schemes to discretize the laplacian the present mib method automatically reduces to the standard central difference scheme when the interface is absent the immersed interface method iim is regenerated for a comparison study of the proposed method the robustness of the mib method is verified against the large magnitude of the jump discontinuity across the interface the nature of high efficiency and low memory requirement of the mib method is extensively validated via solving various elliptic immersed interface problems in two and three dimensions ee dimensions

a weak formulation for solving elliptic interface problems without body fitted grid a typical elliptic interface problem is casted as piecewise defined elliptic partial differential equations pde in different regions which are coupled together with interface conditions such as jumps in solution and flux across the interface in many situations such as the interface is moving the challenge is how to solve such a problem accurately robustly and efficiently without generating a body fitted mesh the key issue is how to capture complex geometry of the interface and jump conditions across the interface effectively on a fixed mesh while the interface is not aligned with the mesh and the pde is not valid across the interface in this work we present a systematic formulation and further study of a second order accurate numerical method proposed in hou and liu 2005 16 for elliptic interface problem the key idea is to decompose the solution into two parts a singular part and a regular part the singular part captures the interface conditions while the regular part belongs to an appropriate space in the whole domain which can be solved by a standard finite element formulation in a general setup the two parts are coupled together we give an explicit study of the construction of the singular part and the discretized system for the regular part one key advantage of using weak formulation is that one can avoid assuming using more regularity than necessary of the solution and the interface we present the numerical algorithm and numerical tests in 3d to demonstrate the accuracy and other properties of our method

a kernel free boundary integral method for implicitly defined surfaces the kernel free boundary integral kfbi method is a structured grid method for general elliptic partial differential equations unlike the standard boundary integral method it avoids direct evaluation of volume and boundary integrals which needs to know analytical expressions for the integral kernels to evaluate a boundary or volume integral the kfbi method first solves a corrected interface problem on a structured grid and then the numerical solution on the structured grid is interpolated to get approximate values of the integral at points on the boundary selection of control points of the boundary plays a key role in the kfbi method since both the correction for the interface equations and the interpolation with the structured grid based solution involve calculation of tangential derivatives of boundary data while stability and efficiency of the numerical differentiation critically depend on the distribution of control points this work proposes a new point selection method based on an overlapping surface decomposition of the boundary which is implicitly defined by a level set function the points selected are intersection points of the boundary with the grid lines of an underlying cartesian grid by the method the interpolation stencils can be easily chosen to be locally uniform along a coordinate axis in two space dimensions and locally uniform on a coordinate plane in three space dimensions which allows efficient numerical differentiation and boundary reconstruction representation an additional equilibrating process of boundary data further guarantees stable numerical differentiation numerical results demonstrating the method with examples in both two and three space dimensions are presented

a fictitious domain method for dirichlet problem and applications abstract in this article we discuss the solution of the dirichlet problem for a class of elliptic operators by a lagrange multiplier fictitious domain method this approach allows the use of regular grids and therefore of fast specialized solvers for problems on complicated geometries the resulting saddle point system can be solved by an uzawa conjugate gradient algorithm in the case of two dimensional problems a quasi optimal preconditioner has been found by fourier analysis and numerical experiments confirm its nice scaling properties the resulting methodology is applied to a nonlinear time dependent problem namely the flow of a viscous plastic medium in a cylindrical pipe showing the potential of this methodology for some classes of nonlinear problems

the immersed interface method for elliptic equations with discontinuous coefficients and singular sources the authors develop finite difference methods for elliptic equations of the form nabla cdot beta x nabla u x kappa x u x f x in a region omega in one or two space dimension

the fast solution of poisson s and the biharmonic equations on irregular regions we present fast methods for solving laplace s and the biharmonic equations on irregular regions with smooth boundaries the methods used for solving both equations make use of fast poisson solvers on a rectangular region in which the irregular region is embedded they also both use an integral equation formulation of the problem where the integral equations are fredholm integral equations of the second kind the main idea is to use the integral equation formulation to define a discontinuous extension of the solution to the rest of the rectangular region fast solvers are then used to compute the extended solution aside from solving the equations we have also been able to compute derivatives of the solutions with little loss of accuracy when the data was sufficiently smooth

a weak galerkin mixed finite element method for second order elliptic problems abstract a new weak galerkin wg method is introduced and analyzed for the second order elliptic equation formulated as a system of two first order linear equations this method called wg mfem is designed by using discontinuous piecewise polynomials on finite element partitions with arbitrary shape of polygons polyhedra the wg mfem is capable of providing very accurate numerical approximations for both the primary and flux variables allowing the use of discontinuous approximating functions on arbitrary shape of polygons polyhedra makes the method highly flexible in practical computation optimal order error estimates in both discrete h and l norms are established for the corresponding weak galerkin mixed finite element solutions

an augmented immersed finite element method for variable coefficient elliptic interface problems in two and three dimensions abstract an augmented immersed finite element method is proposed for solving elliptic interface problems with discontinuous and variable coefficients by introducing the jump of normal derivative of the solution along the interface as an augmented variable the interface problem is solved iteratively on cartesian meshes using the generalized minimal residual gmres iterative method within each iteration we need to solve a system of linear equations with the same symmetric and positive definite matrix but with different right hand sides the sequence of linear equations is solved efficiently by the multi grid solvers since the set up of coarse grid matrices and decompositions is only computed once extensive numerical examples show that the number of gmres iterations is nearly independent of the mesh size when a diagonal like preconditioning is applied thus the computational work of the proposed method is linearly proportional to the number of grid nodes implementation details are given and extensive numerical examples in two and three dimensions are provided to show the accuracy and efficiency of the proposed method

an economical cascadic multigrid method for the weak galerkin finite element approximation of second order elliptic problems abstract in this paper we present both error and computational complexity estimates of economical cascadic multigrid solver for the linear system of equations arising from weak galerkin finite element approximation of second order elliptic problems on triangular meshes our analysis shows that the proposed economical cascadic multigrid method with the conjugate gradient smoother is optimal in both accuracy and computational complexity for two dimensional problems in addition an elimination technique is utilized to further improve the computation efficiency the interior degrees of freedom on each element are removed from the resulting linear system so that the size of the problem becomes much smaller we demonstrate the accuracy and efficiency of our proposed economical cascadic multigrid methods through ample numerical experiments the numerical results show that compared with the usual cascadic multigrid method the elimination economical cascadic multigrid method saves computational cost significantly

superconvergence of numerical gradient for weak galerkin finite element methods on nonuniform cartesian partitions in three dimensions abstract a superconvergence error estimate for the gradient approximation of the second order elliptic problem in three dimensions is analyzed by using weak galerkin finite element scheme on the uniform and non uniform cubic partitions due to the loss of the symmetric property from two dimensions to three dimensions this superconvergence result in three dimensions is not a trivial extension of the recent superconvergence result in two dimensions li et al 0000 from rectangular partitions to cubic partitions the error estimate for the numerical gradient in the l 2 norm arrives at a superconvergence order of o h r 1 5 r 2 when the lowest order weak galerkin finite elements consisting of piecewise linear polynomials in the interior of the elements and piecewise constants on the faces of the elements are employed a series of numerical experiments are illustrated to confirm the established superconvergence theory in three dimensions

the location of spring supports from measured vibration data detecting the position of supports within an elastic structure has many applications particularly when these supports are not fixed previous studies have presented methods for the detection of translational support locations in elastic structures based on the minimization of the difference between the measured and computed natural frequencies however these discrete supports were constrained to be at nodes of the finite element model of the elastic structure this required a fine mesh and the numerical computation of the eigenvalue derivative with respect to the support location this paper has the same purpose namely to identify the support locations but the position of the supports is now a continuous parameter when the support is located within an element the shape functions are used to produce the global stiffness matrix the advantage is that the support location now appears explicitly in the formulation of the problem and hence the analytical computation of the eigenvalue derivative is possible furthermore the mesh may be much more coarse requiring fewer degrees of freedom to detect the support locations with reduced computational effort the effect of identifying both the support stiffness and location is also discussed the proposed approach has been illustrated with simulated and experimental examples used in the earlier studies

gradient recovery for elliptic interface problem iii nitsche s method abstract this is the third paper on the study of gradient recovery for elliptic interface problems in our previous works guo and yang 2017 23 we developed gradient recovery methods for elliptic interface problems based on body fitted meshes and immersed finite element methods despite the efficiency and accuracy that these methods bring to recover the gradient there are still some cases in unfitted meshes where skinny triangles appear in the generated local body fitted triangulations that destroy the accuracy of recovered gradient near the interface in this paper we propose a gradient recovery technique based on nitsche s method for elliptic interface problems which avoids the loss of accuracy of gradient near the interface caused by skinny triangles we analyze the supercloseness between the gradient of the numerical solution by the nitsche s method and the gradient of the interpolation of the exact solution which leads to the superconvergence of the proposed gradient recovery method we also present several numerical examples to validate the theoretical results

brief regularization networks for inverse problems a state space approach linear inverse problems with discrete data are equivalent to the estimation of the continuous time input of a linear dynamical system from samples of its output the solution obtained by means of regularization theory has the structure of a neural network similar to classical rbf networks however the basis functions depend in a nontrivial way on the specific linear operator to be inverted and the adopted regularization strategy by resorting to the bayesian interpretation of regularization we show that such networks can be implemented rigorously and efficiently whenever the linear operator admits a state space representation an analytic expression is provided for the basis functions as well as for the entries of the matrix of the linear system used to compute the weights the results are illustrated through a deconvolution problem where the spontaneous secretory rate of luteinizing hormone lh of the hypophisis is reconstructed from measurements of plasma lh concentrations

on computational issues of immersed finite element methods the objective of this paper is to provide a review of recent finite element formulations for immersed methods in these finite element formulations independent lagrangian solid meshes are introduced to move on top of a background eulerian fluid mesh this key feature allows the handling without excessive fluid mesh adaptation multiple deformable solids immersed in viscous fluid in particular pros and cons of both explicit and implicit approaches are illustrated along with subtle differences between incompressible and slightly compressible models

an immersed interface method for the incompressible navier stokes equations with discontinuous viscosity across the interface we present an immersed interface method for solving the incompressible navier stokes equations with discontinuous viscosity across the interface and singular forces the method is based on the augmented strategy proposed by li ito and lai comput fluids 36 2007 pp 622 635 to decouple the jump conditions of the fluid variables through the introduction of two augmented variables in the proposed method the immersed interface is represented by a number of lagrangian control points and the augmented interface variables applicable along the interface are solved by the lu method or the gmres iterative method in addition we also derive a new second order accurate bilinear interpolating scheme for the discontinuous velocity and a new jump condition for the normal derivative of the pressure the jumps in both pressure and velocity and the jumps in their derivatives are related to the augmented interface variables and or the forces which are interpolated using cubic splines for a flexible interface the forces that the interface exerts on the fluid are computed from the constitutive relation of the flexible interface and are applied to the fluid through the jump conditions the position of the flexible interface is updated implicitly within each time step the navier stokes equations are discretized on a staggered cartesian grid by a second order accurate projection method the numerical results show that the overall scheme is second order accurate

an immersed weak galerkin method for elliptic interface problems abstract in this paper we present an immersed weak galerkin method for solving second order elliptic interface problems the proposed method does not require solution meshes to be aligned with the interface consequently uniform cartesian meshes can be used for nontrivial interfacial geometry we show the existence and uniqueness of the numerical algorithm and provide the error analysis in the energy norm numerical results are reported to demonstrate the performance of the method

interface stabilised finite element method for moving domains and free surface flows abstract a recently developed stabilised finite element method which draws upon features of both continuous and discontinuous finite element methods is generalised for the incompressible navier stokes equations on moving domains and for free surface problems the approach allows the natural incorporation of upwinding of the advective flux and the formulation is stable when using equal order lagrange basis functions for the velocity and pressure fields particular attention is paid to the formulation of a fractional step algorithm for moving domain problems numerous applications to environmental free surface flows are presented ranging from simple test cases to simulations of sophisticated laboratory experiments it is shown that the formulation which contains no flow dependent stabilisation parameters is able to model a wide range of flow conditions stably without user intervention and it is shown that negligible numerical dissipation is introduced the physics of the considered numerical examples involves sensitive free surface wave behaviour which has been accurately captured due to the stability of the model together with negligible introduced numerical dissipation

a weak galerkin finite element method for second order elliptic problems this paper introduces a finite element method by using a weakly defined gradient operator over generalized functions the use of weak gradients and their approximations results in a new concept called discrete weak gradients which is expected to play an important role in numerical methods for partial differential equations this article intends to provide a general framework for managing differential operators on generalized functions as a demonstrative example the discrete weak gradient operator is employed as a building block in the design of numerical schemes for a second order elliptic problem in which the classical gradient operator is replaced by the discrete weak gradient the resulting numerical scheme is called a weak galerkin wg finite element method it can be seen that the weak galerkin method allows the use of totally discontinuous functions in the finite element procedure for the second order elliptic problem an optimal order error estimate in both a discrete h 1 and l 2 norms are established for the corresponding weak galerkin finite element solutions a superconvergence is also observed for the weak galerkin approximation

a second order virtual node method for elliptic problems with interfaces and irregular domains we present a second order accurate geometrically flexible and easy to implement method for solving the variable coefficient poisson equation with interfacial discontinuities or on irregular domains handling both cases with the same approach we discretize the equations using an embedded approach on a uniform cartesian grid employing virtual nodes at interfaces and boundaries a variational method is used to define numerical stencils near these special virtual nodes and a lagrange multiplier approach is used to enforce jump conditions and dirichlet boundary conditions our combination of these two aspects yields a symmetric positive definite discretization in the general case we obtain the standard 5 point stencil away from the interface for the specific case of interface problems with continuous coefficients we present a discontinuity removal technique that admits use of the standard 5 point finite difference stencil everywhere in the domain numerical experiments indicate second order accuracy in l

finite element methods and their convergence for elliptic and parabolic interface problems in this paper we consider the finite element methods for solving second order elliptic and parabolic interface problems in two dimensional convex polygonal domains nearly the same optimal l 2 norm and energy norm error estimates as for regular problems are obtained when the interfaces are of arbitrary shape but are smooth though the regularities of the solutions are low on the whole domain the assumptions on the finite element triangulation are reasonable and practical

a weak galerkin least squares finite element method for div curl systems abstract in this paper we introduce a weak galerkin least squares method for solving div curl problem this finite element method leads to a symmetric positive definite system and has the flexibility to work with general meshes such as hybrid mesh polytopal mesh and mesh with hanging nodes error estimates of the finite element solution are derived the numerical examples demonstrate the robustness and flexibility of the proposed method

high order polygonal discontinuous petrov galerkin polydpg methods using ultraweak formulations abstract this work represents the first endeavor in using ultraweak formulations to implement high order polygonal finite element methods via the discontinuous petrov galerkin dpg methodology ultraweak variational formulations are nonstandard in that all the weight of the derivatives lies in the test space while most of the trial space can be chosen as copies of l 2 discretizations that have no need to be continuous across adjacent elements additionally the test spaces are broken along the mesh interfaces this allows one to construct conforming polygonal finite element methods termed here as polydpg methods by defining most spaces by restriction of a bounding triangle or box to the polygonal element the only variables that require nontrivial compatibility across elements are the so called interface or skeleton variables which can be defined directly on the element boundaries unlike other high order polygonal methods polydpg methods do not require ad hoc stabilization terms thanks to the crafted stability of the dpg methodology a proof of convergence of the form h p is provided and corroborated through several illustrative numerical examples these include polygonal meshes with n sided convex elements and with highly distorted concave elements as well as the modeling of discontinuous material properties along an arbitrary interface that cuts a uniform grid since polydpg methods have a natural a posteriori error estimator a polygonal adaptive strategy is developed and compared to standard adaptivity schemes based on constrained hanging nodes this work is also accompanied by an open source polydpg software supporting polygonal and conventional elements

self whitening algorithms for adaptive equalization and deconvolution in equalization and deconvolution tasks the correlated nature of the input signal slows the convergence speeds of stochastic gradient adaptive filters prewhitening techniques have been proposed to improve the convergence performance but the additional coefficient memory and updates for the prewhitening filter can be prohibitive in some applications we present two simple algorithms that employ the equalizer as a prewhitening filter within the gradient updates these self whitening algorithms provide quasi newton convergence locally about the optimum coefficient solution for deconvolution and equalization tasks multichannel extensions of the techniques are also described

an immersed interface method for stokes flows with fixed moving interfaces and rigid boundaries we present an immersed interface method for solving the incompressible steady stokes equations involving fixed moving interfaces and rigid boundaries irregular domains the fixed moving interfaces and rigid boundaries are represented by a number of lagrangian control points in order to enforce the prescribed velocity at the rigid boundaries singular forces are applied on the fluid at these boundaries the strength of singular forces at the rigid boundary is determined by solving a small system of equations for the deformable interfaces the forces that the interface exerts on the fluid are calculated from the configuration position of the deformed interface the jumps in the pressure and the jumps in the derivatives of both pressure and velocity are related to the forces at the fixed moving interfaces and rigid boundaries these forces are interpolated using cubic splines and applied to the fluid through the jump conditions the positions of the deformable interfaces are updated implicitly using a quasi newton method bfgs within each time step in the proposed method the stokes equations are discretized via the finite difference method on a staggered cartesian grid with the incorporation of jump contributions and solved by the conjugate gradient uzawa type method numerical results demonstrate the accuracy and ability of the proposed method to simulate incompressible stokes flows with fixed moving interfaces on irregular domains

the explicit jump immersed interface method finite difference methods for pdes with piecewise smooth solutions many boundary value problems bvps or initial bvps have nonsmooth solutions with jumps along lower dimensional interfaces the explicit jump immersed interface method ejiim was developed following li s fast iterative immersed interface method fiiim recognizing that the foundation for the efficient solution of many such problems is a good solver for elliptic bvps ejiim generalizes the class of problems for which fiiim is applicable it handles interfaces between constant and variable coefficients and extends the immersed interface method iim to bvps on irregular domains with neumann and dirichlet boundary conditions proofs of second order convergence for a one dimensional 1d problem with piecewise constant coefficients and for two dimensional 2d problems with singular sources are given other problems are reduced to the singular sources case with additional equations determining the source strengths the advantages of ejiim are high quality of solutions even on coarse grids and easy adaptation to many problems with complicated geometries while still maintaining the efficiency of the fiiim

three dimensional matched interface and boundary mib method for treating geometric singularities this paper reports the three dimensional 3d generalization of our previous 2d higher order matched interface and boundary mib method for solving elliptic equations with discontinuous coefficients and non smooth interfaces new mib algorithms that make use of two sets of interface jump conditions are proposed to remove the critical acute angle constraint of our earlier mib scheme for treating interfaces with sharp geometric singularities such as sharp edges sharp wedges and sharp tips the resulting 3d mib schemes are of second order accuracy for arbitrarily complex interfaces with sharp geometric singularities of fourth order accuracy for complex interfaces with moderate geometric singularities and of sixth order accuracy for curved smooth interfaces a systematical procedure is introduced to make the mib matrix optimally symmetric and banded by appropriately choosing auxiliary grid points consequently the new mib linear algebraic equations can be solved with fewer number of iterations the proposed mib method makes use of cartesian grids standard finite difference schemes lowest order interface jump conditions and fictitious values the interface jump conditions are enforced at each intersecting point of the interface and mesh lines to overcome the staircase phenomena in finite difference approximation while a pair of fictitious values are determined along a mesh at a time an iterative procedure is proposed to determine all the required fictitious values for higher order schemes by repeatedly using the lowest order jump conditions a variety of mib techniques are developed to overcome geometric constraints the essential strategy of the mib method is to locally reduce a 2d or a 3d interface problem into 1d like ones the proposed mib method is extensively validated in terms of the order of accuracy the speed of convergence the number of iterations and cpu time numerical experiments are carried out to complex interfaces including the molecular surfaces of a protein a missile interface and van der waals surfaces of intersecting spheres

convergence analysis of the q1 finite element method for elliptic problems with non boundary fitted meshes summary the aim of this paper is to derive a priori error estimates when the mesh does not fit the original domain s boundary this problematic of the last century e g the finite difference methodology returns to topical studies with the huge development of domain embedding fictitious domain or cartesiangrid methods these methods use regular structured meshes most often cartesian for non aligned domains although non boundary fitted approaches become more and more applied very few studies are devoted to theoretical error estimates in this paper the convergence of a q1 nonconforming finite element method is analyzed for secondorder elliptic problems with dirichlet robin or neumann boundary conditions the finite element method uses standard q1 rectangular finite elements as the finite element approximate space is not contained in the original solution space this method is referred to as nonconforming a stairstep boundary defined from the cartesian mesh approximates the original domain s boundary the convergence analysis of the finite element method for such a kind of non boundary fitted stairstepped approximation is no treated in the literature the study of dirichlet problems is based on similar techniques as those classically used with boundary fitted linear triangular finite elements the estimates obtained for robin problems are novel and use some more technical arguments the rate of convergence is proved to be in o h 1 2 for the h 1 norm for all general boundary conditions and classical duality arguments allow to obtain an o h error estimate in the l 2 norm for dirichlet problems numerical results obtained with fictitious domain techniques that impose original boundary conditions on a non boundary fitted approximate immersed interface are presented these results confirm the theoretical rates of convergence copyright c 2007 john wiley sons ltd

a high order hybridizable discontinuous galerkin method for elliptic interface problems we present a high order hybridizable discontinuous galerkin method for solving elliptic interface problems in which the solution and gradient are nonsmooth because of jump conditions across the interface the hybridizable discontinuous galerkin method is endowed with several distinct characteristics first they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries thereby leading to a significant reduction in the global degrees of freedom second they provide for elliptic problems with polygonal interfaces approximations of all the variables that converge with the optimal order of kc1 in the l norm where k denotes the polynomial order of the approximation spaces third they possess some superconvergence properties that allow the use of an inexpensive element by element postprocessing to compute a new approximate solution that converges with order kc2 however for elliptic problems with finite jumps in the solution across the curvilinear interface the approximate solution and gradient do not converge optimally if the elements at the interface are isoparametric the discrepancy between the exact geometry and the approximate triangulation near the curved interfaces results in lower order convergence to recover the optimal convergence for the approximate solution and gradient we propose to use superparametric elements at the interface copyright 2012 john wiley sons ltd

a numerical method for solving variable coefficient elliptic equation with interfaces a new 2nd order accurate numerical method on non body fitting grids is proposed for solving the variable coefficient elliptic equation in disjoint subdomains w separated by interfaces c the variable coefficients the source term and hence the solution itself and its derivatives may be discontinuous across the interfaces jump conditions in solution and its co normal derivative at interface are prescribed instead of smooth the interfaces are only required to be lipschitz continuous as submanifold a weak formulation is developed the existence uniqueness and regularity of the solutions are studied the numerical method is derived by discretizing the weak formulation the method is different from traditional finite element methods extensive numerical experiments are presented and show that the method is 2nd order accurate in solution and 1st order accurate in its gradient in l norm if the interface is c 2 and solutions are c 2 on the closures of the subdomains the method can handle the problems when the solutions and or the interfaces are weaker than c 2 for example email protected h 2 w c is lipschitz continuous and their singularities coincide see example 18 in section 4 the accuracies of the method under various circumstances are listed in table 19

the minimum support stiffness required to raise the fundamental natural frequency of plate structures the minimum stiffness and optimum position of a flexible point support is calculated that raises the fundamental natural frequency of plate structures for a single support the maximum fundamental natural frequency of the supported structure is equal to the second natural frequency of the unsupported structure the structure is modelled using finite element analysis allowing a wide range of applications and boundary conditions if a support is positioned within a finite element then the shape functions are used to calculate the contribution of the support to the system stiffness and also the slope of the mode at the support efficient methods are used to calculate the minimum support stiffness required numerical results demonstrate that a system with flexible supports may be designed with the same fundamental natural frequency as that of a system with rigid supports examples of plate structures with one or two point supports are analysed and show that the method is efficient in these cases