the h text p version of the finite element method for domains with curved boundaries this paper analyzes the convergence of the h text p version of the finite element method for elliptic problems on curved domains it proves that when the boundary of the domain is piecewise analytic boundary conditions are piecewise analytic and the sides of the elements are analytic the h text p version has an exponential rate of convergence numerical computations are included the paper generalizes the results previously obtained by the authors the h text p version of finite element method part 1 the basic approximation results comp mech 1 1986 pp 21 41 the h text p version of finite element method part 2 general results and applications comp mech 1 1986 pp 203 220

spectral hp least squares finite element formulation for the navier stokes equations we consider the application of least squares finite element models combined with spectral hp methods for the numerical solution of viscous flow problems the paper presents the formulation validation and application of a spectral hp algorithm to the numerical solution of the navier stokes equations governing two and three dimensional stationary incompressible and low speed compressible flows the navier stokes equations are expressed as an equivalent set of first order equations by introducing vorticity or velocity gradients as additional independent variables and the least squares method is used to develop the finite element model high order element expansions are used to construct the discrete model the discrete model thus obtained is linearized by newton s method resulting in a linear system of equations with a symmetric positive definite coefficient matrix that is solved in a fully coupled manner by a preconditioned conjugate gradient method spectral convergence of the l2 least squares functional and l2 error norms is verified using smooth solutions to the two dimensional stationary poisson and incompressible navier stokes equations numerical results for flow over a backward facing step steady flow past a circular cylinder three dimensional lid driven cavity flow and compressible buoyant flow inside a square enclosure are presented to demonstrate the predictive capability and robustness of the proposed formulation

a robust nitsche s formulation for interface problems abstract in this work we propose a novel weighting for the interfacial consistency terms arising in a nitsche variational form we demonstrate through numerical analysis and extensive numerical evidence that the choice of the weighting parameter has a great bearing on the stability of the method consequently we propose a weighting that results in an estimate for the stabilization parameter such that the method remains well behaved in varied settings ranging from the configuration of embedded interfaces resulting in arbitrarily small elements to such cases where a large contrast in material properties exists an important consequence of this weighting is that the bulk as well as the interfacial fields remain well behaved in the presence of a elements with arbitrarily small volume fractions b large material heterogeneities and c both large heterogeneities as well as arbitrarily small elements we then highlight the accuracy and efficiency of the proposed formulation through numerical examples focusing particular attention on interfacial quantities of interest

hp dgfem for second order elliptic problems in polyhedra ii exponential convergence the goal of this paper is to establish exponential convergence of hp version interior penalty ip discontinuous galerkin dg finite element methods for the numerical approximation of linear second order elliptic boundary value problems with homogeneous dirichlet boundary conditions and piecewise analytic data in three dimensional polyhedral domains more precisely we shall analyze the convergence of the hp ip dg methods considered in d schotzau c schwab t p wihler siam j numer anal 51 2013 pp 1610 1633 based on axiparallel sigma geometric anisotropic meshes and bm s linear anisotropic polynomial degree distributions

an upwinding embedded boundary method for maxwell s equations in media with material interfaces 2d case we propose a new upwinding embedded boundary method to solve time dependent maxwell s equations in media with material interfaces a global second order finite difference method is obtained by combining central difference schemes away from the interfaces and upwinding technique with jump conditions near the interfaces the proposed finite difference method allows time step based on a uniform mesh independent of the locations and shapes of the interfaces moreover the scheme is simple to implement in multidimensional cases numerical tests of wave equations with various types of material interfaces and electromagnetic scattering of 2d cylinders confirm the stability uniform accuracy and ease of implementation of the method

a fast poisson solver for complex geometries robust fast solvers for the poisson equation have generally been limited to regular geometries where direct methods based on fourier analysis or cyclic reduction and multigrid methods can be used while multigrid methods can be applied in irregular domains and to a broader class of partial differential equations they are difficult to implement in a robust fashion since they require an appropriate hierarchy of coarse grids which are not provided in many practical situations in this paper we present a new fast poisson solver based on potential theory rather than on direct discretization of the partial differential equation our method combines fast algorithms for computing volume integrals and evaluating layer potentials on a grid with a fast multipole accelerated integral equation solver the amount of work required is o m log m n where m is the number of interior grid points and n is the number of points on the boundary asymptotically the cost of our method is just twice that of a standard poisson solver on a rectangular domain in which the problem domain can be embedded independent of the complexity of the geometry

on the bootstrap for moran s i test for spatial dependence this paper is concerned with the use of the bootstrap for statistics in spatial econometric models with a focus on the test statistic for moran s i test for spatial dependence we show that for many statistics in spatial econometric models the bootstrap can be studied based on linear quadratic lq forms of disturbances by proving the uniform convergence of the cumulative distribution function for lq forms to that of a normal distribution we show that the bootstrap is generally consistent for test statistics that can be approximated by lq forms including moran s i possible asymptotic refinements of the bootstrap are most commonly studied using edgeworth expansions for spatial econometric models we may establish asymptotic refinements of the bootstrap based on asymptotic expansions of lq forms when the disturbances are normal we prove the existence of the usual edgeworth expansions for lq forms when the disturbances are not normal we establish an asymptotic expansion of lq forms based on martingales these results are applied to show the second order correctness of the bootstrap for moran s i test

hp dgfem for second order elliptic problems in polyhedra i stability on geometric meshes we introduce and analyze hp version discontinuous galerkin dg finite element methods for the numerical approximation of linear second order elliptic boundary value problems in three dimensional polyhedral domains to resolve possible corner edge and corner edge singularities we consider hexahedral meshes that are geometrically and anisotropically refined toward the corresponding neighborhoods similarly the local polynomial degrees are increased linearly and possibly anisotropically away from singularities we design interior penalty hp dg methods and prove that they are well defined for problems with singular solutions and stable under the proposed hp refinements we establish abstract error bounds that will allow us to prove exponential rates of convergence in the second part of this work

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

dsc analysis of free edged beams by an iteratively matched boundary method this communication introduces a novel scheme for the treatment of free edge supports in the analysis of beams by using the discrete singular convolution dsc algorithm accommodating free edges has been a challenging issue in the dsc analysis of beams plates and shells an iteratively matched boundary imb method is proposed to overcome the difficulty numerical experiments are carried out to demonstrate that the proposed imb method works very well in dealing with arbitrary combinations of beam edge supports

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

modelling friction near sharp edges using a eulerian reference frame application to aluminium extrusion when using a eulerian finite element approach to model the material deformation that occurs in e g forming processes the accurate capturing of friction is of crucial importance to the quality of the computational results for the algorithm that incorporates the frictional phenomena into the system of equations the direction of the contact surface normal in a node is an essential parameter however this normal is not uniquely defined in the nodes of a curved discretized surface therefore a substitute normal has to be reconstructed the commonly used averaging methods to determine the normal are either mesh or geometry dependent which renders poor results on coarse meshes therefore a new method is presented that reconstructs the direction of the normal from the flow field near the node comparing the flow fields on a coarse mesh with those obtained on a very fine mesh reveals that a more accurate solution field is obtained using the method introduced here

spectral element methods for elliptic problems in nonsmooth domains engineering applications frequently require the numerical solution of elliptic boundary value problems in irregularly shaped domains for smooth problems spectral element methods have proved very successful since they can accommodate fairly complicated geometries while retaining a rapid rate of convergence geometric singularities however often give rise to singular solutions the accuracy of the spectral element methods is then degraded and they offer no apparent advantage over low order finite element methods in many cases however the singular structure of the solution is known and its form may be exploited by the spectral element method among the various ways of doing so through supplementary basis functions eigenfunction expansions and graded meshes the method of auxiliary mapping proves to be particularly effective for certain simple cases the problem is transformed to a coordinate system in which the solution is analytic and exponential convergence is recovered even when this is not possible the singularity is usually much weaker after mapping so that other treatments are more effective in the new coordinate system in this paper we study different ways of treating singularities and in particular the method of auxiliary mapping coupled with the use of supplementary basis functions error estimates are presented explaining why the combined approach is more effective and these estimates are confirmed through a number of numerical experiments for the laplace poisson and helmholtz equations

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

an immersed interface method for solving anisotropic elliptic boundary value problems in three dimensions we have developed a first order stable cartesian grid discretization that uses only interior grid points for inhomogeneous anisotropic elliptic operators subject to neumann boundary conditions on a bounded nonrectangular geometry in three dimensions for this discretization method a necessary and sufficient condition depending on the mesh size h for the existence of this first order stable scheme at a regular i e interior grid point is found in terms of the anisotropy matrix for this discretization method a way to analyze the existence of a first order stable scheme at an irregular i e boundary grid point is also given the arguments are identical to those for the two dimensional case m a dumett and j p keener a numerical method for solving anisotropic elliptic boundary value problems on an irregular domain in 2d manuscript only the details change unlike in m a dumett and j p keener a numerical method for solving anisotropic elliptic boundary value problems on an irregular domain in 2d manuscript a discussion of dirichlet and robin boundary conditions is also included in particular it is shown that the gerschgorin condition does not impose sign restrictions on irregular grid points stencil coefficients as in the neumann case

analysis of first order system least squares fosls for elliptic problems with discontinuous coefficients part i first order system least squares fosls is a recently developed methodology for solving partial differential equations among its advantages are that the finite element spaces are not restricted by the inf sup condition imposed for example on mixed methods and that the least squares functional itself serves as an appropriate error measure this paper studies the fosls approach for scalar second order elliptic boundary value problems with discontinuous coefficients irregular boundaries and mixed boundary conditions a least squares functional is defined and ellipticity is established in a natural norm of an appropriately scaled least squares bilinear form for some geometries this ellipticity is independent of the size of the jumps in the coefficients the occurrence of singularities at interface corners cross points reentrant corners and irregular boundary points is discussed and a basis of singular functions with local support around singular points is established a companion paper shows that the singular basis functions can be added at little extra cost and lead to optimal performance of standard finite element discretization and multilevel solver techniques also independent of the size of coefficient jumps for some geometries

a polylogarithmic bound for an iterative substructuring method for spectral elements in three dimensions iterative substructuring methods form an important family of domain decomposition algorithms for elliptic finite element problems a p version finite element method based on continuous piecewise q p functions is considered for second order elliptic problems in three dimensions this special method can also be viewed as a conforming spectral element method an iterative method is designed for which the condition number of the relevant operator grows only in proportion to 1 log p 2 this bound is independent of jumps in the coefficient of the elliptic problem across the interfaces between the subregions numerical results are also reported which support the theory

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

malliavin calculus and asymptotic expansion for martingales we present an asymptotic expansion of the distribution of a random variable which admits a stochastic expansion around a continuous martingale the emphasis is put on the use of the malliavin calculus the uniform nondegeneracy of the malliavin covariance under certain truncation plays an essential role as the cramer condition did in the case of independent observations applications to statistics are presented

accurate bootstrap confidence limits for the cumulative hazard and survivor functions under random censoring abstract in clinical trials and other settings confidence intervals for survival probabilities at a fixed point in time are often required typically such intervals are constructed on the cumulative hazard scale the quantiles required for computing these intervals are generally obtained using a first order normal theory approximation the appropriateness of such intervals for small sample sizes or under moderate to heavy censoring is suspect we demonstrate that significant improvement is possible for randomly censored data using the nonparametric bootstrap in particular using edgeworth expansion it is shown that the percentile t and bc a bootstrap methodologies based on the studentized nelson aalen estimator yield second order correct confidence limits for the cumulative hazard function at a fixed time point an explicit formula for the correction term of the edgeworth expansion is found easy to compute estimators for the components of the correction term are also found and lead to simple analytic

asymptotic expansions and bootstrapping distributions for dependent variables a martingale approach the paper develops a one step triangular array asymptotic expansion for continuous martingales which are asymptotically normal mixing conditions are not required but the quadratic variations of the martingales must satisfy a law of large numbers and a central limit type condition from this result we derive expansions for the distributions of estimators in asymptotically ergodic differential equation models and also for the bootstrapping estimators of these distributions

spectral element methods for parabolic problems a spectral element method for solving parabolic initial boundary value problems on smooth domains using parallel computers is presented in this paper the space domain is divided into a number of shape regular quadrilaterals of size h and the time step k is proportional to h 2 at each time step we minimize a functional which is the sum of the squares of the residuals in the partial differential equation initial condition and boundary condition in different sobolev norms and a term which measures the jump in the function and its derivatives across inter element boundaries in certain sobolev norms the sobolev spaces used are of different orders in space and time we can define a preconditioner for the minimization problem which allows the problem to decouple error estimates are obtained for both the h and p versions of this method

partial mixing and edgeworth expansion introducing a conditional mixing property gotze and hipp s theory is generalized to a continuous time conditional markov process satisfying this property the malliavin calculus for jump processes applies to random coefficient stochastic differential equations with jumps with the aid of the support theorem to verify the non degeneracy condition i e a conditional type cramer condition

immersed interface methods for neumann and related problems in two and three dimensions we develop and apply a finite difference method to discretize the laplacian operator with neumann boundary conditions on an irregular domain using a regular cartesian grid the method is an extension of the immersed interface method developed by leveque and li siam j numer anal 31 1994 1019 1044 with careful selection of stencils the method is second order accurate and produces a matrix that is stable diagonally semidominant the method is illustrated on several two dimensional problems and one three dimensional problem

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

embedding and asymptotic expansions for martingales the paper develops a way of embedding general martingales in continuous ones in such a way that the quadratic variation of the continuous martingale has conditional cumulants given the original martingale that are explicitly given in terms of optional and predictable variations of the original process bartlett identities for the conditional cumulants are also found a main corollary to these results is the establishment of second and in some cases higher order asymptotic expansions for martingales

estimating jump diffusions using closed form likelihood expansions the indispensable role of likelihood expansions in financial econometrics for continuous time models has been established since the ground breaking work of ait sahalia 1999 2002a 2008 jump diffusions play an important role in modeling a variety of economic and financial variables as a significant generalization of li 2013 we propose a new closed form expansion for transition density of poisson driven jump diffusion models and its application in maximum likelihood estimation based on discretely sampled data technically speaking our expansion is obtained by perturbing paths of the underlying model correction terms can be calculated explicitly using any symbolic software numerical examples and monte carlo evidence for illustrating the performance of density expansion and the resulting approximate mle are provided in order to demonstrate the practical applicability of the method using the theoretical results in hayashi and ishikawa 2012 some convergence properties related to the density expansion and the approximate mle method can be justified under some standard sufficient but not necessary conditions

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

fourth order accurate evaluation of integrals in potential theory on exterior 3d regions we present two methods for the rapid high order accurate evaluation of integrals in potential theory on general unbounded 3d regions our methods allow for direct calculation of derivatives of the integrals as well one of the methods uses a fourth order compact stencil and the other uses a nonstandard variant of richardson extrapolation both methods involve calculation of discontinuities in high order derivatives of the integrals across the boundary of the integration region the extrapolation method in addition involves correction for the discontinuities in truncation error the number of operations required for the methods is essentially equal to twice the number of operations needed to solve poisson s equation on a regular grid both methods avoid problems associated with using quadrature methods to evaluate integrals with singular kernels numerical results are presented for experiments on a variety of geometries in free space

edgeworth expansion for ergodic diffusions the edgeworth expansion for an additive functional of an ergodic diffusion is validated under fairly weak conditions the validation procedure does not depend on the stationarity or the geometric mixing property but exploits the strong markov property of the process in particular for an ito diffusion of dimension one verifiable conditions for the validity of the expansion are given in terms of the coefficients of the corresponding stochastic differential equation the maximum likelihood estimator for the cir process is treated as example

spectral element method for three dimensional elliptic problems with smooth interfaces abstract in this paper we propose a least squares spectral element method for three dimensional elliptic interface problems the differentiability estimates and the main stability theorem using non conforming spectral element functions are proven the proposed method is free from any kind of first order reformulation a suitable preconditioner is constructed with help of the regularity estimate and proposed stability estimates which is used to control the condition number we show that these preconditioners are spectrally equivalent to the quadratic forms by which we approximate them we obtain the error estimates which show the exponential accuracy of the method numerical results are obtained for both straight and curved interfaces to show the efficiency of the proposed method

a recovery based a posteriori error estimator for h curl interface problems abstract this paper introduces a new recovery based a posteriori error estimator for the lowest order nedelec finite element approximation to the h curl interface problem the error estimator is analyzed by establishing both the reliability and the efficiency bounds and is supported by numerical results under certain assumptions it is proved that the reliability and efficiency constants are independent of the jumps of the coefficients

small time edgeworth type expansions for weakly convergent nonhomogeneous markov chains we consider triangular arrays of markov chains that converge weakly to a diffusion process second order edgeworth type expansions for transition densities are proved the paper differs from recent results in two respects we allow nonhomogeneous diffusion limits and we treat transition densities with time lag converging to zero small time asymptotics are motivated by statistical applications and by resulting approximations for the joint density of diffusion values at an increasing grid of points

accurate confidence limits for quantiles under random censoring in survival analysis estimates of median survival times in homogeneous samples are often based on the kaplan meier estimator of the survivor function confidence intervals for quantiles such as median survival are typically constructed via large sample theory or the bootstrap the former has suspect accuracy for small sample sizes under moderate censoring and the latter is computationally intensive in this paper improvements on so called test based intervals and reflected intervals cf slud byar and green 1984 biometrics 40 587 600 are sought using the edgeworth expansion for the distribution of the studentized nelson aalen estimator derived in strawderman and wells 1997 journal of the american statistical association 92 we propose a method for producing more accurate confidence intervals for quantiles with randomly censored data the intervals are very simple to compute and numerical results using simulated data show that our new test based interval outperforms commonly used methods for computing confidence intervals for small sample sizes and or heavy censoring especially with regard to maintaining specified coverage

on the design of discontinuous galerkin methods for elliptic problems based on hybrid formulations abstract the objective of this paper is to present a new framework for the design of discontinuous galerkin dg methods for elliptic problems the idea is to start from a hybrid formulation of the problem involving as unknowns the main field in the interior of the element domains and its fluxes and traces on the element boundaries rather than working with this three field formulation fluxes are modeled using finite difference expressions and then the traces are determined by imposing continuity of fluxes although other strategies could be devised this procedure is applied to four elliptic problems namely the convection diffusion equation in the diffusion dominated regime the stokes problem the darcy problem and the maxwell problem we justify some well known dg methods with some modifications that in fact allow to improve the performance of the original methods particularly when the physical properties are discontinuous

a fictitious domain approach with spread interface for elliptic problems with general boundary conditions the aim of this article is to solve second order elliptic problems in an original physical domain using a fictitious domain method with a spread interface approach the main idea of the fictitious domain approach consists in immersing the original domain of study into a geometrically bigger and simpler one called fictitious domain as the spatial discretization is being performed in the fictitious domain this method allows the use of structured meshes the discretization is not boundary fitted to the original physical domain this paper describes several ways to impose dirichlet robin or neumann boundary conditions on a spread immersed interface without locally modifying the numerical scheme and without using lagrange multipliers the numerical applications focus on difiusion and convection problems in the unit disk with dirichlet or robin boundary conditions for such problems analytical solutions can be determined for a correctly chosen source term the numerical resolution is performed using a q1 finite element scheme the spread interface approach is then combined with a local adaptive mesh refinement algorithm in order to increase the precision in the vinicity of the immersed boundary the l2 norm of the errors is computed in order to evaluate the capability of the method immersed boundaries are found in many industrial applications like two phase flow simulations fluid structure interaction etc this article represents a first step towards the simulation of these kinds of applications

a boundary condition capturing method for poisson s equation on irregular domains interfaces have a variety of boundary conditions or jump conditions that need to be enforced the ghost fluid method gfm was developed to capture the boundary conditions at a contact discontinuity in the inviscid euler equations and has been extended to treat more general discontinuities such as shocks detonations and deflagrations and compressible viscous flows in this paper a similar boundary condition capturing approach is used to develop a new numerical method for the variable coefficient poisson equation in the presence of interfaces where both the variable coefficients and the solution itself may be discontinuous this new method is robust and easy to implement even in three spatial dimensions furthermore the coefficient matrix of the associated linear system is the standard symmetric matrix for the variable coefficient poisson equation in the absence of interfaces allowing for straightforward application of standard black box solvers

three dimensional elliptic solvers for interface problems and applications second order accurate elliptic solvers using cartesian grids are presented for three dimensional interface problems in which the coefficients the source term the solution and its normal flux may be discontinuous across an interface one of our methods is designed for general interface problems with variable but discontinuous coefficient the scheme preserves the discrete maximum principle using constrained optimization techniques an algebraic multigrid solver is applied to solve the discrete system the second method is designed for interface problems with piecewise constant coefficient the method is based on the fast immersed interface method and a fast 3d poisson solver the second method has been modified to solve helmholtz poisson equations on irregular domains an application of our method to an inverse interface problem of shape identification is also presented in this application the level set method is applied to find the unknown surface iteratively

h p spectral element methods for three dimensional elliptic problems on non smooth domains this paper is devoted to the study of non conforming h p spectral element methods for three dimensional elliptic problems on non smooth domains using parallel computers to overcome the singularities which arise in the neighbourhoods of vertices edges and vertex edges we use local systems of coordinates together with geometric meshes which become finer near corners and edges we provide estimates for the error and the computational complexity of our method and present results of numerical simulations that have been performed to validate the theoretical estimates obtained in 22

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

preconditioners for spectral element methods for elliptic and parabolic problems in this paper we propose preconditioners for spectral element methods for elliptic and parabolic problems these preconditioners are constructed using separation of variables and are easy to invert moreover they are spectrally equivalent to the quadratic forms which they are used to approximate

corrigendum to basins of attraction for optimal eighth order methods to find simple roots of nonlinear equations in this note we correct the error in the order of convergence of 3 methods we mentioned in the paper by neta et al 2014 we will show how the order of convergence is related to the conjugation analysis