on error estimates of the penalty method for unsteady navier stokes equations the penalty method has been widely used for numerical computations of the unsteady navier stokes equations however the best error estimates available to the author s knowledge were not optimal an

multi multiplier ambient space formulations of constrained dynamical systems with an application to elastodynamics various formulations of the equations of motion for both finite and infinite dimensional constrained lagrangian dynamical systems are studied the different formulations correspond to different ways of enforcing constraints through multiplier fields all the formulations considered are posed on ambient spaces whose members are unrestricted by the need to satisfy constraint equations but each formulation is shown to possess an invariant set on which the constraint equations and physical balance laws are satisfied the stability properties of the invariant set within its ambient space are shown to be different in each case we use the specific model problem of linearized incompressible elastodynamics to compare properties of three different ambient space formulations we establish the well posedness of one formulation in the particular case of a homogeneous isotropic body subject to specified tractions on its boundary

long time numerical solution of the navier stokes equations based on a sequential regularization formulation the sequential regularization method is a reformulation of the unsteady navier stokes equations from the viewpoint of constrained dynamical systems or the approximate helmholtz hodge projection in this paper we study the long time behavior of the sequential regularization formulation we give a uniform in time estimate between the solution of the reformulated system and that of the navier stokes equations we also conduct an error analysis for the temporal discrete system and show that the error bound is independent of time a couple of long time flow examples are computed to demonstrate this method

the jackknife and the bootstrap for general stationary observations we extend the jackknife and the bootstrap method of estimating standard errors to the case where the observations form a general stationary sequence we do not attempt a reduction to i i d values the jackknife calculates the sample variance of replicates of the statistic obtained by omitting each block of l consecutive data once in the case of the arithmetic mean this is shown to be equivalent to a weighted covariance estimate of the spectral density of the observations at zero under appropriate conditions consistency is obtained if l l n rightarrow infty and l n n rightarrow 0 general statistics are approximated by an arithmetic mean in regular cases this approximation determines the asymptotic behavior bootstrap replicates are constructed by selecting blocks of length l randomly with replacement among the blocks of observations the procedures are illustrated by using the sunspot numbers and some simulated data

sequential regularization methods for nonlinear higher index daes sequential regularization methods relate to a combination of stabilization methods and the usual penalty method for differential equations with algebraic equality constraints this paper extends an earlier work siam j numer anal 33 1996 pp 1921 1940 to nonlinear problems and to differential algebraic equations daes with an index higher than 2 rather than having one winning method this is a class of methods from which a number of variants are singled out as being particularly effective methods in certain circumstances we propose sequential regularization methods for index 2 and index 3 daes both with and without constraint singularities in the case of no constraint singularity we prove convergence results numerical experiments confirm our theoretical predictions and demonstrate the viability of the proposed methods the examples include constrained multibody systems

nonparametric tests for tail monotonicity this article proposes nonparametric tests for tail monotonicity of bivariate random vectors the test statistic is based on a kolmogorov smirnov type functional of the empirical copula depending on the serial dependence features of the data we propose two multiplier bootstrap techniques to approximate the critical values we show that the test is able to detect local alternatives converging to the null hypothesis at rate n 1 2 with a non trivial power a simulation study is performed to investigate the nite sample performance and nally the procedure is illustrated by testing intergenerational income mobility

analysis of a sequential regularization method for the unsteady navier stokes equations the incompressibility constraint makes navier stokes equations difficult a reformulation to a better posed problem is needed before solving it numerically the sequential regularization method srm is a reformulation which combines the penalty method with a stabilization method in the context of constrained dynamical systems and has the benefit of both methods in the paper we study the existence and uniqueness for the solution of the srm and provide a simple proof of the convergence of the solution of the srm to the solution of the navier stokes equations we also give error estimates for the time discretized srm formulation

an efficient numerical method for the equations of steady and unsteady flows of homogeneous incompressible newtonian fluid in the present paper we present some numerical methods to solve the equations of steady and unsteady flows such as those in the microcirculatory bed and large blood vessels arteries and veins respectively in the case of steady flows the method does not need neither any boundary conditions on pressure nor any small parameter and the main computation consists of solving some poisson equations in the case of unsteady flows the scheme uses a consistent neumann boundary condition for the pressure poisson equation at each time step a poisson and heat equation are solved for the pressure and each velocity component respectively the accuracy and efficiency of scheme are checked by a set of numerical tests

stability and convergence of efficient navier stokes solvers via a commutator estimate for strong solutions of the incompressible navier stokes equations in bounded domains with velocity specified at the boundary we establish the unconditional stability and convergence of discretization schemes that decouple the updates of pressure and velocity through explicit time stepping for pressure these schemes require no solution of stationary stokes systems nor any compatibility between velocity and pressure spaces to ensure an inf sup condition and are representative of a class of highly efficient computational methods that have recently emerged the proofs are simple based upon a new sharp estimate for the commutator of the laplacian and helmholtz projection operators this allows us to treat an unconstrained formulation of the navier stokes equations as a perturbed diffusion equation c 2006 wiley periodicals inc

finite element approximation of the nonstationary navier stokes problem i regularity of solutions and second order error estimates for spatial discretization this is the first part of a work dealing with the rigorous error analysis of finite element solutions of the nonstationary navier stokes equations second order error estimates are proven for spatial discretization using conforming or nonconforming elements the results indicate a fluid like behavior of the approximations even in the case of large data so long as the solution remains regular the analysis is based on sharp a priori estimates for the solution particularly reflecting its behavior as t to 0 and as t to infty it is shown that the regularity customarily assumed in the error analysis for corresponding parabolic problems cannot be realistically assumed in the case of the navier stokes equations as it depends on nonlocal compatibility conditions for the data the results which are presented here are independent of such compatibility conditions which cannot be verified in practice

iterative penalty methods for the steady navier stokes equations abstract this paper presents one level and two level iterative penalty finite element methods to approximate the solutions of steady navier stokes equations first one level iterative penalty finite element method is applied to solve the steady navier stokes equations numerically and its h 1 and l 2 error estimates are derived then two level iterative penalty scheme is given and its error estimates are obtained for velocity and pressure finally the numerical results are displayed to verify the theoretical analysis

analysis of a stabilized finite element method for stokes equations of velocity boundary condition and of pressure boundary condition abstract in this paper a new pressure stabilized finite element method is analyzed for solving the stokes equations the key feature of the method is using the curl integral instead of the standard dirichlet integral and using the pressure stabilization instead of the inf sup condition thus the method is very flexibly applicable to two problems of stokes equations in terms of velocity and pressure with either pressure dirichlet boundary condition or velocity dirichlet boundary condition for both stokes problems the finite element scheme and the finite element space of velocity are the same and one where only the finite element spaces of pressure have small differences a general analysis of stability and error estimates is developed and applications to both stokes problems are further analyzed the method covers the low regularity solution of very weak non h 1 space solution of stokes problem of pressure dirichlet boundary condition as well as higher regularity solutions of stokes problems of either pressure dirichlet boundary condition or velocity dirichlet boundary condition numerical results are presented to illustrate the performance of the method and to confirm the theoretical results

hopf bifurcation of the unsteady regularized driven cavity flow abstract a numerical simulation of the unsteady incompressible flow in the unit cavity is performed by using a chebyshev tau approximation for the space variables the high accuracy of the spectral methods and the condensed distribution of the chebyshev collocation points near the boundary enable us to obtain reliable results for high reynolds numbers with a moderate number of modes it is found that the flow converges to a stationary state for reynolds numbers re up to 10 000 for reynolds numbers larger than a critical value 10 000

sequential regularization methods for higher index daes with constraint singularities the linear index 2 case standard stabilization techniques for higher index differential algebraic equations daes often involve elimination of the algebraic solution components this may not work well if there are singularity points where the constraint jacobian matrix becomes rank deficient this paper proposes instead a sequential regularization method srm a functional iteration procedure for solving problems with isolated singularities which have smooth differential solution components for linear index 2 daes we consider both initial value problems ivps and boundary value problems bvps the convergence of the srm is described and proved in detail we believe that this is the first convergence proof for any method for daes with this type of constraint singularities moreover the regularization parameter in our method is not necessarily very small so the srm is an important improvement over usual regularization methods various aspects of the subsequent numerical discretization of the regularized problems are discussed as well and some numerical verifications are carried out

a sequential regularization method for time dependent incompressible navier stokes equations the objective of the paper is to present a method called the sequential regularization method srm for the nonstationary incompressible navier stokes equations from the viewpoint of regularization of differential algebraic equations daes and to provide a way to apply a dae method to partial differential algebraic equations pdaes the srm is a functional iterative procedure it is proved that its convergence rate is o epsilon m where m is the number of the srm iterations and epsilon is the regularization parameter the discretization and implementation issues of the method are considered in particular a simple explicit difference scheme is analyzed and its stability is proved under the usual step size condition of explicit schemes it appears that the srm formulation is new in the navier stokes context unlike other regularizations or pseudocompressibility methods in the navier stokes context the regularization parameter epsilon in the srm need not be very small and the regularized problem in the sequence may be essentially nonstiff in time direction for any epsilon hence the stability condition is independent of epsilon even for explicit time discretization numerical experiments are given to verify our theoretical results

error estimate of the p 1 nonconforming finite element method for the penalized unsteady navier stokes equations we consider a finite element method for the penalty formulation of the time dependent navier stokes equations usually the improper choice of the finite element space will lead that the error estimate inversely depends on the penalty parameter epsilon we use the classical p 1 nonconforming finite element space for the spatial discretization optimal epsilon uniform error estimations for both velocity and pressure are obtained

testing for stochastic monotonicity we propose a test of the hypothesis of stochastic monotonicity this hypothesis is of interest in many applications in economics our test is based on the supremum of a rescaled u statistic we show that its asymptotic distribution is gumbel the proof is difficult because the approximating gaussian stochastic process contains both a stationary and a nonstationary part and so we have to extend existing results that only apply to either one or the other case we also propose a refinement to the asymptotic approximation that we show works much better in finite samples we apply our test to the study of intergenerational income mobility

a mixed finite element method for thin film epitaxy we present a mixed finite element method for the thin film epitaxy problem comparing to the primal formulation which requires c 2 elements in the discretization the mixed formulation only needs to use c 1 elements by introducing proper dual variables the dual variable in our method is defined naturally from the nonlinear term in the equation and its accurate approximation will be essential for understanding the long time effect of the nonlinear term for time discretization we use a backward euler semi implicit scheme which involves a convex concave decomposition of the nonlinear term the scheme is proved to be unconditionally stable and its convergence rate is analyzed

a splitting theorem for the space of smooth functions we will show using purely linear functional analytic methods that each exact complex0 f c s0 p0 c s1 p1 c s2 p2 wherepiare matrices of convolution operators in particular linear differential operators with constant coefficients splits fromp1on in the category of topological vector spaces moreover we characterize when these complexes split completely the obtained result covers all known particular cases as well as some more general cases independently of the analytic nature ofpi the result is a consequence of studying splitting of short exact sequences0 f jx qg 0 wheref x gare graded frechet spaces i e frechet spaces equipped with fixed reduced spectra representing them andj qare consistent with the graded structures we characterize splitting of in case i forgare spacesc where is an open subset in rn or ii gis the space of all sequences

distribution free tests of stochastic monotonicity this article proposes an omnibus test for monotonicity of nonpara metric conditional distributions and its moments unlike previous proposals our method does not require smooth estimation of the derivatives of nonparametric curves and it can be implemented even when probability densities do not exist in fact we only require continuity of the marginal distributions under the null and xed alternatives distinguishing features of our approach are that critical values are pivotal under the null in nite samples and the test is invariant to any monotonic continuous transformation of the explanatory variable the test sta tistic is the sup norm of the dierence between the empirical copula function and its least concave majorant with respect to the explanatory variable coordinate the resulting test is able to detect local alternatives converging to the null at the parametric rate n 1 2 with n the sample size the article also discusses several applications and extensions of the proposal these include testing monotonicity of general conditional moments and the extension to multivariate explanatory variables the nite sample performance of the test is examined by means of a monte carlo experiment

energy law preserving c0 finite element schemes for phase field models in two phase flow computations we use the idea in 33 to develop the energy law preserving method and compute the diffusive interface phase field models of allen cahn and cahn hilliard type respectively governing the motion of two phase incompressible flows we discretize these two models using a c 0 finite element in space and a modified midpoint scheme in time to increase the stability in the pressure variable we treat the divergence free condition by a penalty formulation under which the discrete energy law can still be derived for these diffusive interface models through an example we demonstrate that the energy law preserving method is beneficial for computing these multi phase flow models we also demonstrate that when applying the energy law preserving method to the model of cahn hilliard type un physical interfacial oscillations may occur we examine the source of such oscillations and a remedy is presented to eliminate the oscillations a few two phase incompressible flow examples are computed to show the good performance of our method

tapered block bootstrap summary we introduce and study tapered block bootstrap methodology that yields an improvement over the well known block bootstrap for time series of kiinsch 1989 the asymptotic validity and the favourable bias properties of the tapered block bootstrap are shown the important practical issues of optimally choosing the window shape and the block size are addressed in detail while some finite sample simulations are presented validating the good performance of the tapered block bootstrap