Dongwoo Sheen

Tao Lin, Dongwoo Sheen, Xu Zhang

A new immersed finite element (IFE) method is developed for second-order elliptic problems with discontinuous diffusion coefficient. The IFE space is constructed based on the rotated Q1 nonconforming finite elements with the integral-value degrees of freedom. The standard nonconforming Galerkin method is employed in this IFE method without any penalty stabilization term. Error estimates in energy and L2 norms are proved to be better than $O(h\sqrt{|\log h|})$ and $O(h^2|\log h|)$, respectively, where the logarithm factors reflect jump discontinuity. Numerical results are reported to confirm our analysis.

Hyoseop Lee, Dongwoo Sheen

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thomée (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally parallelizable. It is shown that the method is very efficient for calculating various options. Existence and uniqueness properties of the Laplace transformed Black-Scholes equation are analyzed. Also a transparent boundary condition associated with the Laplace transformation method is proposed. Several numerical results for various options under various situations confirm the efficiency, convergence and parallelization property of the proposed scheme.

Zhaoliang Meng, Zhongxuan Luo, Dongwoo Sheen

A new nonconforming rectangle element with cubic convergence for the energy norm is introduced. The degrees of freedom (DOFs) are defined by the twelve values at the three Gauss points on each of the four edges. Due to the existence of one linear relation among the above DOFs, it turns out the DOFs are eleven. The nonconforming element consists of $P_2\oplus \Span\{x^3y-xy^3\}$. We count the corresponding dimension for Dirichlet and Neumann boundary value problems of second-order elliptic problems. We also present the optimal error estimates in both broken energy and $L_2(Ø)$ norms. Finally, numerical examples match our theoretical results very well.

Youngmok Jeon, Hyun Nam, Dongwoo Sheen et al.

A new class of nonparametric nonconforming quadrilateral finite elements is introduced which has the midpoint continuity and the mean value continuity at the interfaces of elements simultaneously as the rectangular DSSY element [J.Douglas, Jr., J. E. Santos, D. Sheen, and X. Ye. Nonconforming {G}alerkin methods based on quadrilateral elements for second order elliptic problems. ESAIM--Math. Model. Numer. Anal., 33(4):747--770, 1999]. The parametric DSSY element for general quadrilaterals requires five degrees of freedom to have an optimal order of convergence [Z. Cai, J. Douglas, Jr., J. E. Santos, D. Sheen, and X. Ye. Nonconforming quadrilateral finite elements: A correction. Calcolo, 37(4):253--254, 2000], while the new nonparametric DSSY elements require only four degrees of freedom. The design of new elements is based on the decomposition of a bilinear transform into a simple bilinear map followed by a suitable affine map. Numerical results are presented to compare the new elements with the parametric DSSY element.

Sihwan Kim, Jaeryun Yim, Dongwoo Sheen

We introduce two pairs of stable cheapest nonconforming finite element space pairs to approximate the Stokes equations. One pair has each component of its velocity field to be approximated by the $P_1$ nonconforming quadrilateral element while the pressure field is approximated by the piecewise constant function with globally two-dimensional subspaces removed: one removed space is due to the integral mean--zero property and the other space consists of global checker--board patterns. The other pair consists of the velocity space as the $P_1$ nonconforming quadrilateral element enriched by a globally one--dimensional macro bubble function space based on $DSSY$ (Douglas-Santos-Sheen-Ye) nonconforming finite element space; the pressure field is approximated by the piecewise constant function with mean--zero space eliminated. We show that two element pairs satisfy the discrete inf-sup condition uniformly. And we investigate the relationship between them. Several numerical examples are shown to confirm the efficiency and reliability of the proposed methods.

Zhaoliang Meng, Zhongxuan Luo, Dongwoo Sheen et al.

In this paper, we will give convergence analysis for a family of 14-node elements which was proposed by I. M. Smith and D. J. Kidger in 1992. The 14 DOFs are taken as the value at the eight vertices and six face-centroids. For second-order elliptic problem, we will show that among all the Smith-Kidger 14-node elements, Type 1, Type 2 and type 5 elements can get the optimal convergence order and Type 6 get lower convergence order. Motivated by the proof, we also present a new 14-node nonconforming element. If we change the DOFs into the value at the eight vertices and the integration value of six faces, we show that Type 1, Type 2 and Type 5 keep the optimal convergence order and Type 6 element improve one order accuracy which means that it also get optimal convergence order.

Jinwoo Lee, Dongwoo Sheen

In order to solve backward parabolic problems F. John [{\it Comm. Pure. Appl. Math.} (1960)] introduced the two constraints "$\|u(T)\|\le M$" and $\|u(0) - g \| \le δ$ where $u(t)$ satisfies the backward heat equation for $t\in(0,T)$ with the initial data $u(0).$ The {\it slow-evolution-from-the-continuation-boundary} (SECB) constraint has been introduced by A. Carasso in [{\it SIAM J. Numer. Anal.} (1994)] to attain continuous dependence on data for backward parabolic problems even at the continuation boundary $t=T$. The additional "SECB constraint" guarantees a significant improvement in stability up to $t=T.$ In this paper we prove that the same type of stability can be obtained by using only two constraints among the three. More precisely, we show that the a priori boundedness condition $\|u(T)\|\le M$ is redundant. This implies that the Carasso's SECB condition can be used to replace the a priori boundedness condition of F. John with an improved stability estimate. Also a new class of regularized solutions is introduced for backward parabolic problems with an SECB constraint. The new regularized solutions are optimally stable and we also provide a constructive scheme to compute. Finally numerical examples are provided.

Roktaek Lim, Dongwoo Sheen

A cheapest stable nonconforming finite element method is presented for solving the incompressible flow in a square cavity without smoothing the corner singularities. The stable cheapest nonconforming finite element pair based on $P_1\times \widetilde{{\mathcal P}_{c}^h}$ on rectangular meshes \cite{stab-cheapest} is employed with a minimal modification for the discontinuous Dirichlet data on the top boundary, where $\widetilde{{\mathcal P}_{c}^h}$ is the finite element space of piecewise constant pressures with the globally one-dimensional checker-board pattern subspace eliminated. The proposed Stokes elements have least number of degrees of freedom compared to those of known stable Stokes elements. Three accuracy indications for our elements are analyzed and numerically verified. Also, various numerous computational results obtained by using our proposed element show excellent accuracy.

Anxiao Yu, Bangmin Wu, Zhengbang Zha et al.

The Monge-Ampère equation is a fundamental fully nonlinear elliptic partial differential equation that finds extensive applications across multiple disciplines. This study proposes a novel physics-informed neural network integrated with attention feature expansion (PINN-AFE) for its numerical solution. A multi-head attention enhanced feature pool is constructed to enable adaptive nonlinear feature representation, and input convex neural networks are adopted to impose strict convexity of solutions with rigorous theoretical guarantees. Meanwhile, a dynamically weighted loss function combined with hybrid optimization is formulated to accelerate training convergence. Comprehensive numerical experiments validate the accuracy and computational efficiency of the developed framework. The PINN-AFE paradigm is further extended to image processing tasks, delivering high-quality and physically consistent results in both image enhancement and medical image registration scenarios.

Bangti Jin, Raytcho Lazarov, Dongwoo Sheen et al.

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in some physical problems, whose solution decays only logarithmically as the time $t$ tends to infinity. We develop a space semidiscrete scheme based on the standard Galerkin finite element method, and establish error estimates optimal with respect to data regularity in $L^2(D)$ and $H^1(D)$ norms for both smooth and nonsmooth initial data. Further, we propose two fully discrete schemes, based on the Laplace transform and convolution quadrature generated by the backward Euler method, respectively, and provide optimal convergence rates in the $L^2(D)$ norm, which exhibits exponential convergence and first-order convergence in time, respectively. Extensive numerical experiments are provided to verify the error estimates for both smooth and nonsmooth initial data, and to examine the asymptotic behavior of the solution.