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William McLean

Publications and source records attributed to William McLean.

22 records · Page 2Linked to original sources

Solving parabolic equations on the unit sphere via Laplace transforms and radial basis functions

We propose a method to construct numerical solutions of parabolic equations on the unit sphere. The time discretization uses Laplace transforms and quadrature. The spatial approximation of the solution employs radial basis functions restricted to the sphere. The method allows us to construct high accuracy numerical solutions in parallel. We establish $L_2$ error estimates for smooth and nonsmooth initial data, and describe some numerical experiments.

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Superconvergence of a discontinuous Galerkin method for fractional diffusion and wave equations

We consider an initial-boundary value problem for $\partial_tu-\partial_t^{-α}\nabla^2u=f(t)$, that is, for a fractional diffusion ($-1<α<0$) or wave ($0<α<1$) equation. A numerical solution is found by applying a piecewise-linear, discontinuous Galerkin method in time combined with a piecewise-linear, conforming finite element method in space. The time mesh is graded appropriately near $t=0$, but the spatial mesh is quasiuniform. Previously, we proved that the error, measured in the spatial $L_2$-norm, is of order $k^{2+α_-}+h^2\ell(k)$, uniformly in $t$, where $k$ is the maximum time step, $h$ is the maximum diameter of the spatial finite elements, $α_-=\min(α,0)\le0$ and $\ell(k)=\max(1,|\log k|)$. Here, we generalize a known result for the classical heat equation (i.e., the case $α=0$) by showing that at each time level $t_n$ the solution is superconvergent with respect to $k$: the error is of order $(k^{3+2α_-}+h^2)\ell(k)$. Moreover, a simple postprocessing step employing Lagrange interpolation yields a superconvergent approximation for any $t$. Numerical experiments indicate that our theoretical error bound is pessimistic if $α<0$. Ignoring logarithmic factors, we observe that the error in the DG solution at $t=t_n$, and after postprocessing at all $t$, is of order $k^{3+α_-}+h^2$.

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Fast summation by interval clustering for an evolution equation with memory

We solve a fractional diffusion equation using a piecewise-constant, discontinuous Galerkin method in time combined with a continuous, piecewise-linear finite element method in space. If there are $N$ time levels and $M$ spatial degrees of freedom, then a direct implementation of this method requires $O(N^2M)$ operations and $O(NM)$ active memory locations, owing to the presence of a memory term: at each time step, the discrete evolution equation involves a sum over \emph{all} previous time levels. We show how the computational cost can be reduced to $O(MN\log N)$ operations and $O(M\log N)$ active memory locations.

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Iterative methods for shifted positive definite linear systems and time discretization of the heat equation

In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In application to a spatially semidiscrete finite element version of the parabolic problem, at each quadrature point one then needs to solve a linear algebraic system having a positive definite matrix with a complex shift, and in this paper we study iterative methods for such systems. We first consider the basic and a preconditioned version of the Richardson algorithm, and then a conjugate gradient method as well as a preconditioned version thereof.

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