Elliptic Bellman equations with coefficients independent of the variable x are considered. Error bounds for certain types of finite-difference schemes are obtained. These estimates are sharper than the earlier results in Krylov's article of 1997.

The logarithmic nonlinearity has been used in many partial differential equations (PDEs) for modeling problems in various applications. Due to the singularity of the logarithmic function, it introduces tremendous difficulties in establishing mathematical theories, as well as in designing and analyzing numerical methods for PDEs with such nonlinearity. Here, we take the logarithmic Schrödinger equation (LogSE) as a prototype model. Instead of regularizing f(ρ)=lnρ in the LogSE directly and globally as being done in the literature, we propose a local energy regularization (LER) for the LogSE by first regularizing F(ρ)=ρlnρ−ρ locally near ρ=0+ with a polynomial approximation in the energy functional of the LogSE and then obtaining an energy regularized logarithmic Schrödinger equation (ERLogSE) via energy variation. Linear convergence is established between the solutions of ERLogSE and LogSE in terms of a small regularization parameter 0<ε≪1. Moreover, the conserved energy of the ERLogSE converges to that of LogSE quadratically, which significantly improves the linear convergence rate of the regularization method in the literature. Error estimates are also presented for solving the ERLogSE by using Lie–Trotter splitting integrators. Numerical results are reported to confirm our error estimates of the LER and of the time-splitting integrators for the ERLogSE. Finally, our results suggest that the LER performs better than regularizing the logarithmic nonlinearity in the LogSE directly.

In this paper, we develop a mass conservative multiscale method for coupled flow and transport in heterogeneous porous media. We consider a coupled system consisting of a convection-dominated transport equation and a flow equation. We construct a coarse grid solver based on the Generalized Multiscale Finite Element Method (GMsFEM) for a coupled system. In particular, multiscale basis functions are constructed based on some snapshot spaces for the pressure and the concentration equations and some local spectral decompositions in the snapshot spaces. The resulting approach uses a few multiscale basis functions in each coarse block (for both the pressure and the concentration) to solve the coupled system. We use the mixed framework, which allows mass conservation. Our main contributions are:(1) the development of a mass conservative GMsFEM for the coupled flow and transport;(2) the development of a robust multiscale method for convection-dominated transport problems by choosing appropriate test and trial spaces within Petrov-Galerkin mixed formulation. We present numerical results and consider several heterogeneous permeability fields. Our numerical results show that with only a few basis functions per coarse block, we can achieve a good approximation. View Full-Text

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In this paper, we develop an adaptive generalized multiscale discontinuous Galerkin method (GMsDGM) for a class of high-contrast flow problems and derive a priori and a posteriori error estimates for the method. Based on the a posteriori error estimator, we develop an adaptive enrichment algorithm for our GMsDGM and prove its convergence. The adaptive enrichment algorithm gives an automatic way to enrich the approximation space in regions where the solution requires more basis functions, which are shown to perform well compared with a uniform enrichment. We also discuss an approach that adaptively selects multiscale basis functions by correlating the residual to multiscale basis functions (cf. [S. S. Chen, D. L. Donoho, and M. A. Saunders, <i>SIAM Rev.</i>, 43 (2001), pp. 129--159]). The proposed error indicators are L_2-based and can be inexpensively computed, which makes our approach efficient