This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for constructing high order interior penalty discontinuous Galerkin (IP-DG) methods for approximating viscosity solutions of these fully nonlinear PDEs. In order to capture discontinuities of the second order derivative $u_{xx}$ of the solution $u$, three independent functions $p_1$, $p_2$ and $p_3$ are introduced to represent numerical derivatives using various one-sided limits. The proposed DG framework, which is based on a nonstandard mixed formulation of the underlying PDE, embeds a nonlinear problem into a mostly linear system of equations where the nonlinearity has been modified to include multiple values of the second order derivative $u_{xx}$. The proposed framework extends a companion finite difference framework developed by the authors in [9] and allows for the approximation of fully nonlinear PDEs using high order polynomials and non-uniform meshes. In addition to the nonstandard mixed formulation setting, another main idea is to replace the fully nonlinear differential operator by a numerical operator which is consistent with the differential operator and satisfies certain monotonicity (called g-monotonicity) properties. To ensure such a g-monotonicity, the crux of the construction is to introduce the numerical moment, which plays a critical role in the proposed DG framework. The g-monotonicity gives the DG methods the ability to select the mathematically "correct" solution (i.e., the viscosity solution) among all possible solutions. Moreover, the g-monotonicity allows for the possible development of more efficient nonlinear solvers as the special nonlinearity of the algebraic systems can be explored to decouple the equations. This paper also presents and analyzes numerical results for several numerical test problems which are used to guage the accuracy and efficiency of the proposed DG methods.

In this paper, we study a composite preconditioner that combines the modified tangential frequency filtering decomposition with the ILU(0) factorization. Spectral property of the composite preconditioner is examined by the approach of Fourier analysis. We illustrate that condition number of the preconditioned matrix by the composite preconditioner is asymptotically bounded by $\mathcal{O}$($h^{-\frac23}_p$) on a standard model problem. Performance of the composite preconditioner is compared with other preconditioners on several problems arising from the discretization of PDEs with discontinuous coefficients. Numerical results show that performance of the proposed composite preconditioner is superior to other relative preconditioners.

In this paper we extend the idea of interpolated coefficients for a semilinear problem to the triangular finite volume element method. We first introduce triangular finite volume element method with interpolated coefficients for a boundary value problem of semilinear elliptic equation. We then derive convergence estimate in $H^1$-norm, $L^2$-norm and $L^∞$-norm, respectively. Finally an example is given to illustrate the effectiveness of the proposed method.

This paper is to study the convergence and superconvergence of rectangular finite elements under anisotropic meshes. By using of the orthogonal expansion method, an anisotropic Lagrange interpolation is presented. The family of Lagrange rectangular elements with all the possible shape function spaces are considered, which cover the Intermediate families, Tensor-product families and Serendipity families. It is shown that the anisotropic interpolation error estimates hold for any order Sobolev norm. We extend the convergence and superconvergence result of rectangular finite elements to arbitrary rectangular meshes in a unified way.

The fast solutions of Crank-Nicolson scheme on quasi-uniform mesh for parabolic problems are discussed. First, to decrease regularity requirements of solutions, some new error estimates are proved. Second, we analyze the two characteristics of parabolic discrete scheme, and find that the efficiency of Multigrid Method (MG) is greatly reduced. Numerical experiments compare the efficiency of Direct Conjugate Gradient Method (DCG) and Extrapolation Cascadic Multigrid Method (EXCMG). Last, we propose a Time-Extrapolation Algorithm (TEA), which takes a linear combination of previous several level solutions as good initial values to accelerate the rate of convergence. Some typical extrapolation formulas are compared numerically. And we find that under certain accuracy requirement, the CG iteration count for the 3-order and 7-level extrapolation formula is about 1/3 of that of DCG's. Since the TEA algorithm is independent of the space dimension, it is still valid for quasi-uniform meshes. As only the finest grid is needed, the proposed method is regarded very effective for nonlinear parabolic problems.

A weak Galerkin finite element method with stabilization term, which is symmetric, positive definite and parameter free, was proposed to solve parabolic equations by using weakly defined gradient operators over discontinuous functions. In this paper, we derive the optimal order error estimate in $L^2$ norm based on dual argument. Numerical experiment is conducted to confirm the theoretical results.

In this paper, we consider the linear elasticity problem based on the Hellinger-Reissner variational principle. An $\mathcal{O}(h^2)$ order superclose property for the stress and displacement and a global superconvergence result of the displacement are established by employing a Clément interpolation, an integral identity and appropriate postprocessing techniques.