A discontinuous-Galerkin-based immersed boundary method with non-homogeneous boundary conditions and its application to elasticity

We propose a discontinuous-Galerkin-based immersed boundary method for elasticity problems. The resulting numerical scheme does not require boundary fitting meshes and avoids boundary locking by switching the elements intersected by the boundary to a discontinuous Galerkin approximation. Special emphasis is placed on the construction of a method that retains an optimal convergence rate in the presence of non-homogeneous essential and natural boundary conditions. The role of each one of the approximations introduced is illustrated by analyzing an analog problem in one spatial dimension. Finally, extensive two- and three-dimensional numerical experiments on linear and nonlinear elasticity problems verify that the proposed method leads to optimal convergence rates under combinations of essential and natural boundary conditions. (C) 2009 Elsevier B.V. All rights reserved.

Continuity of the dynamics in a localized large diffusion problem with nonlinear boundary conditions

This paper is concerned with singular perturbations in parabolic problems subjected to nonlinear Neumann boundary conditions. We consider the case for which the diffusion coefficient blows up in a subregion Omega(0) which is interior to the physical domain Omega subset of R(n). We prove, under natural assumptions, that the associated attractors behave continuously as the diffusion coefficient blows up locally uniformly in Omega(0) and converges uniformly to a continuous and positive function in Omega(1) = (Omega) over bar\Omega(0). (C) 2009 Elsevier Inc. All rights reserved.

Positive solutions for a fourth order equation with nonlinear boundary conditions

Existence of positive solutions for a fourth order equation with nonlinear boundary conditions, which models deformations of beams on elastic supports, is considered using fixed points theorems in cones of ordered Banach spaces. Iterative and numerical solutions are also considered. (C) 2010 IMACS. Published by Elsevier B.V. All rights reserved.

Monotone positive solutions for a fourth order equation with nonlinear boundary conditions

This work is concerned with the existence of monotone positive solutions for a class of beam equations with nonlinear boundary conditions. The results are obtained by using the monotone iteration method and they extend early works on beams with null boundary conditions. Numerical simulations are also presented. (C) 2009 Elsevier Ltd. All rights reserved.

CONSTRUCTING QUANTUM OBSERVABLES AND SELF-ADJOINT EXTENSIONS OF SYMMETRIC OPERATORS. III. SELF-ADJOINT BOUNDARY CONDITIONS

This paper completes the review of the theory of self-adjoint extensions of symmetric operators for physicists as a basis for constructing quantum-mechanical observables. It contains a comparative presentation of the well-known methods and a newly proposed method for constructing ordinary self-adjoint differential operators associated with self-adjoint differential expressions in terms of self-adjoint boundary conditions. The new method has the advantage that it does not require explicitly evaluating deficient subspaces and deficiency indices (these latter are determined in passing) and that boundary conditions are of explicit character irrespective of the singularity of a differential expression. General assertions and constructions are illustrated by examples of well-known quantum-mechanical operators like momentum and Hamiltonian.

A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

GENERICITY OF NONDEGENERATE GEODESICS WITH GENERAL BOUNDARY CONDITIONS

Let M be a possibly noncompact manifold. We prove, generically in the C(k)-topology (2 <= k <= infinity), that semi-Riemannian metrics of a given index on M do not possess any degenerate geodesics satisfying suitable boundary conditions. This extends a result of L. Biliotti, M. A. Javaloyes and P. Piccione [6] for geodesics with fixed endpoints to the case where endpoints lie on a compact submanifold P subset of M x M that satisfies an admissibility condition. Such condition holds, for example, when P is transversal to the diagonal Delta subset of M x M. Further aspects of these boundary conditions are discussed and general conditions under which metrics without degenerate geodesics are C(k)-generic are given.

Boundary and internal conditions for adjoint fluid-flow problems

The ever-increasing robustness and reliability of flow-simulation methods have consolidated CFD as a major tool in virtually all branches of fluid mechanics. Traditionally, those methods have played a crucial role in the analysis of flow physics. In more recent years, though, the subject has broadened considerably, with the development of optimization and inverse design applications. Since then, the search for efficient ways to evaluate flow-sensitivity gradients has received the attention of numerous researchers. In this scenario, the adjoint method has emerged as, quite possibly, the most powerful tool for the job, which heightens the need for a clear understanding of its conceptual basis. Yet, some of its underlying aspects are still subject to debate in the literature, despite all the research that has been carried out on the method. Such is the case with the adjoint boundary and internal conditions, in particular. The present work aims to shed more light on that topic, with emphasis on the need for an internal shock condition. By following the path of previous authors, the quasi-1D Euler problem is used as a vehicle to explore those concepts. The results clearly indicate that the behavior of the adjoint solution through a shock wave ultimately depends upon the nature of the objective functional.

Iterative strong coupling of dimensionally heterogeneous models

In this article we address decomposition strategies especially tailored to perform strong coupling of dimensionally heterogeneous models, under the hypothesis that one wants to solve each submodel separately and implement the interaction between subdomains by boundary conditions alone. The novel methodology takes full advantage of the small number of interface unknowns in this kind of problems. Existing algorithms can be viewed as variants of the `natural` staggered algorithm in which each domain transfers function values to the other, and receives fluxes (or forces), and vice versa. This natural algorithm is known as Dirichlet-to-Neumann in the Domain Decomposition literature. Essentially, we propose a framework in which this algorithm is equivalent to applying Gauss-Seidel iterations to a suitably defined (linear or nonlinear) system of equations. It is then immediate to switch to other iterative solvers such as GMRES or other Krylov-based method. which we assess through numerical experiments showing the significant gain that can be achieved. indeed. the benefit is that an extremely flexible, automatic coupling strategy can be developed, which in addition leads to iterative procedures that are parameter-free and rapidly converging. Further, in linear problems they have the finite termination property. Copyright (C) 2009 John Wiley & Sons, Ltd.

A discontinuous-Galerkin-based immersed boundary method

A numerical method to approximate partial differential equations on meshes that do not conform to the domain boundaries is introduced. The proposed method is conceptually simple and free of user-defined parameters. Starting with a conforming finite element mesh, the key ingredient is to switch those elements intersected by the Dirichlet boundary to a discontinuous-Galerkin approximation and impose the Dirichlet boundary conditions strongly. By virtue of relaxing the continuity constraint at those elements. boundary locking is avoided and optimal-order convergence is achieved. This is shown through numerical experiments in reaction-diffusion problems. Copyright (c) 2008 John Wiley & Sons, Ltd.

Cascades of Hopf bifurcations from boundary delay

We consider a 1-dimensional reaction-diffusion equation with nonlinear boundary conditions of logistic type with delay. We deal with non-negative solutions and analyze the stability behavior of its unique positive equilibrium solution, which is given by the constant function u equivalent to 1. We show that if the delay is small, this equilibrium solution is asymptotically stable, similar as in the case without delay. We also show that, as the delay goes to infinity, this equilibrium becomes unstable and undergoes a cascade of Hopf bifurcations. The structure of this cascade will depend on the parameters appearing in the equation. This equation shows some dynamical behavior that differs from the case where the nonlinearity with delay is in the interior of the domain. (C) 2009 Elsevier Inc. All rights reserved.

ON THE SUPERCRITICALITY OF THE FIRST HOPF BIFURCATION IN A DELAY BOUNDARY PROBLEM

The goal of this paper is to analyze the character of the first Hopf bifurcation (subcritical versus supercritical) that appears in a one-dimensional reaction-diffusion equation with nonlinear boundary conditions of logistic type with delay. We showed in the previous work [Arrieta et al., 2010] that if the delay is small, the unique non-negative equilibrium solution is asymptotically stable. We also showed that, as the delay increases and crosses certain critical value, this equilibrium becomes unstable and undergoes a Hopf bifurcation. This bifurcation is the first one of a cascade occurring as the delay goes to infinity. The structure of this cascade will depend on the parameters appearing in the equation. In this paper, we show that the first bifurcation that occurs is supercritical, that is, when the parameter is bigger than the delay bifurcation value, stable periodic orbits branch off from the constant equilibrium.

FORCED CONVECTION TO LAMINAR FLOW OF LIQUID EGG YOLK IN CIRCULAR AND ANNULAR DUCTS

The steady-state heat transfer in laminar flow of liquid egg yolk - an important pseudoplastic fluid food - in circular and concentric annular ducts was experimentally investigated. The average convection heat transfer coefficients, determined by measuring temperatures before and after heating sections with constant temperatures at the tube wall, were used to obtain simple new empirical expressions to estimate the Nusselt numbers for fully established flows at the thermal entrance of the considered geometries. The comparisons with existing correlations for Newtonian and non-Newtonian fluids resulted in excellent agreement. The main contribution of this work is to supply practical and easily applicable correlations, which are, especially for the case of annulus, rather scarce and extensively required in the design of heat transfer operations dealing with similar shear-thinning products. In addition, the experimental results may support existing theoretical analyses.

South Atlantic Ocean cyclogenesis climatology simulated by regional climate model (RegCM3)

A detailed climatology of the cyclogenesis over the Southern Atlantic Ocean (SAO) from 1990 to 1999 and how it is simulated by the RegCM3 (Regional Climate Model) is presented here. The simulation used as initial and boundary conditions the National Centers for Environmental Prediction-Department of Energy (NCEP/DOE) reanalysis. The cyclones were identified with an automatic scheme that searches for cyclonic relative vorticity (zeta(10)) obtained from a 10-m height wind field. All the systems with zeta(10) a parts per thousand currency sign -1.5 x 10(-5) s(-1) and lifetime equal or larger than 24 h were considered in the climatology. Over SAO, in 10 years were detected 2,760 and 2,787 cyclogeneses in the simulation and NCEP, respectively, with an annual mean of 276.0 +/- A 11.2 and 278.7 +/- A 11.1. This result suggests that the RegCM3 has a good skill to simulate the cyclogenesis climatology. However, the larger model underestimations (-9.8%) are found for the initially stronger systems (zeta(10) a parts per thousand currency sign -2.5 x 10(-5) s(-1)). It was noted that over the SAO the annual cycle of the cyclogenesis depends of its initial intensity. Considering the systems initiate with zeta(10) a parts per thousand currency sign -1.5 x 10(-5) s(-1), the annual cycle is not well defined and the higher frequency occurs in the autumn (summer) in the NCEP (RegCM3). The stronger systems (zeta(10) a parts per thousand currency sign -2.5 x 10(-5) s(-1)) have a well-characterized high frequency of cyclogenesis during the winter in both NCEP and RegCM3. This work confirms the existence of three cyclogenetic regions in the west sector of the SAO, near the South America east coast and shows that RegCM3 is able to reproduce the main features of these cyclogenetic areas.

Climatic simulations of the eastern Andes low-level jet and its dependency on convective parameterizations

The South American low level jet (SALLJ) of the Eastern Andes is investigated with Regional Climate Model version 3 (RegCM3) simulations during the 2002-2003 austral summer using two convective parameterizations (Grell and Emanuel). The simulated SALLJ is compared with the special observations of SALLJEX (SALLJ Experiment). Both the Grell and Emanuel schemes adequately simulate the low level flow over South America. However, there are some intensity differences. Due to the larger (smaller) convective activity, the Emanuel (Grell) scheme simulates more intense (weaker) low level wind than analysis in the tropics and subtropics. The objectives criteria of Sugahara (SJ) and Bonner (BJ) were used for LLJ identification. When applied to the observations, both criteria suggest a larger frequency of the SALLJ in Santa Cruz, followed by Mariscal, Trinidad and Asuncin. In Mariscal and Asuncin, the diurnal cycle indicates that SJ occurs mainly at 12 UTCs (morning), while the BJ criterion presents the SALLJ as more homogenously distributed. The concentration into two of the four-times-a-day observations does not allow conclusions about the diurnal cycle in Santa Cruz and Trinidad. The simulated wind profiles result in a lower than observed frequency of SALLJ using both the SJ and BJ criteria, with fewer events obtained with the BJ. Due to the stronger simulated winds, the Emanuel scheme produces an equal or greater relative frequency of SALLJ than the Grell scheme. However, the Grell scheme using the SJ criterion simulates the SALLJ diurnal cycle closer to the observed one. Although some discrepancies between observed and simulated mean vertical profiles of the horizontal wind are noted, there is large agreement between the composites of the vertical structure of the SALLJ, especially when the SJ criterion is used with the Grell scheme. On an intraseasonal scale, a larger southward displacement of SALLJ in February and December when compared with January has been noted. The Grell and Emanuel schemes simulated this observed oscillation in the low-level flow. However, the spatial pattern and intensity of rainfall and circulation anomalies simulated by the Grell scheme are closer to the analyses than those obtained with the Emanuel scheme.