Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods applied to boundary value problems for the positive definite Helmholtz-type problem -DeltaU + alpha U-2 = 0 in a bounded or unbounded domain, with the parameter alpha real and possibly large. Applications arise in the implementation of space-time boundary integral methods for the heat equation, where alpha is proportional to 1/root deltat, and deltat is the time step. The corresponding layer potentials arising from this problem depend nonlinearly on the parameter alpha and have kernels which become highly peaked as alpha --> infinity, causing standard discretization schemes to fail. We propose a new collocation method with a robust convergence rate as alpha --> infinity. Numerical experiments on a model problem verify the theoretical results.

Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.

Intracellular or intercellular localization of the polar pathway of penetration across stratum corneum

A pharmacokinetic hypothesis of stratum corneum with two parallel pathways, lipophilic and porous hydrophilic, is not well documented yet. Still questionable is the localization of the pores, and the present experiments were designed to elucidate the contribution of extracellular lipids and intracellular keratin to the structure of this pathway. Percutaneous penetration of baclofen, a model zwitterion, was studied in vitro using human cadaver skin. Aqueous or ethanolic saturated solutions of the drug (Cs = 4.6 and 0.4 mg/ mL, respectively) were applied on the skin that was pretreated with: methanol/chloroform (Me/Ch) or acetone-chloroform (Ac/Ch) (1:1) mixtures, or with these solvents followed by 0.2% solution of sodium lauryl sulfate (SLS). As controls, baclofen penetration through the intact full-thickness skin was determined, and the fluxes were 0.18 ±0.08 and 0.14 ±0.07 µg/cm2/h for aqueous and ethanolic solutions, respectively. When Me/Ch was used for 1 h, an expected increase of the penetration was observed, but the lag time, Tlag, was still nearly 20 h. When the less polar mixture, Ac/Ch, was used, no flux enhancement was observed, and with ethanol as the vehicle, decreased penetration was even noted. No effect on baclofen penetration was observed when SLS was used for 1 h after delipidization of the skin was done with either the Me/Ch or Ac/Ch mixture. The results suggest that the polar pathway may be located intercellularly and comprises aqueous regions surrounded by polar lipids, which create the walls of such microchannels.

Regularization techniques for ill-posed inverse problems in data assimilation

Optimal state estimation from given observations of a dynamical system by data assimilation is generally an ill-posed inverse problem. In order to solve the problem, a standard Tikhonov, or L2, regularization is used, based on certain statistical assumptions on the errors in the data. The regularization term constrains the estimate of the state to remain close to a prior estimate. In the presence of model error, this approach does not capture the initial state of the system accurately, as the initial state estimate is derived by minimizing the average error between the model predictions and the observations over a time window. Here we examine an alternative L1 regularization technique that has proved valuable in image processing. We show that for examples of flow with sharp fronts and shocks, the L1 regularization technique performs more accurately than standard L2 regularization.

L1-regularisation for ill-posed problems in variational data assimilation

We consider four-dimensional variational data assimilation (4DVar) and show that it can be interpreted as Tikhonov or L2-regularisation, a widely used method for solving ill-posed inverse problems. It is known from image restoration and geophysical problems that an alternative regularisation, namely L1-norm regularisation, recovers sharp edges better than L2-norm regularisation. We apply this idea to 4DVar for problems where shocks and model error are present and give two examples which show that L1-norm regularisation performs much better than the standard L2-norm regularisation in 4DVar.

Numerical Methods for Stiff Two-Point Boundary Value Problems

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. We give robust difference approximations and present error estimates for these schemes. In particular we give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems.

Iterative Methods for Equality-Constrained Least Squares Problems

We consider the linear equality-constrained least squares problem (LSE) of minimizing ${\|c - Gx\|}_2 $, subject to the constraint $Ex = p$. A preconditioned conjugate gradient method is applied to the Kuhn–Tucker equations associated with the LSE problem. We show that our method is well suited for structural optimization problems in reliability analysis and optimal design. Numerical tests are performed on an Alliant FX/8 multiprocessor and a Cray-X-MP using some practical structural analysis data.

On the numerical integration of a class of singular perturbation problems

A three-point difference scheme recently proposed in Ref. 1 for the numerical solution of a class of linear, singularly perturbed, two-point boundary-value problems is investigated. The scheme is derived from a first-order approximation to the original problem with a small deviating argument. It is shown here that, in the limit, as the deviating argument tends to zero, the difference scheme converges to a one-sided approximation to the original singularly perturbed equation in conservation form. The limiting scheme is shown to be stable on any uniform grid. Therefore, no advantage arises from using the deviating argument, and the most accurate and efficient results are obtained with the deviation at its zero limit.