Numerical solution of an elliptic 3-dimensional Cauchy problem by the alternating method and boundary integral equations

We consider the Cauchy problem for the Laplace equation in 3-dimensional doubly-connected domains, that is the reconstruction of a harmonic function from knowledge of the function values and normal derivative on the outer of two closed boundary surfaces. We employ the alternating iterative method, which is a regularizing procedure for the stable determination of the solution. In each iteration step, mixed boundary value problems are solved. The solution to each mixed problem is represented as a sum of two single-layer potentials giving two unknown densities (one for each of the two boundary surfaces) to determine; matching the given boundary data gives a system of boundary integral equations to be solved for the densities. For the discretisation, Weinert's method [24] is employed, which generates a Galerkin-type procedure for the numerical solution via rewriting the boundary integrals over the unit sphere and expanding the densities in terms of spherical harmonics. Numerical results are included as well.

Numerical modelling of dispersion managed soliton transmission

This thesis presents the results of numerical modelling of the propagation of dispersion managed solitons. The theory of optical pulse propagation in single mode optical fibre is introduced specifically looking at the use of optical solitons for fibre communications. The numerical technique used to solve the nonlinear Schrödinger equation is also introduced. The recent developments in the use of dispersion managed solitons are reviewed before the numerical results are presented. The work in this thesis covers two main areas; (i) the use of a saturable absorber to control the propagation of dispersion managed solutions and (ii) the upgrade of the installed standard fibre network to higher data rates through the use of solitons and dispersion management. Saturable absorbe can be used to suppress the build up of noise and dispersive radiation in soliton transmission lines. The use of saturable absorbers in conjunction with dispersion management has been investigated both as a single pulse and for the transmission of a 10Gbit/s data pattern. It is found that this system supports a new regime of stable soliton pulses with significantly increased powers. The upgrade of the installed standard fibre network to higher data rates through the use of fibre amplifiers and dispersion management is of increasing interest. In this thesis the propagation of data at both 10Gbit/s and 40Gbit/s is studied. Propagation over transoceanic distances is shown to be possible for 10Gbit/s transmission and for more than 2000km at 40Gbit/s. The contribution of dispersion managed solitons in the future of optical communications is discussed in the thesis conclusions.

Mathematical and numerical modelling of dispersion-managed solitons, autosolitons and self-similar optical pulses

This thesis presents theoretical investigation of three topics concerned with nonlinear optical pulse propagation in optical fibres. The techniques used are mathematical analysis and numerical modelling. Firstly, dispersion-managed (DM) solitons in fibre lines employing a weak dispersion map are analysed by means of a perturbation approach. In the case of small dispersion map strengths the average pulse dynamics is described by a perturbation approach (NLS) equation. Applying a perturbation theory, based on the Inverse Scattering Transform method, an analytic expression for the envelope of the DM soliton is derived. This expression correctly predicts the power enhancement arising from the dispersion management.Secondly, autosoliton transmission in DM fibre systems with periodical in-line deployment of nonlinear optical loop mirrors (NOLMs) is investigated. The use of in-line NOLMs is addressed as a general technique for all-optical passive 2R regeneration of return-to-zero data in high speed transmission system with strong dispersion management. By system optimisation, the feasibility of ultra-long single-channel and wavelength-division multiplexed data transmission at bit-rates ³ 40 Gbit s-1 in standard fibre-based systems is demonstrated. The tolerance limits of the results are defined.Thirdly, solutions of the NLS equation with gain and normal dispersion, that describes optical pulse propagation in an amplifying medium, are examined. A self-similar parabolic solution in the energy-containing core of the pulse is matched through Painlevé functions to the linear low-amplitude tails. The analysis provides a full description of the features of high-power pulses generated in an amplifying medium.

The steady performance of a porous and compliant aerostatic thrust bearing

Recent developments in aerostatic thrust bearings have included: (a) the porous aerostatic thrust bearing containing a porous pad and (b) the inherently compensated compliant surface aerostatic thrust bearing containing a thin elastomer layer. Both these developments have been reported to improve the bearing load capacity compared to conventional aerostatic thrust bearings with rigid surfaces. This development is carried one stage further in a porous and compliant aerostatic thrust bearing incorporating both a porous pad and an opposing compliant surface. The thin elastomer layer forming the compliant surface is bonded to a rigid backing and is of a soft rubber like material. Such a bearing is studied experimentally and theoretically under steady state operating conditions. A mathematical model is presented to predict the bearing performance. In this model is a simplified solution to the elasticity equations for deflections of the compliant surface. Account is also taken of deflections in the porous pad due to the pressure difference across its thickness. The lubrication equations for flow in the porous pad and bearing clearance are solved by numerical finite difference methods. An iteration procedure is used to couple deflections of the compliant surface and porous pad with solutions to the lubrication equations. Comparisons between experimental results and theoretically predicted bearing performance are in good agreement. However these results show that the porous and compliant aerostatic thrust bearing performance is lower than that of a porous aerostatic thrust bearing with a rigid surface in place of the compliant surface. This discovery is accounted to the recess formed in the bearing clearance by deflections of the compliant surface and its effect on flow through the porous pad.

On the theory of self-similar parabolic optical pulses

Self-similar optical pulses (or “similaritons”) of parabolic intensity profile can be found as asymptotic solutions of the nonlinear Schr¨odinger equation in a gain medium such as a fiber amplifier or laser resonator. These solutions represent a wide-ranging significance example of dissipative nonlinear structures in optics. Here, we address some issues related to the formation and evolution of parabolic pulses in a fiber gain medium by means of semi-analytic approaches. In particular, the effect of the third-order dispersion on the structure of the asymptotic solution is examined. Our analysis is based on the resolution of ordinary differential equations, which enable us to describe the main properties of the pulse propagation and structural characteristics observable through direct numerical simulations of the basic partial differential equation model with sufficient accuracy.

A method of fundamental solutions for two-dimensional heat conduction

We investigate an application of the method of fundamental solutions (MFS) to heat conduction in two-dimensional bodies, where the thermal diffusivity is piecewise constant. We extend the MFS proposed in Johansson and Lesnic [A method of fundamental solutions for transient heat conduction, Eng. Anal. Bound. Elem. 32 (2008), pp. 697–703] for one-dimensional heat conduction with the sources placed outside the space domain of interest, to the two-dimensional setting. Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate results can be obtained efficiently with small computational cost.

A method of fundamental solutions for the one-dimensional inverse Stefan problem

We investigate an application of the method of fundamental solutions (MFS) to the one-dimensional inverse Stefan problem for the heat equation by extending the MFS proposed in [5] for the one-dimensional direct Stefan problem. The sources are placed outside the space domain of interest and in the time interval (-T, T). Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate and stable results can be obtained efficiently with small computational cost.

A method of fundamental solutions for transient heat conduction

In this paper we investigate an application of the method of fundamental solutions (MFS) to transient heat conduction. In almost all of the previously proposed MFS for time-dependent heat conduction the fictitious sources are located outside the time-interval of interest. In our case, however, these sources are instead placed outside the space domain of interest in the same manner as is done for stationary heat conduction. A denseness result for this method is discussed and the method is numerically tested showing that accurate numerical results can be obtained. Furthermore, a test example with boundary singularities shows that it is advisable to remove such singularities before applying the MFS.

On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach

We investigate the problem of determining the stationary temperature field on an inclusion from given Cauchy data on an accessible exterior boundary. On this accessible part the temperature (or the heat flux) is known, and, additionally, on a portion of this exterior boundary the heat flux (or temperature) is also given. We propose a direct boundary integral approach in combination with Tikhonov regularization for the stable determination of the temperature and flux on the inclusion. To determine these quantities on the inclusion, boundary integral equations are derived using Green’s functions, and properties of these equations are shown in an L2-setting. An effective way of discretizing these boundary integral equations based on the Nystr¨om method and trigonometric approximations, is outlined. Numerical examples are included, both with exact and noisy data, showing that accurate approximations can be obtained with small computational effort, and the accuracy is increasing with the length of the portion of the boundary where the additionally data is given.

A comparative study on applying the method of fundamental solutions to the backward heat conduction problem

We investigate an application of the method of fundamental solutions (MFS) to the backward heat conduction problem (BHCP). We extend the MFS in Johansson and Lesnic (2008) [5] and Johansson et al. (in press) [6] proposed for one and two-dimensional direct heat conduction problems, respectively, with the sources placed outside the space domain of interest. Theoretical properties of the method, as well as numerical investigations, are included, showing that accurate and stable results can be obtained efficiently with small computational cost.

On the numerical solution of a Cauchy problem in an elastostatic half-plane with a bounded inclusion

We propose an iterative procedure for the inverse problem of determining the displacement vector on the boundary of a bounded planar inclusion given the displacement and stress fields on an infinite (planar) line-segment. At each iteration step mixed boundary value problems in an elastostatic half-plane containing the bounded inclusion are solved. For efficient numerical implementation of the procedure these mixed problems are reduced to integral equations over the bounded inclusion. Well-posedness and numerical solution of these boundary integral equations are presented, and a proof of convergence of the procedure for the inverse problem to the original solution is given. Numerical investigations are presented both for the direct and inverse problems, and these results show in particular that the displacement vector on the boundary of the inclusion can be found in an accurate and stable way with small computational cost.

A variational method and approximations of a Cauchy problem for elliptic equations

A Cauchy problem for general elliptic second-order linear partial differential equations in which the Dirichlet data in H½(?1 ? ?3) is assumed available on a larger part of the boundary ? of the bounded domain O than the boundary portion ?1 on which the Neumann data is prescribed, is investigated using a conjugate gradient method. We obtain an approximation to the solution of the Cauchy problem by minimizing a certain discrete functional and interpolating using the finite diference or boundary element method. The minimization involves solving equations obtained by discretising mixed boundary value problems for the same operator and its adjoint. It is proved that the solution of the discretised optimization problem converges to the continuous one, as the mesh size tends to zero. Numerical results are presented and discussed.

A method of fundamental solutions for transient heat conduction in layered materials

In this paper we investigate an application of the method of fundamental solutions (MFS) to transient heat conduction in layered materials, where the thermal diffusivity is piecewise constant. Recently, in Johansson and Lesnic [A method of fundamental solutions for transient heat conduction. Eng Anal Boundary Elem 2008;32:697–703], a MFS was proposed with the sources placed outside the space domain of interest, and we extend that technique to numerically approximate the heat flow in layered materials. Theoretical properties of the method, as well as numerical investigations are included.

The method of fundamental solutions for free surface Stefan problems

In this paper, free surface problems of Stefan-type for the parabolic heat equation are investigated using the method of fundamental solutions. The additional measurement necessary to determine the free surface could be a boundary temperature, a heat flux or an energy measurement. Both one- and two-phase flows are investigated. Numerical results are presented and discussed.