An alternating boundary integral based method for a Cauchy problem for the Laplace equation in semi-infinite regions

We consider a Cauchy problem for the Laplace equation in a two-dimensional semi-infinite region with a bounded inclusion, i.e. the region is the intersection between a half-plane and the exterior of a bounded closed curve contained in the half-plane. The Cauchy data are given on the unbounded part of the boundary of the region and the aim is to construct the solution on the boundary of the inclusion. In 1989, Kozlov and Maz'ya [10] proposed an alternating iterative method for solving Cauchy problems for general strongly elliptic and formally self-adjoint systems in bounded domains. We extend their approach to our setting and in each iteration step mixed boundary value problems for the Laplace equation in the semi-infinite region are solved. Well-posedness of these mixed problems are investigated and convergence of the alternating procedure is examined. For the numerical implementation an efficient boundary integral equation method is proposed, based on the indirect variant of the boundary integral equation approach. The mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing the feasibility of the proposed method.

An iterative method based on boundary integrals for elliptic Cauchy problems in semi-infinite domains

In this study, we investigate the problem of reconstruction of a stationary temperature field from given temperature and heat flux on a part of the boundary of a semi-infinite region containing an inclusion. This situation can be modelled as a Cauchy problem for the Laplace operator and it is an ill-posed problem in the sense of Hadamard. We propose and investigate a Landweber-Fridman type iterative method, which preserve the (stationary) heat operator, for the stable reconstruction of the temperature field on the boundary of the inclusion. In each iteration step, mixed boundary value problems for the Laplace operator are solved in the semi-infinite region. Well-posedness of these problems is investigated and convergence of the procedures is discussed. For the numerical implementation of these mixed problems an efficient boundary integral method is proposed which is based on the indirect variant of the boundary integral approach. Using this approach the mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing that stable and accurate reconstructions of the temperature field on the boundary of the inclusion can be obtained also in the case of noisy data. These results are compared with those obtained with the alternating iterative method.

Recovering boundary data in planar heat conduction using boundary integral equation method

We consider a Cauchy problem for the heat equation, where the temperature field is to be reconstructed from the temperature and heat flux given on a part of the boundary of the solution domain. We employ a Landweber type method proposed in [2], where a sequence of mixed well-posed problems are solved at each iteration step to obtain a stable approximation to the original Cauchy problem. We develop an efficient boundary integral equation method for the numerical solution of these mixed problems, based on the method of Rothe. Numerical examples are presented both with exact and noisy data, showing the efficiency and stability of the proposed procedure and approximations.

A variational method for identifying a spacewise-dependent heat source

The inverse problem of determining a spacewise-dependent heat source for the parabolic heat equation using the usual conditions of the direct problem and information from one supplementary temperature measurement at a given instant of time is studied. This spacewise-dependent temperature measurement ensures that this inverse problem has a unique solution, but the solution is unstable and hence the problem is ill-posed. We propose a variational conjugate gradient-type iterative algorithm for the stable reconstruction of the heat source based on a sequence of well-posed direct problems for the parabolic heat equation which are solved at each iteration step using the boundary element method. The instability is overcome by stopping the iterative procedure at the first iteration for which the discrepancy principle is satisfied. Numerical results are presented which have the input measured data perturbed by increasing amounts of random noise. The numerical results show that the proposed procedure yields stable and accurate numerical approximations after only a few iterations.

An iterative method for the reconstruction of a stationary flow

In this article, an iterative algorithm based on the Landweber-Fridman method in combination with the boundary element method is developed for solving a Cauchy problem in linear hydrostatics Stokes flow of a slow viscous fluid. This is an iteration scheme where mixed well-posed problems for the stationary generalized Stokes system and its adjoint are solved in an alternating way. A convergence proof of this procedure is included and an efficient stopping criterion is employed. The numerical results confirm that the iterative method produces a convergent and stable numerical solution. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007

A variational conjugate gradient method for determining the fluid velocity of a slow viscous flow

The problem considered is that of determining the fluid velocity for linear hydrostatics Stokes flow of slow viscous fluids from measured velocity and fluid stress force on a part of the boundary of a bounded domain. A variational conjugate gradient iterative procedure is proposed based on solving a series of mixed well-posed boundary value problems for the Stokes operator and its adjoint. In order to stabilize the Cauchy problem, the iterations are ceased according to an optimal order discrepancy principle stopping criterion. Numerical results obtained using the boundary element method confirm that the procedure produces a convergent and stable numerical solution.

An alternating method for the stationary Stokes system

An alternating procedure for solving a Cauchy problem for the stationary Stokes system is presented. A convergence proof of this procedure and numerical results are included.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Numerical implementation of low-PMD spun fibres with precomputed M(w) matrices

Poster With the use of the coarse-step method for simulating the phenomenon of PMD the fibre-twist as not included into the equations. This was an obstacle in representing low-PMD spun fibres numerially.

Structure of dysprosium and holmium phosphate glasses by the method of isomorphic substitution in neutron diffraction

The relative distribution of rare-earth ions R3+ (Dy3+ or Ho3+) in the phosphate glass RAl0.30P3.05O9.62 was measured by employing the method of isomorphic substitution in neutron diffraction and, by taking the role of Al into explicit account, a self-consistent model of the glass structure was developed. The glass network is found to be made from corner sharing PO4 tetrahedra in which there are, on average, 2.32(9) terminal oxygen atoms, OT, at 1.50(1) Å and 1.68(9) bridging oxygen atoms, OB, at 1.60(1) Å. The network modifying R3+ ions bind to an average of 6.7(1) OT and are distributed such that 7.9(7) R–R nearest neighbours reside at 5.62(6) Å. The Al3+ ion also has a network modifying role in which it helps to strengthen the glass through the formation of OT–Al–OT linkages. The connectivity of the R-centred coordination polyhedra in (M2O3)x(P2O5)1−x glasses, where M3+ denotes a network modifying cation (R3+ or Al3+), is quantified in terms of a parameter fs. Methods for reducing the clustering of rare-earth ions in these materials are then discussed, based on a reduction of fs via the replacement of R3+ by Al3+ at fixed total modifier content or via a change of x to increase the number of OT available per network modifying M3+ cation.

Structure of lanthanum and cerium phosphate glasses by the method of isomorphic substitution in neutron diffraction

Neutron diffraction was used to measure the total structure factors for several rare-earth ion R3+ (La3+ or Ce3+) phosphate glasses with composition close to RAl0.35P3.24O10.12. By assuming isomorphic structures, difference function methods were employed to separate, essentially, those correlations involving R3+ from the remainder. A self-consistent model of the glass structure was thereby developed in which the Al correlations were taken into explicit account. The glass network was found to be made from interlinked PO4 tetrahedra having 2.2(1) terminal oxygen atoms, OT, at 1.51(1) Angstrom, and 1.8(1) bridging oxygen atoms, OB, at 1.60(1) Angstrom. Rare-earth cations bonded to an average of 7.5(2) OT nearest neighbors in a broad and asymmetric distribution. The Al3+ ion acted as a network modifier and formed OT-A1-OT linkages that helped strengthen the glass. The connectivity of the R-centered coordination polyhedra was quantified in terms of a parameter f(s) and used to develop a model for the dependence on composition of the A1-OT coordination number in R-A1-P-O glasses. By using recent 17 A1 nuclear-magnetic-resonance data, it was shown that this connectivity decreases monotonically with increasing Al content. The chemical durability of the glasses appeared to be at a maximum when the connectivity of the R-centered coordination polyhedra was at a minimum. The relation of f(s) to the glass transition temperature, Tg, was discussed.

Numerical solution of parabolic Cauchy problems in planar corner domains

An iterative method for the parabolic Cauchy problem in planar domains having a finite number of corners is implemented based on boundary integral equations. At each iteration, mixed well-posed problems are solved for the same parabolic operator. The presence of corner points renders singularities of the solutions to these mixed problems, and this is handled with the use of weight functions together with, in the numerical implementation, mesh grading near the corners. The mixed problems are reformulated in terms of boundary integrals obtained via discretization of the time-derivative to obtain an elliptic system of partial differential equations. To numerically solve these integral equations a Nyström method with super-algebraic convergence order is employed. Numerical results are presented showing the feasibility of the proposed approach. © 2014 IMACS.

Phase noise influence in long-range coherent optical OFDM systems with delay detection, IFFT multiplexing and FFT demodulation

We present a study of the influence of dispersion induced phase noise for CO-OFDM systems using FFT multiplexing/IFFT demultiplexing techniques (software based). The software based system provides a method for a rigorous evaluation of the phase noise variance caused by Common Phase Error (CPE) and Inter-Carrier Interference (ICI) including - for the first time to our knowledge - in explicit form the effect of equalization enhanced phase noise (EEPN). This, in turns, leads to an analytic BER specification. Numerical results focus on a CO-OFDM system with 10-25 GS/s QPSK channel modulation. A worst case constellation configuration is identified for the phase noise influence and the resulting BER is compared to the BER of a conventional single channel QPSK system with the same capacity as the CO-OFDM implementation. Results are evaluated as a function of transmission distance. For both types of systems, the phase noise variance increases significantly with increasing transmission distance. For a total capacity of 400 (1000) Gbit/s, the transmission distance to have the BER < 10-2 for the worst case CO-OFDM design is less than 800 and 460 km, respectively, whereas for a single channel QPSK system it is less than 1400 and 560 km.