A characteristic based numerical method with tracking for nonlinear wave equations

Many physical problems can be modeled by scalar, first-order, nonlinear, hyperbolic, partial differential equations (PDEs). The solutions to these PDEs often contain shock and rarefaction waves, where the solution becomes discontinuous or has a discontinuous derivative. One can encounter difficulties using traditional finite difference methods to solve these equations. In this paper, we introduce a numerical method for solving first-order scalar wave equations. The method involves solving ordinary differential equations (ODEs) to advance the solution along the characteristics and to propagate the characteristics in time. Shocks are created when characteristics cross, and the shocks are then propagated by applying analytical jump conditions. New characteristics are inserted in spreading rarefaction fans. New characteristics are also inserted when values on adjacent characteristics lie on opposite sides of an inflection point of a nonconvex flux function, Solutions along characteristics are propagated using a standard fourth-order Runge-Kutta ODE solver. Shocks waves are kept perfectly sharp. In addition, shock locations and velocities are determined without analyzing smeared profiles or taking numerical derivatives. In order to test the numerical method, we study analytically a particular class of nonlinear hyperbolic PDEs, deriving closed form solutions for certain special initial data. We also find bounded, smooth, self-similar solutions using group theoretic methods. The numerical method is validated against these analytical results. In addition, we compare the errors in our method with those using the Lax-Wendroff method for both convex and nonconvex flux functions. Finally, we apply the method to solve a PDE with a convex flux function describing the development of a thin liquid film on a horizontally rotating disk and a PDE with a nonconvex flux function, arising in a problem concerning flow in an underground reservoir.

Upwind compact method and direct numerical-simulation of driven flow in a square cavity

A high-order accurate finite-difference scheme, the upwind compact method, is proposed. The 2-D unsteady incompressible Navier-Stokes equations are solved in primitive variables. The nonlinear convection terms in the governing equations are approximated by using upwind biased compact difference, and other spatial derivative terms are discretized by using the fourth-order compact difference. The upwind compact method is used to solve the driven flow in a square cavity. Solutions are obtained for Reynolds numbers as high as 10000. When Re less than or equal to 5000, the results agree well with those in literature. When Re = 7500 and Re = 10000, there is no convergence to a steady laminar solution, and the flow becomes unsteady and periodic.

Discretization and solution of the inhomogeneous Bogoliubov-de Gennes equations

In the presence of inhomogeneities, defects and currents, the equations describing a Bose-condensed ensemble of alkali atoms have to be solved numerically. By combining both linear and nonlinear equations within a Discrete Variable Representation framework, we describe a computational scheme for the solution of the coupled Bogoliubov-de Gennes (BdG) and nonlinear Schrodinger (NLS) equations for fields in a 3D spheroidal potential. We use the method to calculate the collective excitation spectrum and quasiparticle mode densities for excitations of a Bose condensed gas in a spheroidal trap. The method is compared against finite-difference and spectral methods, and we find the DVR computational scheme to be superior in accuracy and efficiency for the cases we consider. (C) 2004 Elsevier B.V. All rights reserved.

Solução numérica das equações de Navier-Stokes em um canal-tipo estenose usando métodos compactos e não compacos de alta ordem

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A compact interferometric sensor design using three waveguide coupling

The use of metal stripes for the guiding of plasmons is a well established technique for the infrared regime and has resulted in the development of a myriad of passive optical components and sensing devices. However, the plasmons suffer from large losses around sharp bends, making the compact design of nanoscale sensors and circuits problematic. A compact alternative would be to use evanescent coupling between two sufficiently close stripes, and thus we propose a compact interferometer design using evanescent coupling. The sensitivity of the design is compared with that achieved using a hand-held sensor based on the Kretschmann style surface plasmon resonance technique. Modeling of the new interferometric sensor is performed for various structural parameters using finite-difference time-domain and COMSOL Multiphysics. The physical mechanisms behind the coupling and propagation of plasmons in this structure are explained in terms of the allowed modes in each section of the device.

Time-dependent fractional advection–diffusion equations by an implicit MLS meshless method

Recently, many new applications in engineering and science are governed by a series of fractional partial differential equations (FPDEs). Unlike the normal partial differential equations (PDEs), the differential order in a FPDE is with a fractional order, which will lead to new challenges for numerical simulation, because most existing numerical simulation techniques are developed for the PDE with an integer differential order. The current dominant numerical method for FPDEs is Finite Difference Method (FDM), which is usually difficult to handle a complex problem domain, and also hard to use irregular nodal distribution. This paper aims to develop an implicit meshless approach based on the moving least squares (MLS) approximation for numerical simulation of fractional advection-diffusion equations (FADE), which is a typical FPDE. The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless strong-forms. The stability and convergence related to the time discretization of this approach are then discussed and theoretically proven. Several numerical examples with different problem domains and different nodal distributions are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the FADE.

The Galerkin finite element approximation of the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. Cable equations with a fractional order temporal derivative have been introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, the fractional cable equation involving two integro-differential operators is considered. The Galerkin finite element approximations of the fractional cable equation are proposed. The main contribution of this work is outlined as follow: • A semi-discrete finite difference approximation in time is proposed. We prove that the scheme is unconditionally stable, and the numerical solution converges to the exact solution with order O(Δt). • A semi-discrete difference scheme for improving the order of convergence for solving the fractional cable equation is proposed, and the numerical solution converges to the exact solution with order O((Δt)2). • Based on the above semi-discrete difference approximations, Galerkin finite element approximations in space for a full discretization are also investigated. • Finally, some numerical results are given to demonstrate the theoretical analysis.

Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Gr¨unwald finite difference formulas to approximate the two-sided(i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobianfree Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

Finite Element Solution Of Surface-Tension Driven Flows In Laser Surface-Melting

Lasers are very efficient in heating localized regions and hence they find a wide application in surface treatment processes. The surface of a material can be selectively modified to give superior wear and corrosion resistance. In laser surface-melting and welding problems, the high temperature gradient prevailing in the free surface induces a surface-tension gradient which is the dominant driving force for convection (known as thermo-capillary or Marangoni convection). It has been reported that the surface-tension driven convection plays a dominant role in determining the melt pool shape. In most of the earlier works on laser-melting and related problems, the finite difference method (FDM) has been used to solve the Navier Stokes equations [1]. Since the Reynolds number is quite high in these cases, upwinding has been used. Though upwinding gives physically realistic solutions even on a coarse grid, the results are inaccurate. McLay and Carey have solved the thermo-capillary flow in welding problems by an implicit finite element method [2]. They used the conventional Galerkin finite element method (FEM) which requires that the pressure be interpolated by one order lower than velocity (mixed interpolation). This restricts the choice of elements to certain higher order elements which need numerical integration for evaluation of element matrices. The implicit algorithm yields a system of nonlinear, unsymmetric equations which are not positive definite. Computations would be possible only with large mainframe computers.Sluzalec [3] has modeled the pulsed laser-melting problem by an explicit method (FEM). He has used the six-node triangular element with mixed interpolation. Since he has considered the buoyancy induced flow only, the velocity values are small. In the present work, an equal order explicit FEM is used to compute the thermo-capillary flow in the laser surface-melting problem. As this method permits equal order interpolation, there is no restriction in the choice of elements. Even linear elements such as the three-node triangular elements can be used. As the governing equations are solved in a sequential manner, the computer memory requirement is less. The finite element formulation is discussed in this paper along with typical numerical results.

Evolution and decay of cylindrical and spherical nonlinear acoustic waves generated by a sinusoidal source

The present work gives a comprehensive numerical study of the evolution and decay of cylindrical and spherical nonlinear acoustic waves generated by a sinusoidal source. Using pseudospectral and predictor–corrector implicit finite difference methods, we first reproduced the known analytic results of the plane harmonic problem to a high degree of accuracy. The non-planar harmonic problems, for which the amplitude decay is faster than that for the planar case, are then treated. The results are correlated with the known asymptotic results of Scott (1981) and Enflo (1985). The constant in the old-age formula for the cylindrical canonical problem is found to be 1.85 which is rather close to 2, ‘estimated’ analytically by Enflo. The old-age solutions exhibiting strict symmetry about the maximum are recovered; these provide an excellent analytic check on the numerical solutions. The evolution of the waves for different source geometries is depicted graphically.

Nonlinear effects on rotating disk flow in a cylindrical casing

The flow due to a finite disk rotating in an incompressible viscous fluid has been studied. A modified Newton-gradient finite difference scheme is used to obtain the solution of full Navier-Stokes equations numerically for different disk and cylinder sizes for a wide range of Reynolds numbers. The introduction of the aspect ratio and the disk-shroud gap, significantly alters the flow characteristics in the region under consideration, The frictional torque calculated from the flow data reveals that the contribution due to nonlinear terms is not negligible even at a low Reynolds number. For large Reynolds numbers, the flow structure reveals a strong boundary layer character.

A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems

A finite difference method for a time-dependent singularly perturbed convection-diffusion-reaction problem involving two small parameters in one space dimension is considered. We use the classical implicit Euler method for time discretization and upwind scheme on the Shishkin-Bakhvalov mesh for spatial discretization. The method is analysed for convergence and is shown to be uniform with respect to both the perturbation parameters. The use of the Shishkin-Bakhvalov mesh gives first-order convergence unlike the Shishkin mesh where convergence is deteriorated due to the presence of a logarithmic factor. Numerical results are presented to validate the theoretical estimates obtained.

A high order accurate difference scheme for complex flow fields

A high order accurate finite difference method for direct numerical simulation of coherent structure in the mixing layers is presented. The reason for oscillation production in numerical solutions is analyzed, It is caused by a nonuniform group velocity of wavepackets. A method of group velocity control for the improvement of the shock resolution is presented. In numerical simulation the fifth-order accurate upwind compact difference relation is used to approximate the derivatives in the convection terms of the compressible N-S equations, a sixth-order accurate symmetric compact difference relation is used to approximate the viscous terms, and a three-stage R-K method is used to advance in time. In order to improve the shock resolution the scheme is reconstructed with the method of diffusion analogy which is used to control the group velocity of wavepackets. (C) 1997 Academic Press.

Formação de nanopadrões em superfícies por sputtering iônico: Estudo numérico da equação anisotrópica amortecida de Kuramoto-Sivashinsky.

Apresenta-se uma abordagemnumérica para ummodelo que descreve a formação de padrões por sputtering iônico na superfície de ummaterial. Esse processo é responsável pela formação de padrões inesperadamente organizados, como ondulações, nanopontos e filas hexagonais de nanoburacos. Uma análise numérica de padrões preexistentes é proposta para investigar a dinâmica na superfície, baseada em ummodelo resumido em uma equação anisotrópica amortecida de Kuramoto-Sivashinsky, em uma superfície bidimensional com condições de contorno periódicas. Apesar de determinística, seu caráter altamente não-linear fornece uma rica gama de resultados, sendo possível descrever acuradamente diferentes padrões. Umesquema semi implícito de diferenças finitas com fatoração no tempo é aplicado na discretização da equação governante. Simulações foram realizadas com coeficientes realísticos relacionados aos parâmetros físicos (anisotropias, orientação do feixe, difusão). A estabilidade do esquema numérico foi analisada por testes de passo de tempo e espaçamento de malha, enquanto a verificação do mesmo foi realizada pelo Método das Soluções Manufaturadas. Ondulações e padrões hexagonais foram obtidos a partir de condições iniciais monomodais para determinados valores do coeficiente de amortecimento, enquanto caos espaço-temporal apareceu para valores inferiores. Os efeitos anisotrópicos na formação de padrões foramestudados, variando o ângulo de incidência.