Uniformly convergent finite element and finite difference methods for singularly perturbed ordinary differential equations

This thesis is concerned with uniformly convergent finite element and finite difference methods for numerically solving singularly perturbed two-point boundary value problems. We examine the following four problems: (i) high order problem of reaction-diffusion type; (ii) high order problem of convection-diffusion type; (iii) second order interior turning point problem; (iv) semilinear reaction-diffusion problem. Firstly, we consider high order problems of reaction-diffusion type and convection-diffusion type. Under suitable hypotheses, the coercivity of the associated bilinear forms is proved and representation results for the solutions of such problems are given. It is shown that, on an equidistant mesh, polynomial schemes cannot achieve a high order of convergence which is uniform in the perturbation parameter. Piecewise polynomial Galerkin finite element methods are then constructed on a Shishkin mesh. High order convergence results, which are uniform in the perturbation parameter, are obtained in various norms. Secondly, we investigate linear second order problems with interior turning points. Piecewise linear Galerkin finite element methods are generated on various piecewise equidistant meshes designed for such problems. These methods are shown to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usual L2 norm. Finally, we deal with a semilinear reaction-diffusion problem. Asymptotic properties of solutions to this problem are discussed and analysed. Two simple finite difference schemes on Shishkin meshes are applied to the problem. They are proved to be uniformly convergent of second order and fourth order respectively. Existence and uniqueness of a solution to both schemes are investigated. Numerical results for the above methods are presented.

Uniformly convergent finite element methods for singularly perturbed parabolic partial differential equations

This thesis is concerned with uniformly convergent finite element methods for numerically solving singularly perturbed parabolic partial differential equations in one space variable. First, we use Petrov-Galerkin finite element methods to generate three schemes for such problems, each of these schemes uses exponentially fitted elements in space. Two of them are lumped and the other is non-lumped. On meshes which are either arbitrary or slightly restricted, we derive global energy norm and L2 norm error bounds, uniformly in the diffusion parameter. Under some reasonable global assumptions together with realistic local assumptions on the solution and its derivatives, we prove that these exponentially fitted schemes are locally uniformly convergent, with order one, in a discrete L∞norm both outside and inside the boundary layer. We next analyse a streamline diffusion scheme on a Shishkin mesh for a model singularly perturbed parabolic partial differential equation. The method with piecewise linear space-time elements is shown, under reasonable assumptions on the solution, to be convergent, independently of the diffusion parameter, with a pointwise accuracy of almost order 5/4 outside layers and almost order 3/4 inside the boundary layer. Numerical results for the above schemes are presented. Finally, we examine a cell vertex finite volume method which is applied to a model time-dependent convection-diffusion problem. Local errors away from all layers are obtained in the l2 seminorm by using techniques from finite element analysis.

Comparison of finite element and finite volume methods application in geometrically nonlinear stress analysis

A novel three-dimensional finite volume (FV) procedure is described in detail for the analysis of geometrically nonlinear problems. The FV procedure is compared with the conventional finite element (FE) Galerkin approach. FV can be considered to be a particular case of the weighted residual method with a unit weighting function, where in the FE Galerkin method we use the shape function as weighting function. A Fortran code has been developed based on the finite volume cell vertex formulation. The formulation is tested on a number of geometrically nonlinear problems. In comparison with FE, the results reveal that FV can reach the FE results in a higher mesh density.

A vertex-based finite volume method applied to non-linear material problems in computational solid mechanics

A vertex-based finite volume (FV) method is presented for the computational solution of quasi-static solid mechanics problems involving material non-linearity and infinitesimal strains. The problems are analysed numerically with fully unstructured meshes that consist of a variety of two- and threedimensional element types. A detailed comparison between the vertex-based FV and the standard Galerkin FE methods is provided with regard to discretization, solution accuracy and computational efficiency. For some problem classes a direct equivalence of the two methods is demonstrated, both theoretically and numerically. However, for other problems some interesting advantages and disadvantages of the FV formulation over the Galerkin FE method are highlighted.

Full-Wave Analysis of Layered Aperture Arrays

The new rigorous numerical-analytical technique based upon Galerkin method with the entire domain basis functions has been developed and applied to the study of the periodic aperture arrays containing multiple dissimilar apertures of complex shapes in stratified medium. The rapid uniform convergence of the solutions has enabled a comprehensive parametric study of complex array arrangements. The developed theory has revealed new effects of the aperture shape and layout on the array performance. The physical mechanisms underlying the TM wave resonances and Luebbers' anomaly have been explained for the first time.

Calculation of loss in conductors of a superconducting shielded slotted line and a coplanar waveguide

Finite conductivity in superconductors is taken into account by approximate boundary conditions imposed directly when deriving pair summatory equations, which are solved using the Galerkin method and the basis describing the edge singularity.

Computation of stress intensity factors in functionally graded materials using partition-of-unity meshfee method

This paper describes the computation of stress intensity factors (SIFs) for cracks in functionally graded materials (FGMs) using an extended element-free Galerkin (XEFG) method. The SIFs are extracted through the crack closure integral (CCI) with a local smoothing technique, non-equilibrium and incompatibility formulations of the interaction integral and the displacement method. The results for mode I and mixed mode case studies are presented and compared with those available in the literature. They are found to be in good agreement where the average absolute error for the CCI with local smoothing, despite its simplicity, yielded a high level of accuracy.

Modified crack closure integral technique for extraction of SIFs in meshfee methods

A new approach for extracting stress intensity factors (SIFs) by the element-free Galerkin (EFG) class of methods through a modified crack closure integral (MCCI) scheme is proposed. Its primary feature is that it allows accurate calculation of mode I and mode II SIFs with a relatively simple and straightforward analysis even when a coarser nodal density is employed. The details of the adoption of the MCCI technique in the EFG method are described. Its performance is demonstrated through a number of case studies including mixed-mode and thermal problems in linear elastic fracture mechanics (LEFM). The results are compared with published theoretical solutions and those based on the displacement method, stress method, crack closure integral in conjunction with local smoothing (CCI–LS) technique, as well as the M-integral method. Its advantages are discussed.

Stiffness analysis of polymeric composites using the finite element method

The ability to predict the mechanical behavior of polymer composites is crucial for their design and manufacture. Extensive studies based on both macro- and micromechanical analyses are used to develop new insights into the behavior of composites. In this respect, finite element modeling has proved to be a particularly powerful tool. In this article, we present a Galerkin scheme in conjunction with the penalty method for elasticity analyses of different types of polymer composites. In this scheme, the application of Green's theorem to the model equation results in the appearance of interfacial flux terms along the boundary between the filler and polymer matrix. It is shown that for some types of composites these terms significantly affect the stress transfer between polymer and fillers. Thus, inclusion of these terms in the working equations of the scheme preserves the accuracy of the model predictions. The model is used to predict the most important bulk property of different types of composites. Composites filled with rigid or soft particles, and composites reinforced with short or continuous fibers are investigated. For each case, the results are compared with the available experimental results and data obtained from other models reported in the literature. Effects of assumptions made in the development of the model and the selection of the prescribed boundary conditions are discussed.

Micromechanical Modelling of Non-Homogenous Materials by Meshless Methods

A detailed study of bi-material composites, using meshless methods (MMs), is presented in this paper. Firstly, representative volume elements (RVEs) for different bi-material combinations are analysed by the element-free Galerkin (EFG) method in order to confirm the effective properties of heterogeneous material through homogenization. The results are shown to be in good agreement with experimental results and those obtained using the finite element method (FEM) which required a higher node density. Secondly, a functionally graded material (FGM), with a crack, is analysed using the EFG method. This investigation was motivated by the possibility of replacing the distinct fibrematrix interface with a FGM interface. Finally, an illustrative example showing crack propagation, in a two-dimension micro-scale model of a SiC/Al composite is presented. 

Pulse Wave Propagating in Coplanar Waveguides (cPWS) on LTCC Substrates

The propagation of pulse waves in coplanar waveguides (CPWs) is investigated, and these CPWs are assumed to be fabricated on a single -layer low- temperature co-fired ceramic (LTCC) substrate. The input pulse wave can be a Gaussian pulse or a sinusoldally modulated Gaussian pulse. Based on the standard Galerkin 's method in the spectral domain, combined with fast Fourier transform (FFT), the pulse waveform and delay in CPWs are demonstrated and compared for a second plate, oriented orthogonally to the primary planar element, thus producing a crossed planar monopole (CPM), which is simpler to produce and has lower cost than a conical monopole. In this paper, further measurements have been made on this element

Numerical Methods for the Unsteady Compressible Navier-Stokes Equations

We consider numerical methods for the compressible time dependent Navier-Stokes equations, discussing the spatial discretization by Finite Volume and Discontinuous Galerkin methods, the time integration by time adaptive implicit Runge-Kutta and Rosenbrock methods and the solution of the appearing nonlinear and linear equations systems by preconditioned Jacobian-Free Newton-Krylov, as well as Multigrid methods. As applications, thermal Fluid structure interaction and other unsteady flow problems are considered. The text is aimed at both mathematicians and engineers.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

A collocation method for high frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.

A wavenumber independent boundary element method for an acoustic scattering problem

In this paper we consider the impedance boundary value problem for the Helmholtz equation in a half-plane with piecewise constant boundary data, a problem which models, for example, outdoor sound propagation over inhomogeneous. at terrain. To achieve good approximation at high frequencies with a relatively low number of degrees of freedom, we propose a novel Galerkin boundary element method, using a graded mesh with smaller elements adjacent to discontinuities in impedance and a special set of basis functions so that, on each element, the approximation space contains polynomials ( of degree.) multiplied by traces of plane waves on the boundary. We prove stability and convergence and show that the error in computing the total acoustic field is O( N-(v+1) log(1/2) N), where the number of degrees of freedom is proportional to N logN. This error estimate is independent of the wavenumber, and thus the number of degrees of freedom required to achieve a prescribed level of accuracy does not increase as the wavenumber tends to infinity.