Error estimates for a fully discrete spectral scheme for a class of nonlinear, nonlocal dispersive wave equations

We analyze a fully discrete spectral method for the numerical solution of the initial- and periodic boundary-value problem for two nonlinear, nonlocal, dispersive wave equations, the Benjamin–Ono and the Intermediate Long Wave equations. The equations are discretized in space by the standard Fourier–Galerkin spectral method and in time by the explicit leap-frog scheme. For the resulting fully discrete, conditionally stable scheme we prove an L2-error bound of spectral accuracy in space and of second-order accuracy in time.

Generalised Dirichelt-to-Neumann map in time dependent domains

We study the heat, linear Schrodinger and linear KdV equations in the domain l(t) < x < ∞, 0 < t < T, with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.

The unsteady flow of a weakly compressible fluid in a thin porous layer II: three-dimensional theory

We consider the problem of determining the pressure and velocity fields for a weakly compressible fluid flowing in a three-dimensional layer, composed of an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting and/or extracting fluid. Numerical solution of this three-dimensional evolution problem may be expensive, particularly in the case that the depth scale of the layer h is small compared to the horizontal length scale l, a situation which occurs frequently in the application to oil and gas reservoir recovery and which leads to significant stiffness in the numerical problem. Under the assumption that $\epsilon\propto h/l\ll 1$, we show that, to leading order in $\epsilon$, the pressure field varies only in the horizontal directions away from the wells (the outer region). We construct asymptotic expansions in $\epsilon$ in both the inner (near the wells) and outer regions and use the asymptotic matching principle to derive expressions for all significant process quantities. The only computations required are for the solution of non-stiff linear, elliptic, two-dimensional boundary-value, and eigenvalue problems. This approach, via the method of matched asymptotic expansions, takes advantage of the small aspect ratio of the layer, $\epsilon$, at precisely the stage where full numerical computations become stiff, and also reveals the detailed structure of the dynamics of the flow, both in the neighbourhood of wells and away from wells.

The unsteady flow of a weakly compressible fluid in a thin porous layer III: three-dimensional computations

We describe a novel method for determining the pressure and velocity fields for a weakly compressible fluid flowing in a thin three-dimensional layer composed of an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting and/or extracting fluid. Our approach uses the method of matched asymptotic expansions to derive expressions for all significant process quantities, the computation of which requires only the solution of linear, elliptic, two-dimensional boundary value and eigenvalue problems. In this article, we provide full implementation details and present numerical results demonstrating the efficiency and accuracy of our scheme.

Uniqueness results for direct and inverse scattering by infinite surfaces in a lossy medium

We consider the Dirichlet boundary-value problem for the Helmholtz equation, Au + x2u = 0, with Imx > 0. in an hrbitrary bounded or unbounded open set C c W. Assuming continuity of the solution up to the boundary and a bound on growth a infinity, that lu(x)l < Cexp (Slxl), for some C > 0 and S~< Imx, we prove that the homogeneous problem has only the trivial salution. With this resnlt we prove uniqueness results for direct and inverse problems of scattering by a bounded or infinite obstacle.

ENO adaptive method for solving one-dimensional conservation laws

In this work an efficient third order non-linear finite difference scheme for solving adaptively hyperbolic systems of one-dimensional conservation laws is developed. The method is based oil applying to the solution of the differential equation an interpolating wavelet transform at each time step, generating a multilevel representation for the solution, which is thresholded and a sparse point representation is generated. The numerical fluxes obtained by a Lax-Friedrichs flux splitting are evaluated oil the sparse grid by an essentially non-oscillatory (ENO) approximation, which chooses the locally smoothest stencil among all the possibilities for each point of the sparse grid. The time evolution of the differential operator is done on this sparse representation by a total variation diminishing (TVD) Runge-Kutta method. Four classical examples of initial value problems for the Euler equations of gas dynamics are accurately solved and their sparse solutions are analyzed with respect to the threshold parameters, confirming the efficiency of the wavelet transform as an adaptive grid generation technique. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.

Unicidade e discretização para problemas de valor inicial

This paper has two objectives: (i) conducting a literature search on the criteria of uniqueness of solution for initial value problems of ordinary differential equations. (ii) a modification of the method of Euler that seems to be able to converge to a solution of the problem, if the solution is not unique

Nonvanishing boundary condition for the mKdV hierarchy and the Gardner equation

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Optimal space manoeuvres in a non-Keplerian force field

In this work the problem of a spacecraft bi-impulsive transfer between two given non coplanar elliptical orbits, with minimum fuel consumption, is solved considering a non-Keplerian force field (the perturbing forces include Earth gravity harmonics and atmospheric drag). The problem is transformed in the Two Point Boundary Value Problem. It is developed and implemented a new algorithm, that uses the analytical expressions developed here. A dynamics that considered a Keplerian force field was used to produce an initial guess to solve the Two Point Boundary Value Problem. Several simulations were performed to observe the spacecraft orbital behaviour by different kind of perturbations and constraints, on a fuel consumption optimization point of view. (C) 2002 COSPAR. Published by Elsevier B.V. Ltd. All rights reserved.

Chawla-Numerov method revisited

The well-known two-step fourth-order Numerov method was shown to have better interval of periodicity when made explicit, see Chawla (1984). It is readily verifiable that the improved method still has phase-lag of order 4. We suggest a slight modification from which linear problems could benefit. Phase-lag of any order can be achieved, but only order 6 is derived. © 1991.

Desenvolvimento da função perturbadora e aplicações em dinâmica de exoplanetas

Pós-graduação em Matemática Universitária - IGCE

Respostas eletromagnéticas dos arranjos coplanar e coaxial em poço

Foi estudado a viabilidade de aplicação do arranjo coplanar de bobinas nas sondas de perfilagem em poço por indução eletromagnética. Paralelamente foram geradas as respostas do convencional arranjo coaxial, que é o amplamente utilizado nas sondas comerciais, com o propósito de elaborar uma análise comparativa. Através da solução analítica (meios homogêneos) e semi-analítica (meios heterogêneos) foram geradas inicialmente as respostas para modelos mais simples, tais como os do (1) meio homogêneo, isotrópico e ilimitado; (2) uma casca cilíndrica simulando a frente de invasão; (3) duas cascas cilíndricas para simular o efeito annulus; (4) uma interface plana e dois semi-espaços simulando o contato entre duas camadas espessas e (5) uma camada plano-horizontal e dois semi-espaços iguais. Apesar da simplicidade destes modelos, eles permitem uma análise detalhada dos efeitos que alguns parâmetros geoelétricos têm sobre as respostas. Aí então, aplicando ainda as condições de contorno nas fronteiras (Sommerfeld Boundary Value Problem), obtivemos as soluções semi-analíticas que nos permitiram simular as respostas em modelos relativamente mais complexos, tais como (1) zonas de transição gradacional nas frentes de invasão; (2) seqüências de camadas plano-paralelas horizontais e inclinadas; (3) seqüências laminadas que permitem simular meios anisotrópicos e (4) passagem gradacional entre duas camadas espessas. Concluimos que o arranjo coplanar de bobinas pode ser uma ferramenta auxiliar na (1) demarcação das interfaces de camadas espessas; (2) posicionamento dos reservatórios de pequenas espessuras; (3) avaliação de perfis de invasão e (4) localizar variações de condutividade azimutalmente.

Métodos numéricos para equações diferencias ordinárias

Pós-graduação em Matemática Universitária - IGCE

Analysis of optimal control problems for the incompressible MHD equations and implementation in a finite element multiphysics code

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.

Modeling and Vibration Suppression for Telescopic Systems of Structural Members with Clearance

Telescopic systems of structural members with clearance are found in many applications, e.g., mobile cranes, rack feeders, fork lifters, stacker cranes (see Figure 1). Operating these machines, undesirable vibrations may reduce the performance and increase safety problems. Therefore, this contribution has the aim to reduce these harmful vibrations. For a better understanding, the dynamic behaviour of these constructions is analysed. The main interest is the overlapping area of each two sections of the above described systems (see markings in Figure 1) which is investigated by measurements and by computations. A test rig is constructed to determine the dynamic behaviour by measuring fundamental vibrations and higher frequent oscillations, damping coefficients, special appearances and more. For an appropriate physical model, the governing boundary value problem is derived by applying Hamilton’s principle and a classical discretisation procedure is used to generate a coupled system of nonlinear ordinary differential equations as the corresponding truncated mathematical model. On the basis of this model, a controller concept for preventing harmful vibrations is developed.