Relaxation of alternating iterative algorithms for the Cauchy problem associated with the modified Helmholtz equation

We propose two algorithms involving the relaxation of either the given Dirichlet data or the prescribed Neumann data on the over-specified boundary, in the case of the alternating iterative algorithm of ` 12 ` 12 `$12 `&12 `#12 `^12 `_12 `%12 `~12 *Kozlov91 applied to Cauchy problems for the modified Helmholtz equation. A convergence proof of these relaxation methods is given, along with a stopping criterion. The numerical results obtained using these procedures, in conjunction with the boundary element method (BEM), show the numerical stability, convergence, consistency and computational efficiency of the proposed methods.

A relaxation method of an alternating iterative algorithm for the Cauchy problem in linear isotropic elasticity

We propose two algorithms involving the relaxation of either the given Dirichlet data (boundary displacements) or the prescribed Neumann data (boundary tractions) on the over-specified boundary in the case of the alternating iterative algorithm of Kozlov et al. [16] applied to Cauchy problems in linear elasticity. A convergence proof of these relaxation methods is given, along with a stopping criterion. The numerical results obtained using these procedures, in conjunction with the boundary element method (BEM), show the numerical stability, convergence, consistency and computational efficiency of the proposed method.

Computer methods for the heat conduction equation

The merits of various numerical methods for the solution of the one and two dimensional heat conduction equation with a radiation boundary condition have been examined from a practical standpoint in order to determine accuracies and efficiencies. It is found that the use of five increments to approximate the space derivatives gives sufficiently accurate results provided the time step is not too large; further, the implicit backward difference method of Liebmann (27) is found to be the most accurate method. On this basis, a new implicit method is proposed for the solution of the three-dimensional heat conduction equation with radiation boundary conditions. The accuracies of the integral and analogue computer methods are also investigated.

Uniform Convergence of the Newton Method for Aubin Continuous Maps

* This work was supported by National Science Foundation grant DMS 9404431.

Solutions of Fractional Diffusion-Wave Equations in Terms of H-functions

MSC 2010: 35R11, 42A38, 26A33, 33E12

Étude numérique des origines hémodynamiques des oscillations dans des réseaux de capillaires

En simulant l’écoulement du sang dans un réseau de capillaires (en l’absence de contrôle biologique), il est possible d’observer la présence d’oscillations de certains paramètres comme le débit volumique, la pression et l’hématocrite (volume des globules rouges par rapport au volume du sang total). Ce comportement semble être en concordance avec certaines expériences in vivo. Malgré cet accord, il faut se demander si les fluctuations observées lors des simulations de l’écoulement sont physiques, numériques ou un artefact de modèles irréalistes puisqu’il existe toujours des différences entre des modélisations et des expériences in vivo. Pour répondre à cette question de façon satisfaisante, nous étudierons et analyserons l’écoulement du sang ainsi que la nature des oscillations observées dans quelques réseaux de capillaires utilisant un modèle convectif et un modèle moyenné pour décrire les équations de conservation de masse des globules rouges. Ces modèles tiennent compte de deux effets rhéologiques importants : l’effet Fåhraeus-Lindqvist décrivant la viscosité apparente dans un vaisseau et l’effet de séparation de phase schématisant la distribution des globules rouges aux points de bifurcation. Pour décrire ce dernier effet, deux lois de séparation de phase (les lois de Pries et al. et de Fenton et al.) seront étudiées et comparées. Dans ce mémoire, nous présenterons une description du problème physiologique (rhéologie du sang). Nous montrerons les modèles mathématiques employés (moyenné et convectif) ainsi que les lois de séparation de phase (Pries et al. et Fenton et al.) accompagnés d’une analyse des schémas numériques implémentés. Pour le modèle moyenné, nous employons le schéma numérique explicite traditionnel d’Euler ainsi qu’un nouveau schéma implicite qui permet de résoudre ce problème d’une manière efficace. Ceci est fait en utilisant une méthode de Newton- Krylov avec gradient conjugué préconditionné et la méthode de GMRES pour les itérations intérieures ainsi qu’une méthode quasi-Newton (la méthode de Broyden). Cette méthode inclura le schéma implicite d’Euler et la méthode des trapèzes. Pour le schéma convectif, la méthode explicite de Kiani et al. sera implémentée ainsi qu’une nouvelle approche implicite. La stabilité des deux modèles sera également explorée. À l’aide de trois différentes topologies, nous comparerons les résultats de ces deux modèles mathématiques ainsi que les lois de séparation de phase afin de déterminer dans quelle mesure les oscillations observées peuvent être attribuables au choix des modèles mathématiques ou au choix des méthodes numériques.

Numerical simulation of viscous three-dimensional flow over aerospace vehicles using Euler/boundary-layer zonal approach

This paper presents a viscous three-dimensional simulations coupling Euler and boundary layer codes for calculating flows over arbitrary surfaces. The governing equations are written in a general non orthogonal coordinate system. The Levy-Lees transformation generalized to three-dimensional flows is utilized. The inviscid properties are obtained from the Euler equations using the Beam and Warming implicit approximate factorization scheme. The resulting equations are discretized and approximated by a two-point fmitedifference numerical scheme. The code developed is validated and applied to the simulation of the flowfield over aerospace vehicle configurations. The results present good correlation with the available data.

A regularized nonlinear diffusion approach for texture image denoising

In this paper a new partial differential equation based method is presented with a view to denoising images having textures. The proposed model combines a nonlinear anisotropic diffusion filter with recent harmonic analysis techniques. A wave atom shrinkage allied to detection by gradient technique is used to guide the diffusion process so as to smooth and maintain essential image characteristics. Two forcing terms are used to maintain and improve edges, boundaries and oscillatory features of an image having irregular details and texture. Experimental results show the performance of our model for texture preserving denoising when compared to recent methods in literature. © 2009 IEEE.

Estudo de métodos numéricos para eliminação de ruídos em imagens digitais

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Modelagem de perfis de indução no domínio do tempo por diferenças finitas

Apresentamos aqui uma metodologia alternativa para modelagem de ferramentas de indução diretamente no domínio do tempo. Este trabalho consiste na solução da equação de difusão do campo eletromagnético através do método de diferenças finitas. O nosso modelo consiste de um meio estratificado horizontalmente, através do qual simulamos um deslocamento da ferramenta na direção perpendicular às interfaces. A fonte consiste de uma bobina excitada por uma função degrau de corrente e o registro do campo induzido no meio é feito através de uma bobina receptora localizada acima da bobina transmissora. Na solução da equação de difusão determinamos o campo primário e o campo secundário separadamente. O campo primário é obtido analiticamente e o campo secundário é determinado utilizando-se o método de Direção Alternada Implícita, resultando num sistema tri-diagonal que é resolvido através do método recursivo proposto por Claerbout. Finalmente, determina-se o valor máximo do campo elétrico secundário em cada posição da ferramenta ao longo da formação, obtendo-se assim uma perfilagem no domínio do tempo. Os resultados obtidos mostram que este método é bastante eficiente na determinação do contato entre camadas, inclusive para camadas de pequena espessura.

Numerical solution of the FENE-CR model in complex flows

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Modeling and simulation of severe slugging with mass transfer effects

A mathematical model and numerical simulations are presented to investigate the dynamics of gas, oil and water flow in a pipeline-riser system. The pipeline is modeled as a lumped parameter system and considers two switchable states: one in which the gas is able to penetrate into the riser and another in which there is a liquid accumulation front, preventing the gas from penetrating the riser. The riser model considers a distributed parameter system, in which movable nodes are used to evaluate local conditions along the subsystem. Mass transfer effects are modeled by using a black oil approximation. The model predicts the liquid penetration length in the pipeline and the liquid level in the riser, so it is possible to determine which type of severe slugging occurs in the system. The method of characteristics is used to simplify the differentiation of the resulting hyperbolic system of equations. The equations are discretized and integrated using an implicit method with a predictor-corrector scheme for the treatment of the nonlinearities. Simulations corresponding to severe slugging conditions are presented and compared to results obtained with OLGA computer code, showing a very good agreement. A description of the types of severe slugging for the three-phase flow of gas, oil and water in a pipeline-riser system with mass transfer effects are presented, as well as a stability map. (C) 2011 Elsevier Ltd. All rights reserved.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the best choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy. (C) 2004 Elsevier B.V. All rights reserved.

Stochastic modelling and simulations for solute transport in porous media

A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.

Well-Posedness of the Cauchy Problem for Inhomogeneous Time-Fractional Pseudo-Differential Equations

Mathematics Subject Classification: 26A33, 45K05, 35A05, 35S10, 35S15, 33E12