An iterative method for a Cauchy problem for the heat equation

An iterative method for reconstruction of the solution to a parabolic initial boundary value problem of second order from Cauchy data is presented. The data are given on a part of the boundary. At each iteration step, a series of well-posed mixed boundary value problems are solved for the parabolic operator and its adjoint. The convergence proof of this method in a weighted L2-space is included.

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.

Numerical solution of the Dirichlet initial boundary value problem for the heat equation in exterior 3-dimensional domains using integral equations

A numerical method for the Dirichlet initial boundary value problem for the heat equation in the exterior and unbounded region of a smooth closed simply connected 3-dimensional domain is proposed and investigated. This method is based on a combination of a Laguerre transformation with respect to the time variable and an integral equation approach in the spatial variables. Using the Laguerre transformation in time reduces the parabolic problem to a sequence of stationary elliptic problems which are solved by a boundary layer approach giving a sequence of boundary integral equations of the first kind to solve. Under the assumption that the boundary surface of the solution domain has a one-to-one mapping onto the unit sphere, these integral equations are transformed and rewritten over this sphere. The numerical discretisation and solution are obtained by a discrete projection method involving spherical harmonic functions. Numerical results are included.

A method of fundamental solutions for radially symmetric and axisymmetric backward heat conduction problems

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

A mass-conservative control volume-finite element method for solving Richards’ equation in heterogeneous porous media

We present a mass-conservative vertex-centred finite volume method for efficiently solving the mixed form of Richards’ equation in heterogeneous porous media. The spatial discretisation is particularly well-suited to heterogeneous media because it produces consistent flux approximations at quadrature points where material properties are continuous. Combined with the method of lines, the spatial discretisation gives a set of differential algebraic equations amenable to solution using higher-order implicit solvers. We investigate the solution of the mixed form using a Jacobian-free inexact Newton solver, which requires the solution of an extra variable for each node in the mesh compared to the pressure-head form. By exploiting the structure of the Jacobian for the mixed form, the size of the preconditioner is reduced to that for the pressure-head form, and there is minimal computational overhead for solving the mixed form. The proposed formulation is tested on two challenging test problems. The solutions from the new formulation offer conservation of mass at least one order of magnitude more accurate than a pressure head formulation, and the higher-order temporal integration significantly improves both the mass balance and computational efficiency of the solution.

An advanced meshless method for time fractional diffusion equation

Recently, because of the new developments in sustainable engineering and renewable energy, which are usually governed by a series of fractional partial differential equations (FPDEs), the numerical modelling and simulation for fractional calculus are attracting more and more attention from researchers. The current dominant numerical method for modeling FPDE is Finite Difference Method (FDM), which is based on a pre-defined grid leading to inherited issues or shortcomings including difficulty in simulation of problems with the complex problem domain and in using irregularly distributed nodes. Because of its distinguished advantages, the meshless method has good potential in simulation of FPDEs. This paper aims to develop an implicit meshless collocation technique for FPDE. The discrete system of FPDEs is obtained by using the meshless shape functions and the meshless collocation formulation. The stability and convergence of this meshless approach are investigated theoretically and numerically. The numerical examples with regular and irregular 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 fractional partial differential equations.

Alternating direction implicit numerical method for the space and time fractional Bloch-Torrey equation in 3-D

Recently, some authors have considered a new diffusion model–space and time fractional Bloch-Torrey equation (ST-FBTE). Magin et al. (2008) have derived analytical solutions with fractional order dynamics in space (i.e., _ = 1, β an arbitrary real number, 1 < β ≤ 2) and time (i.e., 0 < α < 1, and β = 2), respectively. Yu et al. (2011) have derived an analytical solution and an effective implicit numerical method for solving ST-FBTEs, and also discussed the stability and convergence of the implicit numerical method. However, due to the computational overheads necessary to perform the simulations for nuclear magnetic resonance (NMR) in three dimensions, they present a study based on a two-dimensional example to confirm their theoretical analysis. Alternating direction implicit (ADI) schemes have been proposed for the numerical simulations of classic differential equations. The ADI schemes will reduce a multidimensional problem to a series of independent one-dimensional problems and are thus computationally efficient. In this paper, we consider the numerical solution of a ST-FBTE on a finite domain. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. A fractional alternating direction implicit scheme (FADIS) for the ST-FBTE in 3-D is proposed. Stability and convergence properties of the FADIS are discussed. Finally, some numerical results for ST-FBTE are given.

A sub‒domain smoothed Galerkin method for solid mechanics problems

A sub‒domain smoothed Galerkin method is proposed to integrate the advantages of mesh‒free Galerkin method and FEM. Arbitrarily shaped sub‒domains are predefined in problems domain with mesh‒free nodes. In each sub‒domain, based on mesh‒free Galerkin weak formulation, the local discrete equation can be obtained by using the moving Kriging interpolation, which is similar to the discretization of the high‒order finite elements. Strain smoothing technique is subsequently applied to the nodal integration of sub‒domain by dividing the sub‒domain into several smoothing cells. Moreover, condensation of DOF can also be introduced into the local discrete equations to improve the computational efficiency. The global governing equations of present method are obtained on the basis of the scheme of FEM by assembling all local discrete equations of the sub‒domains. The mesh‒free properties of Galerkin method are retained in each sub‒domain. Several 2D elastic problems have been solved on the basis of this newly proposed method to validate its computational performance. These numerical examples proved that the newly proposed sub‒domain smoothed Galerkin method is a robust technique to solve solid mechanics problems based on its characteristics of high computational efficiency, good accuracy, and convergence.

Adaptive finite element analysis of elliptic problems based on bubble-type local mesh generation

A new mesh adaptivity algorithm that combines a posteriori error estimation with bubble-type local mesh generation (BLMG) strategy for elliptic differential equations is proposed. The size function used in the BLMG is defined on each vertex during the adaptive process based on the obtained error estimator. In order to avoid the excessive coarsening and refining in each iterative step, two factor thresholds are introduced in the size function. The advantages of the BLMG-based adaptive finite element method, compared with other known methods, are given as follows: the refining and coarsening are obtained fluently in the same framework; the local a posteriori error estimation is easy to implement through the adjacency list of the BLMG method; at all levels of refinement, the updated triangles remain very well shaped, even if the mesh size at any particular refinement level varies by several orders of magnitude. Several numerical examples with singularities for the elliptic problems, where the explicit error estimators are used, verify the efficiency of the algorithm. The analysis for the parameters introduced in the size function shows that the algorithm has good flexibility.

Application of partition method to vibration problems of plates

The “partition method” or “sub-domain method” consists of expressing the solution of a governing differential equation, partial or ordinary, in terms of functions which satisfy the boundary conditions and setting to zero the error in the differential equation integrated over each of the sub-domains into which the given domain is partitioned. In this paper, the use of this method in eigenvalue problems with particular reference to vibration of plates is investigated. The deflection of the plate is expressed in terms of polynomials satisfying the boundary conditions completely. Setting the integrated error in each of the subdomains to zero results in a set of simultaneous, linear, homogeneous, algebraic equations in the undetermined coefficients of the deflection series. The algebraic eigenvalue problem is then solved for eigenvalues and eigenvectors. Convergence is examined in a few typical cases and is found to be satisfactory. The results obtained are compared with existing results based on other methods and are found to be in very good agreement.

Application of partition method to vibration problems of plates

The “partition method” or “sub-domain method” consists of expressing the solution of a governing differential equation, partial or ordinary, in terms of functions which satisfy the boundary conditions and setting to zero the error in the differential equation integrated over each of the sub-domains into which the given domain is partitioned. In this paper, the use of this method in eigenvalue problems with particular reference to vibration of plates is investigated. The deflection of the plate is expressed in terms of polynomials satisfying the boundary conditions completely. Setting the integrated error in each of the subdomains to zero results in a set of simultaneous, linear, homogeneous, algebraic equations in the undetermined coefficients of the deflection series. The algebraic eigenvalue problem is then solved for eigenvalues and eigenvectors. Convergence is examined in a few typical cases and is found to be satisfactory. The results obtained are compared with existing results based on other methods and are found to be in very good agreement.

Bauer Method of MVDR Spectral Factorization for Pitch Modification in the Source Domain

In our earlier work [1], we employed MVDR (minimum variance distortionless response) based spectral estimation instead of modified-linear prediction method [2] in pitch modification. Here, we use the Bauer method of MVDR spectral factorization, leading to a causal inverse filter rather than a noncausal filter setup with MVDR spectral estimation [1]. Further, this is employed to obtain source (or residual) signal from pitch synchronous speech frames. The residual signal is resampled using DCT/IDCT depending on the target pitch scale factor. Finally, forward filters realized from the above factorization are used to get pitch modified speech. The modified speech is evaluated subjectively by 10 listeners and mean opinion scores (MOS) are tabulated. Further, modified bark spectral distortion measure is also computed for objective evaluation of performance. We find that the proposed algorithm performs better compared to time domain pitch synchronous overlap [3] and modified-LP method [2]. A good MOS score is achieved with the proposed algorithm compared to [1] with a causal inverse and forward filter setup.

Some nonstandard error analysis of discontinuous Galerkin methods for elliptic problems

An a priori error analysis of discontinuous Galerkin methods for a general elliptic problem is derived under a mild elliptic regularity assumption on the solution. This is accomplished by using some techniques from a posteriori error analysis. The model problem is assumed to satisfy a GAyenrding type inequality. Optimal order L (2) norm a priori error estimates are derived for an adjoint consistent interior penalty method.

Improving the convergence rate of the inverse iteration method

Solution of generalized eigenproblem, K phi = lambda M phi, by the classical inverse iteration method exhibits slow convergence for some eigenproblems. In this paper, a modified inverse iteration algorithm is presented for improving the convergence rate. At every iteration, an optimal linear combination of the latest and the preceding iteration vectors is used as the input vector for the next iteration. The effectiveness of the proposed algorithm is demonstrated for three typical eigenproblems, i.e. eigenproblems with distinct, close and repeated eigenvalues. The algorithm yields 29, 96 and 23% savings in computational time, respectively, for these problems. The algorithm is simple and easy to implement, and this renders the algorithm even more attractive.