Application of Petrov-Galerkin methods to transient boundary value problems in chemical engineering: adsorption with steep gradients in bidisperse solids

Petrov-Galerkin methods are known to be versatile techniques for the solution of a wide variety of convection-dispersion transport problems, including those involving steep gradients. but have hitherto received little attention by chemical engineers. We illustrate the technique by means of the well-known problem of simultaneous diffusion and adsorption in a spherical sorbent pellet comprised of spherical, non-overlapping microparticles of uniform size and investigate the uptake dynamics. Solutions to adsorption problems exhibit steep gradients when macropore diffusion controls or micropore diffusion controls, and the application of classical numerical methods to such problems can present difficulties. In this paper, a semi-discrete Petrov-Galerkin finite element method for numerically solving adsorption problems with steep gradients in bidisperse solids is presented. The numerical solution was found to match the analytical solution when the adsorption isotherm is linear and the diffusivities are constant. Computed results for the Langmuir isotherm and non-constant diffusivity in microparticle are numerically evaluated for comparison with results of a fitted-mesh collocation method, which was proposed by Liu and Bhatia (Comput. Chem. Engng. 23 (1999) 933-943). The new method is simple, highly efficient, and well-suited to a variety of adsorption and desorption problems involving steep gradients. (C) 2001 Elsevier Science Ltd. All rights reserved.

Difference equations associated with fully nonlinear boundary value problems for second order ordinary differential equations

We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.

The nonexistence of spurious solutions to discrete, two-point boundary value problems

We investigate difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order, ordinary differential equations. We formulate conditions under which all solutions to the discrete problem satisfy certain a priori bounds which axe independent of the step-size. As a result, the nonexistence of spurious solutions are guaranteed. Some existence and convergence theorems for solutions to the discrete problem are also presented. (C) 2002 Elsevier Science Ltd. All rights reserved.

Existence of multiple solutions for finite difference approximations to second-order boundary value problems

Error condition detected We consider discrete two-point boundary value problems of the form D-2 y(k+1) = f (kh, y(k), D y(k)), for k = 1,...,n - 1, (0,0) = G((y(0),y(n));(Dy-1,Dy-n)), where Dy-k = (y(k) - Yk-I)/h and h = 1/n. This arises as a finite difference approximation to y" = f(x,y,y'), x is an element of [0,1], (0,0) = G((y(0),y(1));(y'(0),y'(1))). We assume that f and G = (g(0), g(1)) are continuous and fully nonlinear, that there exist pairs of strict lower and strict upper solutions for the continuous problem, and that f and G satisfy additional assumptions that are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. Under these assumptions we show that there are at least three distinct solutions of the discrete approximation which approximate solutions to the continuous problem as the grid size, h, goes to 0. (C) 2003 Elsevier Science Ltd. All rights reserved.

The uniqueness of solutions to discrete, victor, two-point boundary value problems

Difference equations which may arise as discrete approximations to two-point boundary value problems for systems of second-order, ordinary differential equations are investigated and conditions are formulated under which solutions to the discrete problem are unique. Some existence, uniqueness implies existence, and convergence theorems for solutions to the discrete problem are also presented.

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.

A high-wavenumber boundary-element method for an acoustic scattering problem

In this paper we show stability and convergence for a novel Galerkin boundary element method approach to the impedance boundary value problem for the Helmholtz equation in a half-plane with piecewise constant boundary data. This problem models, for example, outdoor sound propagation over inhomogeneous flat terrain. To achieve a good approximation with a relatively low number of degrees of freedom we employ a graded mesh with smaller elements adjacent to discontinuities in impedance, and a special set of basis functions for the Galerkin method so that, on each element, the approximation space consists of polynomials (of degree $\nu$) multiplied by traces of plane waves on the boundary. In the case where the impedance is constant outside an interval $[a,b]$, which only requires the discretization of $[a,b]$, we show theoretically and experimentally that the $L_2$ error in computing the acoustic field on $[a,b]$ is ${\cal O}(\log^{\nu+3/2}|k(b-a)| M^{-(\nu+1)})$, where $M$ is the number of degrees of freedom and $k$ is the wavenumber. This indicates that the proposed method is especially commendable for large intervals or a high wavenumber. In a final section we sketch how the same methodology extends to more general scattering problems.

Moving boundary value problems for the wave equation

We study certain boundary value problems for the one-dimensional wave equation posed in a time-dependent domain. The approach we propose is based on a general transform method for solving boundary value problems for integrable nonlinear PDE in two variables, that has been applied extensively to the study of linear parabolic and elliptic equations. Here we analyse the wave equation as a simple illustrative example to discuss the particular features of this method in the context of linear hyperbolic PDEs, which have not been studied before in this framework.

Boundary value problems for the N-wave interaction equations

We consider boundary value problems for the N-wave interaction equations in one and two space dimensions, posed for x [greater-or-equal, slanted] 0 and x,y [greater-or-equal, slanted] 0, respectively. Following the recent work of Fokas, we develop an inverse scattering formalism to solve these problems by considering the simultaneous spectral analysis of the two ordinary differential equations in the associated Lax pair. The solution of the boundary value problems is obtained through the solution of a local Riemann–Hilbert problem in the one-dimensional case, and a nonlocal Riemann–Hilbert problem in the two-dimensional case.

Initial boundary value problems for the nonlinear Schrödinger equation

A new spectral method for solving initial boundary value problems for linear and integrable nonlinear partial differential equations in two independent variables is applied to the nonlinear Schrödinger equation and to its linearized version in the domain {x≥l(t), t≥0}. We show that there exist two cases: (a) if l″(t)<0, then the solution of the linear or nonlinear equations can be obtained by solving the respective scalar or matrix Riemann-Hilbert problem, which is defined on a time-dependent contour; (b) if l″(t)>0, then the Riemann-Hilbert problem is replaced by a respective scalar or matrix problem on a time-independent domain. In both cases, the solution is expressed in a spectrally decomposed form.

Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods applied to boundary value problems for the positive definite Helmholtz-type problem -DeltaU + alpha U-2 = 0 in a bounded or unbounded domain, with the parameter alpha real and possibly large. Applications arise in the implementation of space-time boundary integral methods for the heat equation, where alpha is proportional to 1/root deltat, and deltat is the time step. The corresponding layer potentials arising from this problem depend nonlinearly on the parameter alpha and have kernels which become highly peaked as alpha --> infinity, causing standard discretization schemes to fail. We propose a new collocation method with a robust convergence rate as alpha --> infinity. Numerical experiments on a model problem verify the theoretical results.

Boundary value problems for the elliptic sine-Gordon equation in a semi-strip

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a substantial generalization of the inverse scattering transform and can be used for the analysis of boundary as opposed to initial-value problems. We first express the solution in terms of a 2 by 2 matrix Riemann-Hilbert problem whose \jump matrix" depends on both the Dirichlet and the Neumann boundary values. For a well posed problem one of these boundary values is an unknown function. This unknown function is characterised in terms of the so-called global relation, but in general this characterisation is nonlinear. We then concentrate on the case that the prescribed boundary conditions are zero along the unbounded sides of a semistrip and constant along the bounded side. This corresponds to a case of the so-called linearisable boundary conditions, however a major difficulty for this problem is the existence of non-integrable singularities of the function q_y at the two corners of the semistrip; these singularities are generated by the discontinuities of the boundary condition at these corners. Motivated by the recent solution of the analogous problem for the modified Helmholtz equation, we introduce an appropriate regularisation which overcomes this difficulty. Furthermore, by mapping the basic Riemann-Hilbert problem to an equivalent modified Riemann-Hilbert problem, we show that the solution can be expressed in terms of a 2 by 2 matrix Riemann-Hilbert problem whose jump matrix depends explicitly on the width of the semistrip L, on the constant value d of the solution along the bounded side, and on the residues at the given poles of a certain spectral function denoted by h. The determination of the function h remains open.

Discontinuous solutions and boundary value problems for non-linearly elastic fibre-reinforced materials

En este trabajo se han analizado varios problemas en el contexto de la elasticidad no lineal basándose en modelos constitutivos representativos. En particular, se han analizado problemas relacionados con el fenómeno de perdida de estabilidad asociada con condiciones de contorno en el caso de material reforzados con fibras. Cada problema se ha formulado y se ha analizado por separado en diferentes capítulos. En primer lugar se ha mostrado el análisis del gradiente de deformación discontinuo para un material transversalmente isótropo, en particular, el modelo del material considerado consiste de una base neo-Hookeana isótropa incrustada con fibras de refuerzo direccional caracterizadas con un solo parámetro. La solución de este problema se vincula con instabilidades que dan lugar al mecanismo de fallo conocido como banda de cortante. La perdida de elipticidad de las ecuaciones diferenciales de equilibrio es una condición necesaria para que aparezca este tipo de soluciones y por tanto las inestabilidades asociadas. En segundo lugar se ha analizado una deformación combinada de extensión, inación y torsión de un tubo cilíndrico grueso donde se ha encontrado que la deformación citada anteriormente puede ser controlada solo para determinadas direcciones de las fibras refuerzo. Para entender el comportamiento elástico del tubo considerado se ha ilustrado numéricamente los resultados obtenidos para las direcciones admisibles de las fibras de refuerzo bajo la deformación considerada. En tercer lugar se ha estudiado el caso de un tubo cilíndrico grueso reforzado con dos familias de fibras sometido a cortante en la dirección azimutal para un modelo de refuerzo especial. En este problema se ha encontrado que las inestabilidades que aparecen en el material considerado están asociadas con lo que se llama soluciones múltiples de la ecuación diferencial de equilibrio. Se ha encontrado que el fenómeno de instabilidad ocurre en un estado de deformación previo al estado de deformación donde se pierde la elipticidad de la ecuación diferencial de equilibrio. También se ha demostrado que la condición de perdida de elipticidad y ^W=2 = 0 (la segunda derivada de la función de energía con respecto a la deformación) son dos condiciones necesarias para la existencia de soluciones múltiples. Finalmente, se ha analizado detalladamente en el contexto de elipticidad un problema de un tubo cilíndrico grueso sometido a una deformación combinada en las direcciones helicoidal, axial y radial para distintas geotermias de las fibras de refuerzo . In the present work four main problems have been addressed within the framework of non-linear elasticity based on representative constitutive models. Namely, problems related to the loss of stability phenomena associated with boundary value problems for fibre-reinforced materials. Each of the considered problems is formulated and analysed separately in different chapters. We first start with the analysis of discontinuous deformation gradients for a transversely isotropic material under plane deformation. In particular, the material model is an augmented neo-Hookean base with a simple unidirectional reinforcement characterised by a single parameter. The solution of this problem is related to material instabilities and it is associated with a shear band-type failure mode. The loss of ellipticity of the governing differential equations is a necessary condition for the existence of these material instabilities. The second problem involves a detailed analysis of the combined non-linear extension, inflation and torsion of a thick-walled circular cylindrical tube where it has been found that the aforementioned deformation is controllable only for certain preferred directions of transverse isotropy. Numerical results have been illustrated to understand the elastic behaviour of the tube for the admissible preferred directions under the considered deformation. The third problem deals with the analysis of a doubly fibre-reinforced thickwalled circular cylindrical tube undergoing pure azimuthal shear for a special class of the reinforcing model where multiple non-smooth solutions emerge. The associated instability phenomena are found to occur prior to the point where the nominal stress tensor changes monotonicity in a particular direction. It has been also shown that the loss of ellipticity condition that arises from the equilibrium equation and ^W=2 = 0 (the second derivative of the strain-energy function with respect to the deformation) are equivalent necessary conditions for the emergence of multiple solutions for the considered material. Finally, a detailed analysis in the basis of the loss of ellipticity of the governing differential equations for a combined helical, axial and radial elastic deformations of a fibre-reinforced circular cylindrical tube is carried out.

Multiplicity results for second-order two-point boundary value problems with nonlinearities across several eigenvalues

We consider the boundary value problems for nonlinear second-order differential equations of the form u '' + a(t)f (u) = 0, 0 < t < 1, u(0) = u (1) = 0. We give conditions on the ratio f (s)/s at infinity and zero that guarantee the existence of solutions with prescribed nodal properties. Then we establish existence and multiplicity results for nodal solutions to the problem. The proofs of our main results are based upon bifurcation techniques. (c) 2004 Elsevier Ltd. All rights reserved.

Global behavior of positive solutions of nonlinear three-point boundary value problems

We investigate the structure of the positive solution set for nonlinear three-point boundary value problems of the form u('') + h(t) f(u) = 0, u(0) = 0, u(1) = lambdau(eta), where eta epsilon (0, 1) is given lambda epsilon (0, 1/n) is a parameter, f epsilon C ([0, infinity), [0, infinity)) satisfies f (s) > 0 for s > 0, and h epsilon C([0, 1], [0, infinity)) is not identically zero on any subinterval of [0, 1]. Our main results demonstrate the existence of continua of positive solutions of the above problem. (C) 2004 Elsevier Ltd. All rights reserved.