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.

On Solutions of Holonomic Divided-Difference Equations on Non-Uniform Lattices

The main aim of this paper is the development of suitable bases (replacing the power basis x^n (n\in\IN_\le 0) which enable the direct series representation of orthogonal polynomial systems on non-uniform lattices (quadratic lattices of a discrete or a q-discrete variable). We present two bases of this type, the first of which allows to write solutions of arbitrary divided-difference equations in terms of series representations extending results given in [16] for the q-case. Furthermore it enables the representation of the Stieltjes function which can be used to prove the equivalence between the Pearson equation for a given linear functional and the Riccati equation for the formal Stieltjes function. If the Askey-Wilson polynomials are written in terms of this basis, however, the coefficients turn out to be not q-hypergeometric. Therefore, we present a second basis, which shares several relevant properties with the first one. This basis enables to generate the defining representation of the Askey-Wilson polynomials directly from their divided-difference equation. For this purpose the divided-difference equation must be rewritten in terms of suitable divided-difference operators developed in [5], see also [6].

Performance of asynchronous channel assignment scheme in non-uniform and dynamic topology WLANs

Dense deployments of wireless local area networks (WLANs) are fast becoming a permanent feature of all developed cities around the world. While this increases capacity and coverage, the problem of increased interference, which is exacerbated by the limited number of channels available, can severely degrade the performance of WLANs if an effective channel assignment scheme is not employed. In an earlier work, an asynchronous, distributed and dynamic channel assignment scheme has been proposed that (1) is simple to implement, (2) does not require any knowledge of the throughput function, and (3) allows asynchronous channel switching by each access point (AP). In this paper, we present extensive performance evaluation of this scheme when it is deployed in the more practical non-uniform and dynamic topology scenarios. Specifically, we investigate its effectiveness (1) when APs are deployed in a nonuniform fashion resulting in some APs suffering from higher levels of interference than others and (2) when APs are effectively switched `on/off' due to the availability/lack of traffic at different times, which creates a dynamically changing network topology. Simulation results based on actual WLAN topologies show that robust performance gains over other channel assignment schemes can still be achieved even in these realistic scenarios.

Intercomparison of methods of coupling between convection and large-scale circulation. 2: Comparison over non-uniform surface conditions

As part of an international intercomparison project, the weak temperature gradient (WTG) and damped gravity wave (DGW) methods are used to parameterize large-scale dynamics in a set of cloud-resolving models (CRMs) and single column models (SCMs). The WTG or DGW method is implemented using a configuration that couples a model to a reference state defined with profiles obtained from the same model in radiative-convective equilibrium. We investigated the sensitivity of each model to changes in SST, given a fixed reference state. We performed a systematic comparison of the WTG and DGW methods in different models, and a systematic comparison of the behavior of those models using the WTG method and the DGW method. The sensitivity to the SST depends on both the large-scale parameterization method and the choice of the cloud model. In general, SCMs display a wider range of behaviors than CRMs. All CRMs using either the WTG or DGW method show an increase of precipitation with SST, while SCMs show sensitivities which are not always monotonic. CRMs using either the WTG or DGW method show a similar relationship between mean precipitation rate and column-relative humidity, while SCMs exhibit a much wider range of behaviors. DGW simulations produce large-scale velocity profiles which are smoother and less top-heavy compared to those produced by the WTG simulations. These large-scale parameterization methods provide a useful tool to identify the impact of parameterization differences on model behavior in the presence of two-way feedback between convection and the large-scale circulation.

A general technique to embed non-uniform discontinuities into standard solid finite elements

A general technique to embed non-uniform displacement discontinuities into standard solid finite elements is presented. The technique is based on the decomposition of the kinematic fields into a component related to the deformation of the solid portion of the element and one related to the rigid-body motion due to a displacement discontinuity. This decomposition simplifies the incorporation of discontinuity interfaces and provides a suitable framework to account for non-uniform discontinuity modes. The present publication addresses two families of finite element formulations: displacement-based and stress hybrid finite element. © 2005 Elsevier Ltd. All rights reserved.

A two-dimensional finite element model of front surface current flow in cells under non-uniform, concentrated illumination

A two-dimensional finite element model of current flow in the front surface of a PV cell is presented. In order to validate this model we perform an experimental test. Later, particular attention is paid to the effects of non-uniform illumination in the finger direction which is typical in a linear concentrator system. Fill factor, open circuit voltage and efficiency are shown to decrease with increasing degree of non-uniform illumination. It is shown that these detrimental effects can be mitigated significantly by reoptimization of the number of front surface metallization fingers to suit the degree of non-uniformity. The behavior of current flow in the front surface of a cell operating at open circuit voltage under non-uniform illumination is discussed in detail.

Neurite, a finite difference large scale parallel program for the simulation of the electrical signal propagation in neurites under mechanical loading

With the growing body of research on traumatic brain injury and spinal cord injury, computational neuroscience has recently focused its modeling efforts on neuronal functional deficits following mechanical loading. However, in most of these efforts, cell damage is generally only characterized by purely mechanistic criteria, function of quantities such as stress, strain or their corresponding rates. The modeling of functional deficits in neurites as a consequence of macroscopic mechanical insults has been rarely explored. In particular, a quantitative mechanically based model of electrophysiological impairment in neuronal cells has only very recently been proposed (Jerusalem et al., 2013). In this paper, we present the implementation details of Neurite: the finite difference parallel program used in this reference. Following the application of a macroscopic strain at a given strain rate produced by a mechanical insult, Neurite is able to simulate the resulting neuronal electrical signal propagation, and thus the corresponding functional deficits. The simulation of the coupled mechanical and electrophysiological behaviors requires computational expensive calculations that increase in complexity as the network of the simulated cells grows. The solvers implemented in Neurite-explicit and implicit-were therefore parallelized using graphics processing units in order to reduce the burden of the simulation costs of large scale scenarios. Cable Theory and Hodgkin-Huxley models were implemented to account for the electrophysiological passive and active regions of a neurite, respectively, whereas a coupled mechanical model accounting for the neurite mechanical behavior within its surrounding medium was adopted as a link between lectrophysiology and mechanics (Jerusalem et al., 2013). This paper provides the details of the parallel implementation of Neurite, along with three different application examples: a long myelinated axon, a segmented dendritic tree, and a damaged axon. The capabilities of the program to deal with large scale scenarios, segmented neuronal structures, and functional deficits under mechanical loading are specifically highlighted.

A compact difference scheme for numerical solutions of second order dual-phase-lagging models of microscale heat transfer

Dual-phase-lagging (DPL) models constitute a family of non-Fourier models of heat conduction that allow for the presence of time lags in the heat flux and the temperature gradient. These lags may need to be considered when modeling microscale heat transfer, and thus DPL models have found application in the last years in a wide range of theoretical and technical heat transfer problems. Consequently, analytical solutions and methods for computing numerical approximations have been proposed for particular DPL models in different settings. In this work, a compact difference scheme for second order DPL models is developed, providing higher order precision than a previously proposed method. The scheme is shown to be unconditionally stable and convergent, and its accuracy is illustrated with numerical examples.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

A new control-volume finite-element scheme for heterogeneous porous media : application to the drying of softwood

An improved mesoscopic model is presented for simulating the drying of porous media. The aim of this model is to account for two scales simultaneously: the scale of the whole product and the scale of the heterogeneities of the porous medium. The innovation of this method is the utilization of a new mass-conservative scheme based on the Control-Volume Finite-Element (CV-FE) method that partitions the moisture content field over the individual sub-control volumes surrounding each node within the mesh. Although the new formulation has potential for application across a wide range of transport processes in heterogeneous porous media, the focus here is on applying the model to the drying of small sections of softwood consisting of several growth rings. The results conclude that, when compared to a previously published scheme, only the new mass-conservative formulation correctly captures the true moisture content evolution in the earlywood and latewood components of the growth rings during drying.

Natural convection adjacent to an inclined flat plate and in an attic space under various thermal forcing conditions

The effect of viscous dissipation on natural convection from a vertical plate placed in a thermally stratified environment has been investigated numerically. The reduced equations are integrated by employing the implicit finite difference scheme or Ke1ler-box method and obtained the effect of heat due to viscous dissipation on the local skin-friction and loca1 Nusselt number at various stratification levels, for fluids having Prandtl number equals 10, 50, and 100. Solutions are also obtained using the perturbation technique for small values of viscous dissipation parameters and compared with the Finite Difference solutions. Effect of the heat transfer due to viscous dissipation and the temperature stratification are also shown on the velocity and temperature distributions in the boundary layer region. A numerical study of laminar doubly diffusive free convection flows adjacent to a vertical surface in a stable thermally stratified medium is also considered for this study. Solutions are obtained using the implicit Finite Difference method and compared with the local non-similarity method. The velocity and temperature distributions for different values of stratification parameter are shown graphically. The results show many interesting aspects of complex interaction of the two buoyant mechanisms.

Natural convection in a triangular enclosure due to non-uniform cooling on top

Natural convection in a triangular enclosure subject to non-uniformly cooling at the inclined surfaces and uniformly heating at the base is investigated numerically. The numerical simulations of the unsteady flows over a range of Rayleigh numbers and aspect ratios are carried out using Finite Volume Method. Since the upper surface is cooled and the bottom surface is heated, the air flow in the enclosure is potentially unstable to Rayleigh Benard instability. It is revealed that the transient flow development in the enclosure can be classified into three distinct stages; an early stage, a transitional stage and a steady stage. It is also found that the flow inside the enclosure strongly depends on the governing parameters, Rayleigh number and aspect ratio. The asymmetric behaviour of the flow about the geometric centre line is discussed in detailed. The heat transfer through the roof and the ceiling as a form of Nusselt number is also reported in this study.

Natural convection in a triangular enclosure due to non-uniform cooling on top

Natural convection in a triangular enclosure subject to non-uniformly cooling at the inclined surfaces and uniformly heating at the base is investigated numerically. The numerical simulations of the unsteady flows over a range of Rayleigh numbers and aspect ratios are carried out using Finite Volume Method. Since the upper surface is cooled and the bottom surface is heated, the air flow in the enclosure is potentially unstable to Rayleigh Benard instability. It is revealed that the transient flow development in the enclosure can be classified into three distinct stages; an early stage, a transitional stage and a steady stage. It is also found that the flow inside the enclosure strongly depends on the governing parameters; Rayleigh number and aspect ratio. The asymmetric behaviour of the flow about the geometric centre line is discussed in detailed. The heat transfer through the roof and the ceiling as a form of Nusselt number is also reported in this study.

A comparison of finite difference and finite volume methods for solving the space fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non-classical diffusion or dispersion; that is, not adequately described by the classical theory of Brownian motion and Fick's law. We consider a space fractional advection-dispersion equation based on a fractional Fick's law. The equation involves the Riemann-Liouville fractional derivative which arises from assuming that particles may make large jumps. Finite difference methods for solving this equation have been proposed by Meerschaert and Tadjeran. In the variable coefficient case, the product rule is first applied, and then the Riemann-Liouville fractional derivatives are discretised using standard and shifted Grunwald formulas, depending on the fractional order. In this work, we consider a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Grunwald formulas are used to discretise the fractional derivatives at control volume faces. We compare the two methods for several case studies from the literature, highlighting the convenience of the finite volume approach.