The method of fundamental solutions for free surface Stefan problems

In this paper, free surface problems of Stefan-type for the parabolic heat equation are investigated using the method of fundamental solutions. The additional measurement necessary to determine the free surface could be a boundary temperature, a heat flux or an energy measurement. Both one- and two-phase flows are investigated. Numerical results are presented and discussed.

A procedure for the reconstruction of a stochastic stationary temperature field

An iterative procedure is proposed for the reconstruction of a temperature field from a linear stationary heat equation with stochastic coefficients, and stochastic Cauchy data given on a part of the boundary of a bounded domain. In each step, a series of mixed well-posed boundary-value problems are solved for the stochastic heat operator and its adjoint. Well-posedness of these problems is shown to hold and convergence in the mean of the procedure is proved. A discretized version of this procedure, based on a Monte Carlo Galerkin finite-element method, suitable for numerical implementation is discussed. It is demonstrated that the solution to the discretized problem converges to the continuous as the mesh size tends to zero.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Some Fractional Extensions of the Temperature Field Problem in Oil Strata

This survey is devoted to some fractional extensions of the incomplete lumped formulation, the lumped formulation and the formulation of Lauwerier of the temperature field problem in oil strata. The method of integral transforms is used to solve the corresponding boundary value problems for the fractional heat equation. By using Caputo’s differintegration operator and the Laplace transform, new integral forms of the solutions are obtained. In each of the different cases the integrands are expressed in terms of a convolution of two special functions of Wright’s type.

Operational Methods in the Environment of a Computer Algebra System

This article presents the principal results of the doctoral thesis “Direct Operational Methods in the Environment of a Computer Algebra System” by Margarita Spiridonova (Institute of mathematics and Informatics, BAS), successfully defended before the Specialised Academic Council for Informatics and Mathematical Modelling on 23 March, 2009.

Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE

2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.

Leak identification in saturated unsteady flow via a Cauchy problem

This work is an initial study of a numerical method for identifying multiple leak zones in saturated unsteady flow. Using the conventional saturated groundwater flow equation, the leak identification problem is modelled as a Cauchy problem for the heat equation and the aim is to find the regions on the boundary of the solution domain where the solution vanishes, since leak zones correspond to null pressure values. This problem is ill-posed and to reconstruct the solution in a stable way, we therefore modify and employ an iterative regularizing method proposed in [1] and [2]. In this method, mixed well-posed problems obtained by changing the boundary conditions are solved for the heat operator as well as for its adjoint, to get a sequence of approximations to the original Cauchy problem. The mixed problems are solved using a Finite element method (FEM), and the numerical results indicate that the leak zones can be identified with the proposed method.

Photochemical dynamics of laser-irradiated semiconductor nanostructures

Thesis (Ph.D.)--University of Washington, 2016-08

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.

Linear non-local diffusion problems in metric measure spaces

The aim of this paper is to provide a comprehensive study of some linear non-local diffusion problems in metric measure spaces. These include, for example, open subsets in ℝN, graphs, manifolds, multi-structures and some fractal sets. For this, we study regularity, compactness, positivity and the spectrum of the stationary non-local operator. We then study the solutions of linear evolution non-local diffusion problems, with emphasis on similarities and differences with the standard heat equation in smooth domains. In particular, we prove weak and strong maximum principles and describe the asymptotic behaviour using spectral methods.

Calculation of Heat of Adsorption of Gases and Refrigerants on Activated Carbons from Direct Measurements Fitted to the Dubinin-Astakhov Equation

The heat of adsorption of methane, ethane, carbon dioxide, R-507a and R-134a on several specimens of microporous activated carbons is derived from experimental adsorption data fitted to the Dubinin-Astakhov equation. These adsorption results are compared with literature data obtained from calorimetric measurements and from the pressure-temperature relation during isosteric heating/cooling. Because the adsorbed phase volume plays an important role, its dependence on temperature and pressure needs to be correctly assessed. In addition, for super-critical gas adsorption, the evaluation of the pseudo-saturation pressure also needs a judicious treatment. Based on the evaluation of carbon dioxide adsorption, it can be seen that sub-critical and super-critical adsorption show different temperature dependences of the isosteric heat of adsorption. The temperature and loading dependence of this property needs to be taken into account while designing practical systems. Some practical implications of these findings are enumerated.

A traceable physical calibration of the vertical advection-diffusion equation for modelling ocean heat uptake

The classic vertical advection-diffusion (VAD) balance is a central concept in studying the ocean heat budget, in particular in simple climate models (SCMs). Here we present a new framework to calibrate the parameters of the VAD equation to the vertical ocean heat balance of two fully-coupled climate models that is traceable to the models’ circulation as well as to vertical mixing and diffusion processes. Based on temperature diagnostics, we derive an effective vertical velocity w∗ and turbulent diffusivity k∗ for each individual physical process. In steady-state, we find that the residual vertical velocity and diffusivity change sign in mid-depth, highlighting the different regional contributions of isopycnal and diapycnal diffusion in balancing the models’ residual advection and vertical mixing. We quantify the impacts of the time-evolution of the effective quantities under a transient 1%CO2 simulation and make the link to the parameters of currently employed SCMs.

Heat Conduction Equation Solution in the Presence of a Change of State in a Bounded Axisymmetric Cylindrical Domain

The heat conduction problem, in the presence of a change of state, was solved for the case of an indefinitely long cylindrical layer cavity. As boundary conditions, it is imposed that the internal surface of the cavity is maintained below the fusion temperature of the infilling substance and the external surface is kept above it. The solution, obtained in nondimensional variables, consists in two closed form heat conduction equation solutions for the solidified and liquid regions, which formally depend of the, at first, unknown position of the phase change front. The energy balance through the phase change front furnishes the equation for time dependence of the front position, which is numerically solved. Substitution of the front position for a particular instant in the heat conduction equation solutions gives the temperature distribution inside the cavity at that moment. The solution is illustrated with numerical examples. [DOI: 10.1115/1.4003542]

FTCS finite difference scheme GPGPU parallel computing for the heat conduction equation = Programación en paralelo GPGPU del método en diferencias finitas FTCS para la ecuación del calor

En el presente artículo se muestran las ventajas de la programación en paralelo resolviendo numéricamente la ecuación del calor en dos dimensiones a través del método de diferencias finitas explícito centrado en el espacio FTCS. De las conclusiones de este trabajo se pone de manifiesto la importancia de la programación en paralelo para tratar problemas grandes, en los que se requiere un elevado número de cálculos, para los cuales la programación secuencial resulta impracticable por el elevado tiempo de ejecución. En la primera sección se describe brevemente los conceptos básicos de programación en paralelo. Seguidamente se resume el método de diferencias finitas explícito centrado en el espacio FTCS aplicado a la ecuación parabólica del calor. Seguidamente se describe el problema de condiciones de contorno y valores iniciales específico al que se va a aplicar el método de diferencias finitas FTCS, proporcionando pseudocódigos de una implementación secuencial y dos implementaciones en paralelo. Finalmente tras la discusión de los resultados se presentan algunas conclusiones. In this paper the advantages of parallel computing are shown by solving the heat conduction equation in two dimensions with the forward in time central in space (FTCS) finite difference method. Two different levels of parallelization are consider and compared with traditional serial procedures. We show in this work the importance of parallel computing when dealing with large problems that are impractical or impossible to solve them with a serial computing procedure. In the first section a summary of parallel computing approach is presented. Subsequently, the forward in time central in space (FTCS) finite difference method for the heat conduction equation is outline, describing how the heat flow equation is derived in two dimensions and the particularities of the finite difference numerical technique considered. Then, a specific initial boundary value problem is solved by the FTCS finite difference method and serial and parallel pseudo codes are provided. Finally after results are discussed some conclusions are presented.