Optimal error estimate using mesh equidistribution technique for singularly perturbed system of reaction-diffusion boundary-value problems

In this article, we study the problem of determining an appropriate grading of meshes for a system of coupled singularly perturbed reaction-diffusion problems having diffusion parameters with different magnitudes. The central difference scheme is used to discretize the problem on adaptively generated mesh where the mesh equation is derived using an equidistribution principle. An a priori monitor function is obtained from the error estimate. A suitable a posteriori analogue of this monitor function is also derived for the mesh construction which will lead to an optimal second-order parameter uniform convergence. We present the results of numerical experiments for linear and semilinear reaction-diffusion systems to support the effectiveness of our preferred monitor function obtained from theoretical analysis. (C) 2014 Elsevier Inc. All rights reserved.

Modeling, numerical methods, and simulation for particle-fluid two-phase flow problems

In this paper, we study the issues of modeling, numerical methods, and simulation with comparison to experimental data for the particle-fluid two-phase flow problem involving a solid-liquid mixed medium. The physical situation being considered is a pulsed liquid fluidized bed. The mathematical model is based on the assumption of one-dimensional flows, incompressible in both particle and fluid phases, equal particle diameters, and the wall friction force on both phases being ignored. The model consists of a set of coupled differential equations describing the conservation of mass and momentum in both phases with coupling and interaction between the two phases. We demonstrate conditions under which the system is either mathematically well posed or ill posed. We consider the general model with additional physical viscosities and/or additional virtual mass forces, both of which stabilize the system. Two numerical methods, one of them is first-order accurate and the other fifth-order accurate, are used to solve the models. A change of variable technique effectively handles the changing domain and boundary conditions. The numerical methods are demonstrated to be stable and convergent through careful numerical experiments. Simulation results for realistic pulsed liquid fluidized bed are provided and compared with experimental data. (C) 2004 Elsevier Ltd. All rights reserved.

A simple approach to solve boundary-value problems in gradient elasticity

We outline a procedure for obtaining solutions of certain boundary value problems of a recently proposed theory of gradient elasticity in terms of solutions of classical elasticity. The method is applied to illustrate, among other things, how the gradient theory can remove the strain singularity from some typical examples of the classical theory.

A new type of boundary integral-equation for plane problems of elasticity including rotational forces

Based on the idea proposed by Hu [Scientia Sinica Series A XXX, 385-390 (1987)], a new type of boundary integral equation for plane problems of elasticity including rotational forces is derived and its boundary element formulation is presented. Numerical results for a rotating hollow disk are given to demonstrate the accuracy of the new type of boundary integral equation.

A singularly perturbed linear two-point boundary-value problem

We consider the following singularly perturbed linear two-point boundary-value problem:

Ly(x) ≡ Ω(ε)D_xy(x) - A(x,ε)y(x) = f(x,ε) 0≤x≤1 (1a)

By ≡ L(ε)y(0) + R(ε)y(1) = g(ε) ε → 0^+ (1b)

Here Ω(ε) is a diagonal matrix whose first m diagonal elements are 1 and last m elements are ε. Aside from reasonable continuity conditions placed on A, L, R, f, g, we assume the lower right mxm principle submatrix of A has no eigenvalues whose real part is zero. Under these assumptions a constructive technique is used to derive sufficient conditions for the existence of a unique solution of (1). These sufficient conditions are used to define when (1) is a regular problem. It is then shown that as ε → 0^+ the solution of a regular problem exists and converges on every closed subinterval of (0,1) to a solution of the reduced problem. The reduced problem consists of the differential equation obtained by formally setting ε equal to zero in (1a) and initial conditions obtained from the boundary conditions (1b). Several examples of regular problems are also considered.

A similar technique is used to derive the properties of the solution of a particular difference scheme used to approximate (1). Under restrictions on the boundary conditions (1b) it is shown that for the stepsize much larger than ε the solution of the difference scheme, when applied to a regular problem, accurately represents the solution of the reduced problem.

Furthermore, the existence of a similarity transformation which block diagonalizes a matrix is presented as well as exponential bounds on certain fundamental solution matrices associated with the problem (1).

Fast numerical methods for mixed, singular Helmholtz boundary value problems and Laplace eigenvalue problems - with applications to antenna design, sloshing, electromagnetic scattering and spectral geometry

This thesis presents a novel class of algorithms for the solution of scattering and eigenvalue problems on general two-dimensional domains under a variety of boundary conditions, including non-smooth domains and certain "Zaremba" boundary conditions - for which Dirichlet and Neumann conditions are specified on various portions of the domain boundary. The theoretical basis of the methods for the Zaremba problems on smooth domains concern detailed information, which is put forth for the first time in this thesis, about the singularity structure of solutions of the Laplace operator under boundary conditions of Zaremba type. The new methods, which are based on use of Green functions and integral equations, incorporate a number of algorithmic innovations, including a fast and robust eigenvalue-search algorithm, use of the Fourier Continuation method for regularization of all smooth-domain Zaremba singularities, and newly derived quadrature rules which give rise to high-order convergence even around singular points for the Zaremba problem. The resulting algorithms enjoy high-order convergence, and they can tackle a variety of elliptic problems under general boundary conditions, including, for example, eigenvalue problems, scattering problems, and, in particular, eigenfunction expansion for time-domain problems in non-separable physical domains with mixed boundary conditions.

On the uniqueness of singular solutions to boundary-initial value problems in linear elastodynamics

This investigation deals with certain generalizations of the classical uniqueness theorem for the second boundary-initial value problem in the linearized dynamical theory of not necessarily homogeneous nor isotropic elastic solids. First, the regularity assumptions underlying the foregoing theorem are relaxed by admitting stress fields with suitably restricted finite jump discontinuities. Such singularities are familiar from known solutions to dynamical elasticity problems involving discontinuous surface tractions or non-matching boundary and initial conditions. The proof of the appropriate uniqueness theorem given here rests on a generalization of the usual energy identity to the class of singular elastodynamic fields under consideration.

Following this extension of the conventional uniqueness theorem, we turn to a further relaxation of the customary smoothness hypotheses and allow the displacement field to be differentiable merely in a generalized sense, thereby admitting stress fields with square-integrable unbounded local singularities, such as those encountered in the presence of focusing of elastic waves. A statement of the traction problem applicable in these pathological circumstances necessitates the introduction of "weak solutions'' to the field equations that are accompanied by correspondingly weakened boundary and initial conditions. A uniqueness theorem pertaining to this weak formulation is then proved through an adaptation of an argument used by O. Ladyzhenskaya in connection with the first boundary-initial value problem for a second-order hyperbolic equation in a single dependent variable. Moreover, the second uniqueness theorem thus obtained contains, as a special case, a slight modification of the previously established uniqueness theorem covering solutions that exhibit only finite stress-discontinuities.

Helmholtz Fermi surface harmonics: an efficient approach for treating anisotropic problems involving Fermi surface integrals

We present a new efficient numerical approach for representing anisotropic physical quantities and/or matrix elements defined on the Fermi surface (FS) of metallic materials. The method introduces a set of numerically calculated generalized orthonormal functions which are the solutions of the Helmholtz equation defined on the FS. Noteworthy, many properties of our proposed basis set are also shared by the FS harmonics introduced by Philip B Allen (1976 Phys. Rev. B 13 1416), proposed to be constructed as polynomials of the cartesian components of the electronic velocity. The main motivation of both approaches is identical, to handle anisotropic problems efficiently. However, in our approach the basis set is defined as the eigenfunctions of a differential operator and several desirable properties are introduced by construction. The method is demonstrated to be very robust in handling problems with any crystal structure or topology of the FS, and the periodicity of the reciprocal space is treated as a boundary condition for our Helmholtz equation. We illustrate the method by analysing the free-electron-like lithium (Li), sodium (Na), copper (Cu), lead (Pb), tungsten (W) and magnesium diboride (MgB2)

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.

Uniformly convergent finite element methods for singularly perturbed parabolic partial differential equations

This thesis is concerned with uniformly convergent finite element methods for numerically solving singularly perturbed parabolic partial differential equations in one space variable. First, we use Petrov-Galerkin finite element methods to generate three schemes for such problems, each of these schemes uses exponentially fitted elements in space. Two of them are lumped and the other is non-lumped. On meshes which are either arbitrary or slightly restricted, we derive global energy norm and L2 norm error bounds, uniformly in the diffusion parameter. Under some reasonable global assumptions together with realistic local assumptions on the solution and its derivatives, we prove that these exponentially fitted schemes are locally uniformly convergent, with order one, in a discrete L∞norm both outside and inside the boundary layer. We next analyse a streamline diffusion scheme on a Shishkin mesh for a model singularly perturbed parabolic partial differential equation. The method with piecewise linear space-time elements is shown, under reasonable assumptions on the solution, to be convergent, independently of the diffusion parameter, with a pointwise accuracy of almost order 5/4 outside layers and almost order 3/4 inside the boundary layer. Numerical results for the above schemes are presented. Finally, we examine a cell vertex finite volume method which is applied to a model time-dependent convection-diffusion problem. Local errors away from all layers are obtained in the l2 seminorm by using techniques from finite element analysis.

A hybrid Laplace transform/finite difference boundary element method for diffusion problems

The solution process for diffusion problems usually involves the time development separately from the space solution. A finite difference algorithm in time requires a sequential time development in which all previous values must be determined prior to the current value. The Stehfest Laplace transform algorithm, however, allows time solutions without the knowledge of prior values. It is of interest to be able to develop a time-domain decomposition suitable for implementation in a parallel environment. One such possibility is to use the Laplace transform to develop coarse-grained solutions which act as the initial values for a set of fine-grained solutions. The independence of the Laplace transform solutions means that we do indeed have a time-domain decomposition process. Any suitable time solver can be used for the fine-grained solution. To illustrate the technique we shall use an Euler solver in time together with the dual reciprocity boundary element method for the space solution

Boundary value problems for analytic functions in the class of Cauchy-type integrals with density in

We study the Riemann boundary value problem , for analytic functions in the class of analytic functions represented by the Cauchy-type integrals with density in the spaces with variable exponent. We consider both the case when the coefficient is piecewise continuous and it may be of a more general nature, admitting its oscillation. The explicit formulas for solutions in the variable exponent setting are given. The related singular integral equations in the same setting are also investigated. As an application there is derived some extension of the Szegö-Helson theorem to the case of variable exponents.