A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

A family of nonempty closed convex sets is built by using the data of the Generalized Nash equilibrium problem (GNEP). The sets are selected iteratively such that the intersection of the selected sets contains solutions of the GNEP. The algorithm introduced by Iusem-Sosa (2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.

Numerical algorithm for Ginzburg-Landau equations with multiplicative noise: Application to domain growth

We consider stochastic partial differential equations with multiplicative noise. We derive an algorithm for the computer simulation of these equations. The algorithm is applied to study domain growth of a model with a conserved order parameter. The numerical results corroborate previous analytical predictions obtained by linear analysis.

Numerical algorithm for spectroscopic ellipsometry of thick transparent films

We present a numerical method for spectroscopic ellipsometry of thick transparent films. When an analytical expression for the dispersion of the refractive index (which contains several unknown coefficients) is assumed, the procedure is based on fitting the coefficients at a fixed thickness. Then the thickness is varied within a range (according to its approximate value). The final result given by our method is as follows: The sample thickness is considered to be the one that gives the best fitting. The refractive index is defined by the coefficients obtained for this thickness.

A contour-advective semi-lagrangian numerical algorithm for simulating fine-scale conservative dynamical fields

This paper describes a novel numerical algorithm for simulating the evolution of fine-scale conservative fields in layer-wise two-dimensional flows, the most important examples of which are the earth's atmosphere and oceans. the algorithm combines two radically different algorithms, one Lagrangian and the other Eulerian, to achieve an unexpected gain in computational efficiency. The algorithm is demonstrated for multi-layer quasi-geostrophic flow, and results are presented for a simulation of a tilted stratospheric polar vortex and of nearly-inviscid quasi-geostrophic turbulence. the turbulence results contradict previous arguments and simulation results that have suggested an ultimate two-dimensional, vertically-coherent character of the flow. Ongoing extensions of the algorithm to the generally ageostrophic flows characteristic of planetary fluid dynamics are outlined.

A Finite Element Numerical Algorithm for Modelling and Data Fitting in Complex Systems

Numerical modelling methodologies are important by their application to engineering and scientific problems, because there are processes where analytical mathematical expressions cannot be obtained to model them. When the only available information is a set of experimental values for the variables that determine the state of the system, the modelling problem is equivalent to determining the hyper-surface that best fits the data. This paper presents a methodology based on the Galerkin formulation of the finite elements method to obtain representations of relationships that are defined a priori, between a set of variables: y = z(x1, x2,...., xd). These representations are generated from the values of the variables in the experimental data. The approximation, piecewise, is an element of a Sobolev space and has derivatives defined in a general sense into this space. The using of this approach results in the need of inverting a linear system with a structure that allows a fast solver algorithm. The algorithm can be used in a variety of fields, being a multidisciplinary tool. The validity of the methodology is studied considering two real applications: a problem in hydrodynamics and a problem of engineering related to fluids, heat and transport in an energy generation plant. Also a test of the predictive capacity of the methodology is performed using a cross-validation method.

A Mass-Conserving Algorithm for Dynamical Lubrication Problems With Cavitation

A numerical algorithm for fully dynamical lubrication problems based on the Elrod-Adams formulation of the Reynolds equation with mass-conserving boundary conditions is described. A simple but effective relaxation scheme is used to update the solution maintaining the complementarity conditions on the variables that represent the pressure and fluid fraction. The equations of motion are discretized in time using Newmark`s scheme, and the dynamical variables are updated within the same relaxation process just mentioned. The good behavior of the proposed algorithm is illustrated in two examples: an oscillatory squeeze flow (for which the exact solution is available) and a dynamically loaded journal bearing. This article is accompanied by the ready-to-compile source code with the implementation of the proposed algorithm. [DOI: 10.1115/1.3142903]

Numerical Approximation of a Fractional-In-Space Diffusion Equation (II) – with Nonhomogeneous Boundary Conditions

2000 Mathematics Subject Classification: 26A33 (primary), 35S15

An optimal boundary fair scheduling

Nowadays, many real-time operating systems discretize the time relying on a system time unit. To take this behavior into account, real-time scheduling algorithms must adopt a discrete-time model in which both timing requirements of tasks and their time allocations have to be integer multiples of the system time unit. That is, tasks cannot be executed for less than one time unit, which implies that they always have to achieve a minimum amount of work before they can be preempted. Assuming such a discrete-time model, the authors of Zhu et al. (Proceedings of the 24th IEEE international real-time systems symposium (RTSS 2003), 2003, J Parallel Distrib Comput 71(10):1411–1425, 2011) proposed an efficient “boundary fair” algorithm (named BF) and proved its optimality for the scheduling of periodic tasks while achieving full system utilization. However, BF cannot handle sporadic tasks due to their inherent irregular and unpredictable job release patterns. In this paper, we propose an optimal boundary-fair scheduling algorithm for sporadic tasks (named BF TeX ), which follows the same principle as BF by making scheduling decisions only at the job arrival times and (expected) task deadlines. This new algorithm was implemented in Linux and we show through experiments conducted upon a multicore machine that BF TeX outperforms the state-of-the-art discrete-time optimal scheduler (PD TeX ), benefiting from much less scheduling overheads. Furthermore, it appears from these experimental results that BF TeX is barely dependent on the length of the system time unit while PD TeX —the only other existing solution for the scheduling of sporadic tasks in discrete-time systems—sees its number of preemptions, migrations and the time spent to take scheduling decisions increasing linearly when improving the time resolution of the system.

Efficient Legendre spectral tau algorithm for solving two-sided space-time Caputo fractional advection-dispersion equation

In this paper we present the operational matrices of the left Caputo fractional derivative, right Caputo fractional derivative and Riemann–Liouville fractional integral for shifted Legendre polynomials. We develop an accurate numerical algorithm to solve the two-sided space–time fractional advection–dispersion equation (FADE) based on a spectral shifted Legendre tau (SLT) method in combination with the derived shifted Legendre operational matrices. The fractional derivatives are described in the Caputo sense. We propose a spectral SLT method, both in temporal and spatial discretizations for the two-sided space–time FADE. This technique reduces the two-sided space–time FADE to a system of algebraic equations that simplifies the problem. Numerical results carried out to confirm the spectral accuracy and efficiency of the proposed algorithm. By selecting relatively few Legendre polynomial degrees, we are able to get very accurate approximations, demonstrating the utility of the new approach over other numerical methods.

Simulation of surface waves in porous media

We present a novel numerical algorithm for the simulation of seismic wave propagation in porous media, which is particularly suitable for the accurate modelling of surface wave-type phenomena. The differential equations of motion are based on Biot's theory of poro-elasticity and solved with a pseudospectral approach using Fourier and Chebyshev methods to compute the spatial derivatives along the horizontal and vertical directions, respectively. The time solver is a splitting algorithm that accounts for the stiffness of the differential equations. Due to the Chebyshev operator the grid spacing in the vertical direction is non-uniform and characterized by a denser spatial sampling in the vicinity of interfaces, which allows for a numerically stable and accurate evaluation of higher order surface wave modes. We stretch the grid in the vertical direction to increase the minimum grid spacing and reduce the computational cost. The free-surface boundary conditions are implemented with a characteristics approach, where the characteristic variables are evaluated at zero viscosity. The same procedure is used to model seismic wave propagation at the interface between a fluid and porous medium. In this case, each medium is represented by a different grid and the two grids are combined through a domain-decomposition method. This wavefield decomposition method accounts for the discontinuity of variables and is crucial for an accurate interface treatment. We simulate seismic wave propagation with open-pore and sealed-pore boundary conditions and verify the validity and accuracy of the algorithm by comparing the numerical simulations to analytical solutions based on zero viscosity obtained with the Cagniard-de Hoop method. Finally, we illustrate the suitability of our algorithm for more complex models of porous media involving viscous pore fluids and strongly heterogeneous distributions of the elastic and hydraulic material properties.

Three-dimensional hydrodynamic numerical modelling of fold nappe formation, basement-cover deformation and slab detachment with applications to the helvetic nappe system (W Switzerland)

Many three-dimensional (3-D) structures in rock, which formed during the deformation of the Earth's crust and lithosphere, are controlled by a difference in mechanical strength between rock units and are often the result of a geometrical instability. Such structures are, for example, folds, pinch-and-swell structures (due to necking) or cuspate-lobate structures (mullions). These struc-tures occur from the centimeter to the kilometer scale and the related deformation processes con-trol the formation of, for example, fold-and-thrust belts and extensional sedimentary basins or the deformation of the basement-cover interface. The 2-D deformation processes causing these structures are relatively well studied, however, several processes during large-strain 3-D defor-mation are still incompletely understood. One of these 3-D processes is the lateral propagation of these structures, such as fold and cusp propagation in a direction orthogonal to the shortening direction or neck propagation in direction orthogonal to the extension direction. Especially, we are interested in fold nappes which are recumbent folds with amplitudes usually exceeding 10 km and they have been presumably formed by ductile shearing. They often exhibit a constant sense of shearing and a non-linear increase of shear strain towards their overturned limb. The fold axes of the Morcles fold nappe in western Switzerland plunges to the ENE whereas the fold axes in the more eastern Doldenhorn nappe plunges to the WSW. These opposite plunge direc-tions characterize the Rawil depression (Wildstrubel depression). The Morcles nappe is mainly the result of layer parallel contraction and shearing. During the compression the massive lime-stones were more competent than the surrounding marls and shales, which led to the buckling characteristics of the Morcles nappe, especially in the north-dipping normal limb. The Dolden-horn nappe exhibits only a minor overturned fold limb. There are still no 3-D numerical studies which investigate the fundamental dynamics of the formation of the large-scale 3-D structure including the Morcles and Doldenhorn nappes and the related Rawil depression. We study the 3-D evolution of geometrical instabilities and fold nappe formation with numerical simulations based on the finite element method (FEM). Simulating geometrical instabilities caused by sharp variations of mechanical strength between rock units requires a numerical algorithm that can accurately resolve material interfaces for large differences in material properties (e.g. between limestone and shale) and for large deformations. Therefore, our FE algorithm combines a nu-merical contour-line technique and a deformable Lagrangian mesh with re-meshing. With this combined method it is possible to accurately follow the initial material contours with the FE mesh and to accurately resolve the geometrical instabilities. The algorithm can simulate 3-D de-formation for a visco-elastic rheology. The viscous rheology is described by a power-law flow law. The code is used to study the 3-D fold nappe formation, the lateral propagation of folding and also the lateral propagation of cusps due to initial half graben geometry. Thereby, the small initial geometrical perturbations for folding and necking are exactly followed by the FE mesh, whereas the initial large perturbation describing a half graben is defined by a contour line inter-secting the finite elements. Further, the 3-D algorithm is applied to 3-D viscous nacking during slab detachment. The results from various simulations are compared with 2-D resulats and a 1-D analytical solution. -- On retrouve beaucoup de structures en 3 dimensions (3-D) dans les roches qui ont pour origines une déformation de la lithosphère terrestre. Ces structures sont par exemple des plis, des boudins (pinch-and-swell) ou des mullions (cuspate-lobate) et sont présentés de l'échelle centimétrique à kilométrique. Mécaniquement, ces structures peuvent être expliquées par une différence de résistance entre les différentes unités de roches et sont généralement le fruit d'une instabilité géométrique. Ces différences mécaniques entre les unités contrôlent non seulement les types de structures rencontrées, mais également le type de déformation (thick skin, thin skin) et le style tectonique (bassin d'avant pays, chaîne d'avant pays). Les processus de la déformation en deux dimensions (2-D) formant ces structures sont relativement bien compris. Cependant, lorsque l'on ajoute la troisiéme dimension, plusieurs processus ne sont pas complètement compris lors de la déformation à large échelle. L'un de ces processus est la propagation latérale des structures, par exemple la propagation de plis ou de mullions dans la direction perpendiculaire à l'axe de com-pression, ou la propagation des zones d'amincissement des boudins perpendiculairement à la direction d'extension. Nous sommes particulièrement intéressés les nappes de plis qui sont des nappes de charriage en forme de plis couché d'une amplitude plurikilométrique et étant formées par cisaillement ductile. La plupart du temps, elles exposent un sens de cisaillement constant et une augmentation non linéaire de la déformation vers la base du flanc inverse. Un exemple connu de nappes de plis est le domaine Helvétique dans les Alpes de l'ouest. Une de ces nap-pes est la Nappe de Morcles dont l'axe de pli plonge E-NE tandis que de l'autre côté de la dépression du Rawil (ou dépression du Wildstrubel), la nappe du Doldenhorn (équivalent de la nappe de Morcles) possède un axe de pli plongeant O-SO. La forme particulière de ces nappes est due à l'alternance de couches calcaires mécaniquement résistantes et de couches mécanique-ment faibles constituées de schistes et de marnes. Ces différences mécaniques dans les couches permettent d'expliquer les plissements internes à la nappe, particulièrement dans le flanc inver-se de la nappe de Morcles. Il faut également noter que le développement du flanc inverse des nappes n'est pas le même des deux côtés de la dépression de Rawil. Ainsi la nappe de Morcles possède un important flanc inverse alors que la nappe du Doldenhorn en est presque dépour-vue. A l'heure actuelle, aucune étude numérique en 3-D n'a été menée afin de comprendre la dynamique fondamentale de la formation des nappes de Morcles et du Doldenhorn ainsi que la formation de la dépression de Rawil. Ce travail propose la première analyse de l'évolution 3-D des instabilités géométriques et de la formation des nappes de plis en utilisant des simulations numériques. Notre modèle est basé sur la méthode des éléments finis (FEM) qui permet de ré-soudre avec précision les interfaces entre deux matériaux ayant des propriétés mécaniques très différentes (par exemple entre les couches calcaires et les couches marneuses). De plus nous utilisons un maillage lagrangien déformable avec une fonction de re-meshing (production d'un nouveau maillage). Grâce à cette méthode combinée il nous est possible de suivre avec précisi-on les interfaces matérielles et de résoudre avec précision les instabilités géométriques lors de la déformation de matériaux visco-élastiques décrit par une rhéologie non linéaire (n>1). Nous uti-lisons cet algorithme afin de comprendre la formation des nappes de plis, la propagation latérale du plissement ainsi que la propagation latérale des structures de type mullions causé par une va-riation latérale de la géométrie (p.ex graben). De plus l'algorithme est utilisé pour comprendre la dynamique 3-D de l'amincissement visqueux et de la rupture de la plaque descendante en zone de subduction. Les résultats obtenus sont comparés à des modèles 2-D et à la solution analytique 1-D. -- Viele drei dimensionale (3-D) Strukturen, die in Gesteinen vorkommen und durch die Verfor-mung der Erdkruste und Litosphäre entstanden sind werden von den unterschiedlichen mechani-schen Eigenschaften der Gesteinseinheiten kontrolliert und sind häufig das Resulat von geome-trischen Istabilitäten. Zu diesen strukturen zählen zum Beispiel Falten, Pich-and-swell Struktu-ren oder sogenannte Cusbate-Lobate Strukturen (auch Mullions). Diese Strukturen kommen in verschiedenen Grössenordungen vor und können Masse von einigen Zentimeter bis zu einigen Kilometer aufweisen. Die mit der Entstehung dieser Strukturen verbundenen Prozesse kontrol-lieren die Entstehung von Gerbirgen und Sediment-Becken sowie die Verformung des Kontaktes zwischen Grundgebirge und Stedimenten. Die zwei dimensionalen (2-D) Verformungs-Prozesse die zu den genannten Strukturen führen sind bereits sehr gut untersucht. Einige Prozesse wäh-rend starker 3-D Verformung sind hingegen noch unvollständig verstanden. Einer dieser 3-D Prozesse ist die seitliche Fortpflanzung der beschriebenen Strukturen, so wie die seitliche Fort-pflanzung von Falten und Cusbate-Lobate Strukturen senkrecht zur Verkürzungsrichtung und die seitliche Fortpflanzung von Pinch-and-Swell Strukturen othogonal zur Streckungsrichtung. Insbesondere interessieren wir uns für Faltendecken, liegende Falten mit Amplituden von mehr als 10 km. Faltendecken entstehen vermutlich durch duktile Verscherung. Sie zeigen oft einen konstanten Scherungssinn und eine nicht-lineare zunahme der Scherverformung am überkipp-ten Schenkel. Die Faltenachsen der Morcles Decke in der Westschweiz fallen Richtung ONO während die Faltenachsen der östicher gelegenen Doldenhorn Decke gegen WSW einfallen. Diese entgegengesetzten Einfallrichtungen charakterisieren die Rawil Depression (Wildstrubel Depression). Die Morcles Decke ist überwiegend das Resultat von Verkürzung und Scherung parallel zu den Sedimentlagen. Während der Verkürzung verhielt sich der massive Kalkstein kompetenter als der Umliegende Mergel und Schiefer, was zur Verfaltetung Morcles Decke führ-te, vorallem in gegen Norden eifallenden überkippten Schenkel. Die Doldenhorn Decke weist dagegen einen viel kleineren überkippten Schenkel und eine stärkere Lokalisierung der Verfor-mung auf. Bis heute gibt es keine 3-D numerischen Studien, die die fundamentale Dynamik der Entstehung von grossen stark verformten 3-D Strukturen wie den Morcles und Doldenhorn Decken sowie der damit verbudenen Rawil Depression untersuchen. Wir betrachten die 3-D Ent-wicklung von geometrischen Instabilitäten sowie die Entstehung fon Faltendecken mit Hilfe von numerischen Simulationen basiert auf der Finite Elemente Methode (FEM). Die Simulation von geometrischen Instabilitäten, die aufgrund von Änderungen der Materialeigenschaften zwischen verschiedenen Gesteinseinheiten entstehen, erfortert einen numerischen Algorithmus, der in der Lage ist die Materialgrenzen mit starkem Kontrast der Materialeigenschaften (zum Beispiel zwi-schen Kalksteineinheiten und Mergel) für starke Verfomung genau aufzulösen. Um dem gerecht zu werden kombiniert unser FE Algorithmus eine numerische Contour-Linien-Technik und ein deformierbares Lagranges Netz mit Re-meshing. Mit dieser kombinierten Methode ist es mög-lich den anfänglichen Materialgrenzen mit dem FE Netz genau zu folgen und die geometrischen Instabilitäten genügend aufzulösen. Der Algorithmus ist in der Lage visko-elastische 3-D Ver-formung zu rechnen, wobei die viskose Rheologie mit Hilfe eines power-law Fliessgesetzes beschrieben wird. Mit dem numerischen Algorithmus untersuchen wir die Entstehung von 3-D Faltendecken, die seitliche Fortpflanzung der Faltung sowie der Cusbate-Lobate Strukturen die sich durch die Verkürzung eines mit Sediment gefüllten Halbgraben bilden. Dabei werden die anfänglichen geometrischen Instabilitäten der Faltung exakt mit dem FE Netz aufgelöst wäh-rend die Materialgranzen des Halbgrabens die Finiten Elemente durchschneidet. Desweiteren wird der 3-D Algorithmus auf die Einschnürung während der 3-D viskosen Plattenablösung und Subduktion angewandt. Die 3-D Resultate werden mit 2-D Ergebnissen und einer 1-D analyti-schen Lösung verglichen.

A combined BIE-FE method for the Stokes equations

A numerical algorithm for the biharmonic equation in domains with piecewise smooth boundaries is presented. It is intended for problems describing the Stokes flow in the situations where one has corners or cusps formed by parts of the domain boundary and, due to the nature of the boundary conditions on these parts of the boundary, these regions have a global effect on the shape of the whole domain and hence have to be resolved with sufficient accuracy. The algorithm combines the boundary integral equation method for the main part of the flow domain and the finite-element method which is used to resolve the corner/cusp regions. Two parts of the solution are matched along a numerical ‘internal interface’ or, as a variant, two interfaces, and they are determined simultaneously by inverting a combined matrix in the course of iterations. The algorithm is illustrated by considering the flow configuration of ‘curtain coating’, a flow where a sheet of liquid impinges onto a moving solid substrate, which is particularly sensitive to what happens in the corner region formed, physically, by the free surface and the solid boundary. The ‘moving contact line problem’ is addressed in the framework of an earlier developed interface formation model which treats the dynamic contact angle as part of the solution, as opposed to it being a prescribed function of the contact line speed, as in the so-called ‘slip models’. Keywords: Dynamic contact angle; finite elements; free surface flows; hybrid numerical technique; Stokes equations.

The effect of model configuration on modelled hillslope–riparian interactions

The transfer of hillslope water to and through the riparian zone forms a research area of importance in hydrological investigations. Numerical modelling schemes offer a way to visualise and quantify first-order controls on catchment runoff response and mixing. We use a two-dimensional Finite Element model to assess the link between model setup decisions (e.g. zero-flux boundary definitions, soil algorithm choice) and the consequential hydrological process behaviour. A detailed understanding of the consequences of model configuration is required in order to produce reliable estimates of state variables. We demonstrate that model configuration decisions can determine effectively the presence or absence of particular hillslope flow processes and, the magnitude and direction of flux at the hillslope–riparian interface. If these consequences are not fully explored for any given scheme and application, the resulting process inference may well be misleading.

Monotone positive solutions for a fourth order equation with nonlinear boundary conditions

This work is concerned with the existence of monotone positive solutions for a class of beam equations with nonlinear boundary conditions. The results are obtained by using the monotone iteration method and they extend early works on beams with null boundary conditions. Numerical simulations are also presented. (C) 2009 Elsevier Ltd. All rights reserved.

ANALYSIS OF CURVED EDGE PLATES BY THE BOUNDARY-ELEMENT METHOD

The aim of this work is to present a formulation of the boundary element method to analyse elastic and isotropic plates with curved boundaries. In this study the plate boundary is approximated, along each element, by a second degree polynomial relation or by a circular arch, in order to better represent the real boundary. The numerical integration is performed by the self-adaptive coordinate transformation proposed by Telles. The effective shear forces are approximated by concentrated reactions applied at the boundary element nodes, according to the alternative formulation introduced by Paiva. Some examples are presented to demonstrate the better accuracy obtained with the proposed elements.