A strong discontinuity based adaptive refinement approach for the modeling of crack branching

In the current work, the physical phenomena of dynamic fracture of brittle materials involving crack growth, acceleration and consequent branching is simulated. The numerical modeling is based on the approach where the failure in the form of cracks or shear bands is modeled by a jump in the displacement field, the so called ‘strong discontinuity’. The finite element method is employed with this strong discontinuity approach where each finite element is capable of developing a strong discontinuity locally embedded into it. The focus in this work is on branching phenomena which is modeled by an adaptive refinement method by solving a new sub-boundary value problem represented by a finite element at the growing crack tip. The sub-boundary value problem is subjected to a certain kinematic constraint on the boundary in the form of a linear deformation constraint. An accurate resolution of the state of material at the branching crack tip is achieved which results in realistic dynamic fracture simulations. A comparison of resulting numerical simulations is provided with the experiment of dynamic fracture from the literature. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Two-Level preconditioned Krylov subspace methods for the solution of three-dimensional heterogeneous Helmholtz problems in seismics

In this paper we address the solution of three-dimensional heterogeneous Helmholtz problems discretized with compact fourth-order finite difference methods with application to acoustic waveform inversion in geophysics. In this setting, the numerical simulation of wave propagation phenomena requires the approximate solution of possibly very large linear systems of equations. We propose an iterative two-grid method where the coarse grid problem is solved inexactly. A single cycle of this method is used as a variable preconditioner for a flexible Krylov subspace method. Numerical results demonstrate the usefulness of the algorithm on a realistic three-dimensional application. The proposed numerical method allows us to solve wave propagation problems with single or multiple sources even at high frequencies on a reasonable number of cores of a distributed memory cluster.     

A robust finite difference scheme for pricing American put options with Singularity-Separating method

In this paper we present a stable numerical method for the linear complementary problem arising from American put option pricing. The numerical method is based on a hybrid finite difference spatial discretization on a piecewise uniform mesh and an implicit time stepping technique. The scheme is stable for arbitrary volatility and arbitrary interest rate. We apply some tricks to derive the error estimates for the direct application of finite difference method to the linear complementary problem. We use the Singularity-Separating method to remove the singularity of the non-smooth payoff function. It is proved that the scheme is second-order convergent with respect to the spatial variable. Numerical results support the theoretical results.     

一个平面弹性问题的虚位移原理和Locking-Free非协调有限元方法

证明了平面弹性问题的虚位移原理,提出了一个新的非协调有限元解决纯位移边界条件下的Locking现象,该方法是Robust和Optimal,证明了能量模的收敛性,并且证明了误差估计结果与参数λ无关.     

Finite element simulations of window Josephson junctions

This paper deals with the numerical simulation of the steady state two dimensional window Josephson junctions by finite element method. The model is represented by a sine-Gordon type composite PDE problem. Convergence and error analysis of the finite element approximation for this semilinear problem are presented. An efficient and reliable Newton-preconditioned conjugate gradient algorithm is proposed to solve the resulting nonlinear discrete system. Regular solution branches are computed using a simple continuation scheme. Numerical results associated with interesting physical phenomena are reported. Interface relaxation methods, which by taking advantage of special properties of the composite PDE, can further reduce the overall computational cost are proposed. The implementation and the associated numerical experiments of a particular interface relaxation scheme are also presented and discussed.     

Numerical solution of a multidimensional two-phase stefan problem

This paper treats a multidimensional two-phase Stefan problem with variable coefficients and mixed type boundary conditions. A numerical method for solving the problem is of fixed domain type, based on a variational inequality formulation of the problem. Numerical solutions are obtained by using piecewise linear finite elements in space and finite difference in time, and by solving a strictly convex minimization problem at each time step. Some computational results are presented.     

地下结构和岩土介质弹塑性耦合分析的摄动半解析法*

本文研究了一个用于物理非线性相互作用分析的有效的数值方法。结构和介质耦合分析的弹塑性问题可用摄动法转化为几个线性问题,然后对相应的线性问题分别用有限条和有限层法分析地下结构和岩土介质以达到简化计算的目的。这种方法用了两次半解析技术——摄动和半解析解函数——将三维非线性耦合问题化为一维的数值问题。此外,本法是半解析法结合解析的摄动法应用于非线性问题的新进展,同时也是近年来发展的摄动数值法的一个分支。     

Theoretical and numerical aspects of nonlinear reflection–transmission phenomena in acoustics

Equations of nonlinear acoustic wave motion in a non-classical lossy medium are used to derive generalised formulas describing the phenomena of reflection and transmission. Integral, non-local operators that are caused by the nonlinear effects in wave propagation and occur in reflection and transmission formulas are given in a form in which classical linear reflection and transmission coefficients are explicitly separated. Numerical calculations are performed for a simplified, one-dimensional wave travelling in a lossless medium. These simplifications reveal the pure effect of the impact of nonlinearities on the reflection and transmission phenomena. We consider adjacent media with different properties to illustrate various aspects of the problem. In particular, even if two media have the same linear impedance and the same material modules of the third order, we observe an explicit effect of the nonlinearity on the reflection phenomenon. The theoretical predictions are confirmed qualitatively by numerical calculations based on the finite difference time domain method.     

Near trapped wave phenomena in an array of truncated cylinders in a perpendicular arrangement in front of a vertical breakwater

The present paper deals with the investigation of the interaction phenomena of regular waves with arrays of circular cylinders either bottom-mounted or floating in front of a vertical breakwater of infinite and finite length. The acting loads on the array have been modeled using an analytical solution to the diffraction problem. The method of images is applied to define the fluid flow around the bodies of the array in front of a breakwater of infinite length, whereas the finite-length breakwater is represented by an elliptical cylinder with zero semi–minor axis. The multiple scattering approach and the direct matrix inversion method are compared to describe the hydrodynamic interaction phenomena among the members of the array. Focus is placed on the so called “near trapped” mode phenomena, created by an array of finite length, associated to the presence of the breakwater supplemented by representative numerical results concerning the exciting loads on the cylindrical bodies.     

Theoretical and numerical aspects of nonlinear reflection–transmission phenomena in acoustics

Equations of nonlinear acoustic wave motion in a non-classical lossy medium are used to derive generalised formulas describing the phenomena of reflection and transmission. Integral, non-local operators that are caused by the nonlinear effects in wave propagation and occur in reflection and transmission formulas are given in a form in which classical linear reflection and transmission coefficients are explicitly separated. Numerical calculations are performed for a simplified, one-dimensional wave travelling in a lossless medium. These simplifications reveal the pure effect of the impact of nonlinearities on the reflection and transmission phenomena. We consider adjacent media with different properties to illustrate various aspects of the problem. In particular, even if two media have the same linear impedance and the same material modules of the third order, we observe an explicit effect of the nonlinearity on the reflection phenomenon. The theoretical predictions are confirmed qualitatively by numerical calculations based on the finite difference time domain method.     

双层线性规划的一个全局优化方法

用线性规划对偶理论分析了双层线性规划的最优解与下层问题的对偶问题可行域上极点之间的关系，通过求得下层问题的对偶问题可行域上的极点，将双层线性规划转化为有限个线性规划问题，从而用线性规划方法求得问题的全局最优解．由于下层对偶问题可行域上只有有限个极点，所以方法具有全局收敛性．     

A Linear Complementarity Approach for the Non-convex Seismic Frictional Interaction between Adjacent Structures under Instabilizing Effects*

The paper deals with a numerical treatment of the dynamic hemivariational inequality problem concerning the elastoplastic-fracturing unilateral contact with friction between neighboring structures under second-order geometric effects during earthquakes. The numerical procedure is based on an incremental problem formulation and on a double discretization, in space by the finite element method and in time by the Houbolt method. The generally nonconvex constitutive contact laws are piece-wise linearized, and in each time-step a nonconvex linear complementarity problem is solved with a reduced number of unknowns.     

多孔介质中两相不可压缩可混溶驱动问题的动态混合元方法及其特征修正格式

许多依赖时间的问题涉及到局部化现象,如突出的前沿位置、激波、边界层等, 其位置随时间而变动.多孔介质中两相不可压缩可混溶驱动问题是一典型的、有代表性 的"局部化现象"问题,其数学模型为耦合非线性偏微分方程组的初边值问题.为减轻数 值解在局部前沿位置的数值振荡,提高解的精确性,本文给出了该问题的动态混合元格 式和沿特征线修正的动态混合元格式,证明了其收敛性,并给出了误差估计.     

Transient numerical simulation of a thermoelectrical problem in cylindrical induction heating furnaces

This paper concerns the mathematical modelling and numerical solution of thermoelectrical phenomena taking place in an axisymmetric induction heating furnace. We formulate the problem in a two-dimensional domain and propose a finite element method and an iterative algorithm for its numerical solution. We also provide a family of one-dimensional analytical solutions which are used to test the two-dimensional code and to predict the behaviour of the furnace under special conditions. Some numerical results for an industrial furnace used in silicon purification are shown. Dedicated to Mariano Gasca on his 60th birthday     

Numerical analysis of a quasi-static contact problem for a thermoviscoelastic beam

In this paper we revisit a quasi-static contact problem of a thermoviscoelastic beam between two rigid obstacles which was recently studied in [1]. The variational problem leads to a coupled system, composed of an elliptic variational inequality for the vertical displacement and a linear variational equation for the temperature field. Then, its numerical resolution is considered, based on the finite element method to approximate the spatial variable and the implicit Euler scheme to discretize the time derivatives. Error estimates are proved from which, under adequate regularity conditions, the linear convergence is derived. Finally, some numerical simulations are presented to show the accuracy of the algorithm and the behavior of the solution.     

Impact Analysis using Modal Reduction

In impact analysis, high frequency wave phenomena and plastic deformation are important effects. For numerical impact analysis including these effects, different models are presented based on modally reduced linear finite element models and nonlinear finite elements. The numerical results are verified by experimental investigations using Laser-Doppler-Vibrometers. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical analysis and modeling of large deformation and necking behavior of tensile specimens

The present paper is concerned with numerical simulations of large deformation and necking behavior of axisymmetric tensile specimens. In particular, an efficient framework for the numerical analysis of finite deformation behavior of elastic-rate-independent plastic problems is summarized which is based on a plastic predictor method. Furthermore, numerical modeling of conventional tensile tests as well as their finite deformation and localization phenomena are discussed in some detail, and the results will be compared to those obtained by simplified numerical simulations.     

Numerical analysis of an exponentially ill-conditioned boundary value problem with applications to metastable problems

Metastable behaviour, which refers to an asymptotically exponentiallyslow time dependent motion to the limiting steady-state solution,is often associated with certain exponentially ill-conditionedsingularly perturbed problems. As a result of this severe ill-conditioning,little is known concerning the convergence and stability ofthe numerical schemes that compute metastable behaviour. Inthis paper, a rigorous uniform convergence analysis is givenfor several finite difference schemes applied to a boundarylayer resonance problem, which is the simplest linear exponentiallyill-conditioned boundary value problem (BVP). It is found thatthe numerical computation of this problem does not cause anymore difficulties than other standard singular perturbationproblems, provided that we can use sufficiently high precisionarithmetic. The qualitative results from the detailed studyof this specific problem are shown numerically also to be validfor other exponentially ill-conditioned BVPs and their correspondingtime-dependent equations.     

Numerical Analysis of Nonstationary Thermistor Problem

1.AMathematicalModelandaDiscreteSchemeThemodelofanonstationaxythermistorproblemisderivedfromtheconservationlawsofcurrentandenergy(see[l][2]l3]):Findapair{W,u}suchthatV-(a(u)VW)=oinQT=flX(O,T),(1.l)W=Woonoflx(O,T),(1.2)ut-bu=a(U)IVWl'inQT,(1'3)u=oonoflx(O,T),(1.5)u(x,o)=uo(x)infl(1.5)whereflCR"(N21)isaboundeddomain,occupiedbythethermistor;W=yt(x,t),u=u(x,t)aredistributionsoftheelectricalpotentialandthetemperatureinfl,respectively;J(u)isthetemperaturedependentelectricalconductivity;a…     

Conjugate gradient techniques for the optimal control evolution dam problem

This paper considers the numerical simulation of optimal control evolution dam problem by using conjugate gradient method.The paper considers the free boundary value problem related to time dependent fluid flow in a homogeneous earth rectangular dam.The dam is taken to be sufficiently long that the flow is considered to be two dimensional.On the left and right walls of the dam there is a reservoir of fluid at a level dependent on time.This problem can be transformed into a variational inequality on a fixed domain.The numerical techniques we use are based on a linear finite element method to approximate the state equations and a conjugate gradient algorithm to solve the discrete optimal control problem.This algorithm is based on Armijo's rule in the unconstrained optimization theory.The convergence of the discrete optimal solutions to the continuous optimal solutions,and the convergence of the conjugate gradient algorithm are proved.A numerical example is given to determine the location of the minimum surface