Adaptive computation for boundary control of radiative heat transfer in glass

This paper is concerned with an optimal boundary control of the cooling down process of glass, an important step in glass manufacturing. Since the computation of the complete radiative heat transfer equations is too complex for optimization purposes, we use simplified approximations of spherical harmonics including a practically relevant frequency bands model. The optimal control problem is considered as a constrained optimization problem. A first-order optimality system is derived and decoupled with the help of a gradient method based on the solution to the adjoint equations. The arising partial differential–algebraic equations of mixed parabolic–elliptic type are numerically solved by a self-adaptive method of lines approach of Rothe type. Adaptive finite elements in space and one-step methods of Rosenbrock-type with variable step sizes in time are applied. We present numerical results for a two-dimensional glass cooling problem.     

Heat transfer at high energy devices with prescribed cooling flow

We study the heat transfer from a high‐energy electric device into a surrounding cooling flow. We analyse several simplifications of the model to allow an easier numerical treatment. First, the flow variables velocity and pressure are assumed to be independent from the temperature which allows a reduction to Prandtl's boundary layer model and leads to a coupled nonlinear transmission problem for the temperature distribution. Second, a further simplification using a Kirchhoff transform leads to a coupled Laplace equation with nonlinear boundary conditions. We analyse existence and uniqueness of both the continuous and discrete systems. Finally, we provide some numerical results for a simple two‐dimensional model problem. Copyright © 2006 John Wiley & Sons, Ltd.     

Asymptotic equations for the terminal phase of glass fiber drawing and their analysis

In this article, we study mathematical modeling of thermal drawing of glass fibers. We give a derivation of the effective model from the generalized Oberbeck–Boussinesq equations with free boundary, using singular perturbation expansion. We generalize earlier approaches by taking the isochoric compressible model, with density depending on the temperature, and we handle correctly the viscosity, which changes over several orders of magnitude. For the obtained effective system of nonlinear differential equations, we prove the existence of a stationary solution for the boundary value problem. We impose only physically realistic assumptions on the data (viscosity taking large values with cooling). Finally we present numerical simulations with realistic data.     

Numerical solution of the pressing devices shape optimization problem in the glass industry

In this contribution, we present the problem of shape optimization of the plunger cooling which comes from the forming process in the glass industry. We look for a shape of the inner surface of the insulation barrier located in the plunger cavity so as to achieve a constant predetermined temperature on the outward surface of the plunger. A rotationally symmetric system, composed of the mould, the glass piece, the plunger, the insulation barrier and the plunger cavity, is considered. The state problem is given as a multiphysics problem where solidifying molten glass is cooled from the inside by water flowing through the plunger cavity and from the outside by the environment surrounding the mould.The cost functional is defined as the squared \(L^2_r\) norm of the difference between a prescribed constant and the temperature on the outward boundary of the plunger. The temperature distribution is controlled by changing the insulation barrier wall thickness.The numerical results of the optimization to the required target temperature 800 ?C of the outward plunger surface together with the distribution of temperatures along the interface between the plunger and the glass piece before, during and after the optimization process are presented.     

Boundary output feedback stabilization for a class of coupled parabolic systems

In this paper, the boundary output feedback stabilization problem is addressed for a class of coupled nonlinear parabolic systems. An output feedback controller is presented by introducing a Luenberger‐type observer based on the measured outputs. To determine observer gains, a backstepping transform is introduced by choosing a suitable target system with nonlinearity. Furthermore, based on the state observer, a backstepping boundary control scheme is presented. With rigorous analysis, it is proved that the states of nonlinear closed‐loop system including state estimation and estimation error of plant system are locally exponentially stable in the L²norm. Finally, a numerical example is proposed to illustrate the effectiveness of the presented scheme.     

On approximation in the fictitious domain method for a bidimensional transport equation

In this article a numerical method for solving a two‐dimensional transport equation in the stationary case is presented. Using the techniques of the variational calculus, we find the approximate solution for a homogeneous boundary‐value problem that corresponds to a square domain D₂. Then, using the method of the fictitious domain, we extend our algorithm to a boundary value problem for a set D that has an arbitrary shape. In this approach, the initial computation domain D (called physical domain) is immersed in a square domain D₂. We prove that the solution obtained by this method is a good approximation of the exact solution. The theoretical results are verified with the help of a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A Priori Error Estimates of Crank–Nicolson Finite Volume Element Method for a Hyperbolic Optimal Control Problem

In this article, a Crank–Nicolson linear finite volume element scheme is developed to solve a hyperbolic optimal control problem. We use the variational discretization technique for the approximation of the control variable. The optimal convergent order O(h² + k²) is proved for the numerical solution of the control, state and adjoint‐state in a discrete L²‐norm. To derive this result, we also get the error estimate (convergent order O(h² + k²)) of Crank–Nicolson finite volume element approximation for the second‐order hyperbolic initial boundary value problem. Numerical experiments are presented to verify the theoretical results.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1331–1356, 2016     

Interaction of elementary waves on a boundary for a hyperbolic system of conservation laws

In this paper, we study the interaction of elementary waves including delta‐shock waves on a boundary for a hyperbolic system of conservation laws. A boundary entropy condition is derived, thanks to the results of Dubois and Le Floch (J. Differ. Equations 1988; 71 :93–122) by taking a suitable entropy–flux pair. We obtain the solutions of the initial‐boundary value problem for the system constructively, in which initial‐boundary data are piecewise constant states. Copyright © 2008 John Wiley & Sons, Ltd.     

On the coupling of regularization techniques and the boundary element method for a hemivariational inequality modelling a delamination problem

In this paper, we couple regularization techniques of nondifferentiable optimization with the h‐version of the boundary element method (h‐BEM) to solve nonsmooth variational problems arising in contact mechanics. As a model example, we consider the delamination problem. The variational formulation of this problem leads to a hemivariational inequality with a nonsmooth functional defined on the contact boundary. This problem is first regularized and then discretized by an h‐BEM. We prove convergence of the h‐BEM Galerkin solution of the regularized problem in the energy norm, provide an a priori error estimate and give a numerical examples. Copyright © 2016 John Wiley & Sons, Ltd.     

A Unified Integral Equation Scheme for Doubly Periodic Laplace and Stokes Boundary Value Problems in Two Dimensions

We present a spectrally accurate scheme to turn a boundary integral formulation for an elliptic PDE on a single unit cell geometry into one for the fully periodic problem. The basic idea is to use a small least squares solve to enforce periodic boundary conditions without ever handling periodic Green's functions. We describe fast solvers for the two‐dimensional (2D) doubly periodic conduction problem and Stokes nonslip fluid flow problem, where the unit cell contains many inclusions with smooth boundaries. Applications include computing the effective bulk properties of composite media (homogenization) and microfluidic chip design. We split the infinite sum over the lattice of images into a directly summed “near” part plus a small number of auxiliary sources that represent the (smooth) remaining “far” contribution. Applying physical boundary conditions on the unit cell walls gives an expanded linear system, which, after a rank‐1 or rank‐3 correction and a Schur complement, leaves a well‐conditioned square system that can be solved iteratively using fast multipole acceleration plus a low‐rank term. We are rather explicit about the consistency and nullspaces of both the continuous and discretized problems. The scheme is simple (no lattice sums, Ewald methods, or particle meshes are required), allows adaptivity, and is essentially dimension‐ and PDE‐independent, so it generalizes without fuss to 3D and to other elliptic problems. In order to handle close‐to‐touching geometries accurately we incorporate recently developed spectral quadratures. We include eight numerical examples and a software implementation. We validate against high‐accuracy results for the square array of discs in Laplace and Stokes cases (improving upon the latter), and show linear scaling for up to 10⁴ randomly located inclusions per unit cell. © 2018 Wiley Periodicals, Inc.     

A structure‐preserving doubling algorithm for Lur'e equations

We introduce a numerical method for the numerical solution of the Lur'e equations, a system of matrix equations that arises, for instance, in linear‐quadratic infinite time horizon optimal control. We focus on small‐scale, dense problems. Via a Cayley transformation, the problem is transformed to the discrete‐time case, and the structural infinite eigenvalues of the associated matrix pencil are deflated. The deflated problem is associated with a symplectic pencil with several Jordan blocks of eigenvalue 1 and even size, which arise from the nontrivial Kronecker chains at infinity of the original problem. For the solution of this modified problem, we use the structure‐preserving doubling algorithm. Implementation issues such as the choice of the parameter γ in the Cayley transform are discussed. The most interesting feature of this method, with respect to the competing approaches, is the absence of arbitrary rank decisions, which may be ill‐posed and numerically troublesome. The numerical examples presented confirm the effectiveness of this method. Copyright © 2015 John Wiley & Sons, Ltd.     

American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach

We consider the American option pricing problem in the case where the underlying asset follows a jump‐diffusion process. We apply the method of Jamshidian to transform the problem of solving a homogeneous integro‐partial differential equation (IPDE) on a region restricted by the early exercise (free) boundary to that of solving an inhomogeneous IPDE on an unrestricted region. We apply the Fourier transform technique to this inhomogeneous IPDE in the case of a call option on a dividend paying underlying to obtain the solution in the form of a pair of linked integral equations for the free boundary and the option price. We also derive new results concerning the limit for the free boundary at expiry. Finally, we present a numerical algorithm for the solution of the linked integral equation system for the American call price, its delta and the early exercise boundary. We use the numerical results to quantify the impact of jumps on American call prices and the early exercise boundary.     

Asymptotic and numerical solutions of three‐dimensional boundary‐layer flow past a moving wedge

We consider a laminar boundary‐layer flow of a viscous and incompressible fluid past a moving wedge in which the wedge is moving either in the direction of the mainstream flow or opposite to it. The mainstream flows outside the boundary layer are approximated by a power of the distance from the leading boundary layer. The variable pressure gradient is imposed on the boundary layer so that the system admits similarity solutions. The model is described using 3‐dimensional boundary‐layer equations that contains 2 physical parameters: pressure gradient (β) and shear‐to‐strain‐rate ratio parameter (α). Two methods are used: a linear asymptotic analysis in the neighborhood of the edge of the boundary layer and the Keller‐box numerical method for the full nonlinear system. The results show that the flow field is divided into near‐field region (mainly dominated by viscous forces) and far‐field region (mainstream flows); the velocity profiles form through an interaction between 2 regions. Also, all simulations show that the subsequent dynamics involving overshoot and undershoot of the solutions for varying parameter characterizing 3‐dimensional flows. The pressure gradient (favorable) has a tendency of decreasing the boundary‐layer thickness in which the velocity profiles are benign. The wall shear stresses increase unboundedly for increasing α when the wedge is moving in the x‐direction, while the case is different when it is moving in the y‐direction. Further, both analysis show that 3‐dimensional boundary‐layer solutions exist in the range −1<α<∞. These are some interesting results linked to an important class of boundary‐layer flows.     

A second‐order linearized difference scheme on nonuniform meshes for nonlinear parabolic systems with Neumann boundary value conditions

A linearized three‐level difference scheme on nonuniform meshes is derived by the method of the reduction of order for the Neumann boundary value problem of a nonlinear parabolic system. It is proved that the difference scheme is uniquely solvable and second‐order convergent in L_∞‐norm. A numerical example is given. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 230–247, 2004     

Cooling of a composite slab in a two-fluid medium

A mixed boundary value problem associated with the diffusion equation that involves the physical problem of cooling of an infinite parallel-sided composite slab in a two-fluid medium, is solved completely by using the Wiener-Hopf technique. An analytical solution is derived for the temperature distribution at the quench fronts being created by two different layers of cold fluids having different cooling abilities moving on the upper surface of the slab at constant speedv. Simple expressions are derived for the values of the sputtering temperatures of the slab at the points of contact with the respective layers, assuming the front layer of the fluid to be of finite width and the back layer of infinite extent. The main problem is solved through a three-part Wiener-Hopf problem of a special type and the numerical results under certain special circumstances are obtained and presented in the form of a table.     

Sensitivity analysis for parametric control problems with control-state constraints

Parametric nonlinear control problems subject to vector-valued mixed control-state constraints are investigated. The model perturbations are implemented by a parameter p of a Banach-space P. We prove solution differentiability in the sense that the optimal solution and the associated adjoint multiplier function are differentiable functions of the parameter. The main assumptions for solution differentiability are composed by regularity conditions and recently developed second-order sufficient conditions (SSC). The analysis generalizes the approach in [16, 20] and establishes a link between (1) shooting techniques for solving the associated boundary value problem (BVP) and (2) SSC. We shall make use of sensitivity results from finite-dimensional parametric programming and exploit the relationships between the variational system associated to BVP and its corresponding Riccati equation.Solution differentiability is the theoretical backbone for any numerical sensitivity analysis. A numerical example with a vector-valued control is presented that illustrates sensitivity analysis in detail.     

Convergence analysis of a hp-finite element approximation of the time-harmonic Maxwell equations with impedance boundary conditions in domains with an analytic boundary

We consider a nonconforming hp -finite element approximation of a variational formulation of the time-harmonic Maxwell equations with impedance boundary conditions proposed by Costabel et al. The advantages of this formulation is that the variational space is embedded in H¹ as soon as the boundary is smooth enough (in particular it holds for domains with an analytic boundary) and standard shift theorem can be applied since the associated boundary value problem is elliptic. Finally in order to perform a wavenumber explicit error analysis of our problem, a splitting lemma and an estimation of the adjoint approximation quantity are proved by adapting to our system the results from Melenk and Sauter obtained for the Helmholtz equation. Some numerical tests that illustrate our theoretical results are also presented. Analytic regularity results with bounds explicit in the wavenumber of the solution of a general elliptic system with lower order terms depending on the wavenumber are needed and hence proved.     

An inverse problem of finding the time‐dependent diffusion coefficient from an integral condition

We consider the inverse problem of determining the time‐dependent diffusivity in one‐dimensional heat equation with periodic boundary conditions and nonlocal over‐specified data. The problem is highly nonlinear and it serves as a mathematical model for the technological process of external guttering applied in cleaning admixtures from silicon chips. First, the well‐posedness conditions for the existence, uniqueness, and continuous dependence upon the data of the classical solution of the problem are established. Then, the problem is discretized using the finite‐difference method and recasts as a nonlinear least‐squares minimization problem with a simple positivity lower bound on the unknown diffusivity. Numerically, this is effectively solved using the lsqnonlin routine from the MATLAB toolbox. In order to investigate the accuracy, stability, and robustness of the numerical method, results for a few test examples are presented and discussed. Copyright © 2015 John Wiley & Sons, Ltd.     

Multilevel optimization for PDAE-constrained optimal control problems with pointwise constraints on control and state

We have developed a fully adaptive optimization environment suitable to solve complex optimal control problems restricted by partial differential algebraic equations (PDAEs) and pointwise constraints on the control [1, 2]. This contribution is devoted to the inclusion of pointwise constraints on the state within the optimization environment. To this end we first give a brief introduction into the architecture of the environment and the inclusion of pointwise constraints on the state by Moreau-Yosida regularization. Then, we test the new tool by applying it to an optimal boundary control problem for the cooling of hot glass down to room temperature, modeled by radiative heat transfer and semi-transparent boundary conditions. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An optimization problem for time lag distributed parabolic systems

We consider an optimal boundary control problem for a distributed parabolic system with boundary conditions involving multipletime-varying lags. Necessary and sufficient optimality conditionsfor the Neumann problem with the quadratic performance functionalsare derived. The results are illustrated with numerical solutionsof example tasks.