A coherent analysis of Stokes flows under boundary conditions of friction type

This paper is concerned with the stationary and nonstationary flow of viscous incompressible fluid under boundary conditions of friction type, which are certain nonlinear boundary conditions similar to the so-called Signorini boundary condition in elasticity. We assume that the flow is governed by the linear Stokes equation, while the boundary condition is nonlinear. From the methodological viewpoint, the analysis is carried out in a coherent way, starting from study of the related boundary value problems for the stationary flow by means of the theory of variational inequalities, and getting to wellposedness of the initial boundary value problems for the nonstationary flow by means of the nonlinear semigroup theory. From the viewpoint of applications, we mention original motivations and include some new generalizations like the cases of anisotropic friction and inhomogeneous boundary value.     

Stability of a Numerov type finite–difference scheme with approximate transparent boundary conditions for the nonstationary Schrödinger equation on the half-axis

We consider an initial-boundary value problem for the one-dimensional nonstationary Schr?dinger equation on the half-axis and study a two-level symmetric finite-difference scheme of Numerov type with higher approximation order. This scheme is constructed on a finite mesh, which is uniform with respect to space, with a nonlocal approximate transparent boundary condition of a general form (of Dirichlet-to-Neumann type). We obtain assertions about the stability of the finite-difference scheme in two norms with respect to the initial data and free terms in the equation and in the approximate transparent boundary condition under suitable conditions in the form of inequalities on the operator of approximate transparent boundary condition. Bibliography: 12 titles.     

A simple and robust boundary treatment for the forced Korteweg–de Vries equation

In this paper, we propose a simple and robust numerical method for the forced Korteweg–de Vries (fKdV) equation which models free surface waves of an incompressible and inviscid fluid flow over a bump. The fKdV equation is defined in an infinite domain. However, to solve the equation numerically we must truncate the infinite domain to a bounded domain by introducing an artificial boundary and imposing boundary conditions there. Due to unsuitable artificial boundary conditions, most wave propagation problems have numerical difficulties (e.g., the truncated computational domain must be large enough or the numerical simulation must be terminated before the wave approaches the artificial boundary for the quality of the numerical solution). To solve this boundary problem, we develop an absorbing non-reflecting boundary treatment which uses outward wave velocity. The basic idea of the proposing algorithm is that we first calculate an outward wave velocity from the solutions at the previous and present time steps and then we obtain a solution at the next time step on the artificial boundary by moving the solution at the present time step with the velocity. And then we update solutions at the next time step inside the domain using the calculated solution on the artificial boundary. Numerical experiments with various initial conditions for the KdV and fKdV equations are presented to illustrate the accuracy and efficiency of our method.     

Nonstationary Maxwell equations

ABSTRACT

The paper deals with a mixed problem for nonstationary generalised Maxwell equations. The boundary conditions are of Riemann-Hilbert type. The problem is reduced to a mixed problem for a wave equation where the boundary conditions are of Dirichlet type as they were introduced by D. Spencer in the middle 1950?s. We use the Fourier method to construct an approximate solution to the problem in certain function spaces of Sobolev type.     

On the Solvability of the Hele–Shaw Model Problem in Weighted Hölder Spaces in a Plane Angle

We study a nonstationary boundary-value problem for the Laplace equation in a plane angle with time derivative in a boundary condition. We obtain coercive estimates in weighted Hölder spaces.     

A principle of images for absorbing boundary conditions

When one uses high-order finite difference schemes for the wave equation, for instance fourth order schemes, the treatment of boundary conditions poses a real difficulty since one needs several additional equations (for the nodes close to the boundary), while one single scalar boundary condition is available. In the case of perfectly reflecting boundary conditions, namely the homogeneous Neumann or Dirichlet conditions, this difficulty can be overcomed by the use of the well-known image principle, which permits the extension of the equation outside of the domain of calculation by an appropriate symmetrization of the data. We propose in this article a generalization of this principle to the absorbing boundary conditions. Through a symmetrization process, we are led to introduce a damped wave equation with a damping term supported by the boundary. The treatment of the boundary condition is then replaced by the approximation of this new damped wave equation in the whole space. The theoretical justification of our approach is based on new energy estimates for the wave equation (when high-order absorbing boundary conditions are used), and constitutes an alternative to the use of the well-known Kreiss criterion to prove the stability of the associated initial boundary value problems. © 1994 John Wiley & Sons, Inc.     

Approximation of Boundary Conditions at Infinity for a Harmonic Equation

Starting from the canonical boundary reduction, this paper studies an approximate differential boundary condition and an approximate integral boundary condition on an artificial boundary for the exterior problem of a harmonic equation, and gives an error estimate for the latter. This estimate reveals the relationship between the error and the approximate grade boundary conditions as well as the radius of the artificial boundary.     

Absorbing boundary conditions for electromagnetic wave propagation

In this paper, the theoretical perfectly absorbing boundary condition on the boundary of a half-space domain is developed for the Maxwell system by considering the system as a whole instead of considering each component of the electromagnetic fields individually. This boundary condition allows any wave motion generated within the domain to pass through the boundary of the domain without generating any reflections back into the interior. By approximating this theoretical boundary condition a class of local absorbing boundary conditions for the Maxwell system can be constructed. Well-posedness in the sense of Kreiss of the Maxwell system with each of these local absorbing boundary conditions is established, and the reflection coefficients are computed as a plane wave strikes the artificial boundary. Numerical experiments are also provided to show the performance of these local absorbing boundary conditions

     

Asymptotic Radiation Conditions for Reduced Wave Equation

In this note the exact non-local radiation condition and its local approximations at finite artificial boundary for the exterior boundary value problem of the reduced wave equation in 2 and 3 dimensions are discussed. Based on the asymptotic expansion of Hankel functions for large arguments, an approach for the construction of local approximations is suggested and gives expression of the normal derivative at spherical artificial boundary in terms of linear combination of Laplace-Beltrami operator and its iterates, i.e. tangential derivatives of even order exclusively. The resulting formalism is compatible with the usual variational principle and the finite element methodology and thus seems to be convenient in practical implementation.     

THE ARTIFICIAL BOUNDARY CONDITION FOR EXTERIOR OSEEN EQUATION IN 2-D SPACE

A finite element method for the solution of Oseen equation in exterior domain is proposed. In this method, a circular artificial boundary is introduced to make the computational domain finite. Then, the exact relation between the normal stress and the prescribed velocity field on the artificial boundary can be obtained analytically. This relation can serve as an boundary condition for the boundary value problem defined on the finite domain bounded by the artificial boundary. Numerical experiment is presented to demonstrate the performance of the method.     

Simultaneous inversion of two initial values for a time‐fractional diffusion‐wave equation

This study is devoted to recovering two initial values for a time‐fractional diffusion‐wave equation from boundary Cauchy data. We provide the uniqueness result for recovering two initial values simultaneously by the method of Laplace transformation and analytic continuation. And then we use a nonstationary iterative Tikhonov regularization method to solve the inverse problem and propose a finite dimensional approximation algorithm to find good approximations to the initial values. Numerical examples in one‐ and two‐dimensional cases are provided to show the effectiveness of the proposed method.     

On the global existence and uniqueness of solutions to the nonstationary boundary layer system

In this paper, we study the problem of boundary layer for nonstationary flows of viscous incompressible fluids. There are some open problems in the field of boundary layer. The method used here is mainly based on a transformation which reduces the boundary layer system to an initial-boundary value problem for a single quasilinear parabolic equation. We prove the existence of weak solutions to the modified nonstationary boundary layer system. Moreover, the stability and uniqueness of weak solutions are discussed.     

A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space

Considering the features of the fractional Klein-Kramers equation (FKKE) in phase space, only the unilateral boundary condition in position direction is needed, which is different from the bilateral boundary conditions in [Cartling B., Kinetics of activated processes from nonstationary solutions of the Fokker-Planck equation for a bistable potential, J. Chem. Phys., 1987, 87(5), 2638–2648] and [Deng W., Li C., Finite difference methods and their physical constrains for the fractional Klein-Kramers equation, Numer. Methods Partial Differential Equations, 2011, 27(6), 1561–1583]. In the paper, a finite difference scheme is constructed, where temporal fractional derivatives are approximated using L1 discretization. The advantages of the scheme are: for every temporal level it can be dealt with from one side to the other one in position direction, and for any fixed position only a tri-diagonal system of linear algebraic equations needs to be solved. The computational amount reduces compared with the ADI scheme in [Cartling B., Kinetics of activated processes from nonstationary solutions of the Fokker-Planck equation for a bistable potential, J. Chem. Phys., 1987, 87(5), 2638–2648] and the five-point scheme in [Deng W., Li C., Finite difference methods and their physical constrains for the fractional Klein-Kramers equation, Numer. Methods Partial Differential Equations, 2011, 27(6), 1561–1583]. The stability and convergence are proved and two examples are included to show the accuracy and effectiveness of the method.     

新的三维力学GELD正演和反演算法

在本文中 ,我们提出了新的整体积分和局部微分GILD的力学正演和反演方法 .我们建立了弹性和塑性力学的体积分微分方程 .我们证明了这个体积分方程和伽辽金虚功原理等价 .新的GILD方法是基于这个体积分微分方程 .GL方法是进一步的发展 ,GL是一种整体场和局部场相互作用的全新方法 .在这个方法中 ,仅仅需要解 3× 3或者 6 × 6的局部小矩阵 .特别是 ,用GL方法求解无限域的偏微分方程时 ,不需要任何人工边界 ,不需要任何吸收边界条件和不需要任何边界积分方程 .新的三维力学GILD正演和反演算法已被应用研究奈米材料的力学性质的模拟计算 .我们获得非常好的奈米材料的力学变形的超拉力的力学性质 .我们提出了新的奈米地球物理新概念和发现了GILD数值量子     

提升钢丝绳动态分析的分段线性化解法

本文在研究提升机绳系动态特性过程中,建立了一类非齐次边界条件混合问题的波动方程;应用离散化方法将非齐次项分段线性化,得到了该类波动方程的半解析解.     

Approximation of pseudodifferential operators in absorbing boundary conditions for hyperbolic equations

Summary Engquist and Majda [3] proposed a pseudodifferential operator as asymptotically valid absorbing boundary condition for hyperbolic equations. (In the case of the wave equation this boundary condition is valid at all frequencies.) Here, least-squares approximation of the symbol of the pseudodifferential operator is proposed to obtain differential operators as boundary conditions. It is shown that for the wave equation this approach leads to Kreiss well-posed initial boundary value problems and that the expectation of the reflected energy is lower than in the case of Taylor- and Padé-approximations [3, 4]. Numerical examples indicate that this method works even more effectively for hyperbolic systems. The least-squares approach may be used to generate the boundary conditions automatically.     

High-order numerical solution of the nonlinear Helmholtz equation with axial symmetry

The nonlinear Helmholtz (NLH) equation models the propagation of intense laser beams in a Kerr medium. The NLH takes into account the effects of nonparaxiality and backward scattering that are neglected in the more common nonlinear Schrödinger model. In [G. Fibich, S. Tsynkov, High-order two-way artificial boundary conditions for nonlinear wave propagation with backscattering, J. Comput. Phys., 171 (2001) 632–677] and [G. Fibich, S. Tsynkov, Numerical solution of the nonlinear Helmholtz equation using nonorthogonal expansions, J. Comput. Phys., 210 (2005) 183–224], a novel high-order numerical method for solving the NLH was introduced and implemented in the case of a two-dimensional Cartesian geometry. The NLH was solved iteratively, using the separation of variables and a special nonlocal two-way artificial boundary condition applied to the resulting decoupled linear systems. In the current paper, we propose a major improvement to the previous method. Instead of using LU decomposition after the separation of variables, we employ an efficient summation rule that evaluates convolution with the discrete Green's function. We also extend the method to a three-dimensional setting with cylindrical symmetry, under both Dirichlet and Sommerfeld-type transverse boundary conditions.     

A parametrix for the linear elastic equation with diffractive boundary and its application

In this paper, we construct parametrices near diffractive points for the boundary value problems for the linear elastic equation with free boundary condition or Dirichlet boundary condition. Naturally, our construction is similar to that for the wave equation case. However, since the linear elastic equation is a second order system, our method is more complicated. As an application to the existence of the parametrices, we prove the theorem on propagation of singularities for solutions of the boundary value problem.     

Observer design for wave equation with a forcing term in the boundary

This paper investigates the observer design problem for 1D wave equation with nonlinear boundary condition containing a forcing term, whose dynamics presents spatiotemporal chaotic behaviors. By introducing a linear error input on the left-end boundary, we construct an observer via the method of characteristics. Moreover, we present a sufficient and necessary condition for the stability of the error dynamics system. Numerical simulations are presented to illustrate the theoretical outcomes.     

数学物理中的总体和局部场GL方法

为了求解物理化学生物材料和金融中的微分方程,提出了一种总体(Global)和局部(Local)场方法.微分方程的求解区域可以是有限域,无限域,或具曲面边界的部分无限域.其无限域包括有限有界不均匀介质区域.其不均匀介质区域被分划为若干子区域之和.在这含非均匀介质的无限区域,将微分方程的解显式地表示为在若干非均匀介质子区域上和局部子曲面的积分的递归和.把正反算的非线性关系递归地显式化.在无限均匀区域,微分方程的解析解被称为初始总体场.微分方程解的总体场相继地被各个非均匀介质子区域的局部散射场所修正.这种修正过程是一个子域接着另个子域逐步相继地进行的.一旦所有非均匀介质子区域被散射扫描和有限步更新过程全部完成后,微分方程的解就获得了.称其为总体和局部场的方法,简称为GL方法.GL方法完全地不同于有限元及有限差方法,GL方法直接地逐子域地组装逆矩阵而获得解.GL方法无需求解大型矩阵方程,它克服了有限元大型矩阵解的困难.用有限元及有限差方法求解无限域上的微分方程时,人为边界及其上的吸收边界条件是必需的和困难的,人为边界上的吸收边界条件的不精确的反射会降低解的精确度和毁坏反算过程.GL方法又克服了有限元和有限差方法的人为边界的困难.GL方法既不需要任何人为边界又不需要任何吸收边界条件就可以子域接子域逐步精确地求解无限域上的微分方程.有限元和有限差方法都仅仅是数值的方法,GL方法将解析解和数值方法相容地结合起来.提出和证明了三角的格林函数积分方程公式.证明了当子域的直经趋于零时,波动方程的GL方法的数值解收敛于精确解.GL方法解波动方程的误差估计也获得了.求解椭圆型,抛物线型,双曲线型方程的GL模拟计算结果显示出我们的GL方法具有准确,快速,稳定的许多优点.GL方法可以是有网,无网和半网算法.GL方法可广泛应用在三维电磁场,三维弹塑性力学场,地震波场,声波场,流场,量子场等方面.上述三维电磁场等应用领域的GL方法的软件已经由作者研制和发展了。