Improving the performance of Higdon non-reflecting boundary conditions by using weighted differencing

An improved version of the Higdon non-reflecting boundary scheme is presented, incorporating a weighting factor in the finite difference implementation. This weighting factor was mentioned briefly in the original Higdon papers but was not pursued further by Higdon or in subsequent development by later researchers. In this paper, we show analytically and by example that this weighting factor significantly improves the absorption properties of the boundary scheme, by as much as 99% over the unweighted scheme of the same order and 99.99% over the classic Sommerfeld radiation condition.     

Remarks on the Huygens absorbing boundary conditions for electromagnetics

The Huygens absorbing boundary conditions (ABCs) are promising new implementations of operator ABCs. They have certain advantageous features which are lacked in other operator ABCs. Under certain conditions and with the Huygens ABCs, the transmitted wave depends solely upon the second derivative with respect to time or upon the double integral of the incident wave. For such cases and for problems with a Dirichlet boundary condition, the overall reflection is not unique. Two new examples of the Huygens ABCs are given for such cases. For each example and with a FDTD scheme the newly derived reflection is less than that which has been studied by Bérenger [J.-P. Bérenger, On the Huygens absorbing boundary conditions for electromagnetics, J. Comput. Phys. 226 (2007) 354–378].     

High-order nonreflecting boundary conditions for the dispersive shallow water equations

Time-dependent dispersive shallow water waves in an unbounded domain are considered. The infinite domain is truncated via an artificial boundary $\text{B}$, and a high-order non-reflecting boundary condition (NRBC) is imposed on $\text{B}$. Then the problem is solved by a finite difference scheme in the finite domain bounded by $\text{B}$. The sequence of NRBCs proposed by Higdon is used. However, in contrast to the original low-order implementation of the Higdon conditions, a new scheme is devised which allows the easy use of a Higdon-type NRBC of any desired order. In addition, a procedure for the automatic choice of the parameters appearing in the NRBC is proposed. The performance of the scheme is demonstrated via a numerical example.     

Discrete artificial boundary conditions for nonlinear Schrödinger equations

In this work we construct and analyze discrete artificial boundary conditions (ABCs) for different finite difference schemes to solve nonlinear Schrödinger equations. These new discrete boundary conditions are motivated by the continuous ABCs recently obtained by the potential strategy of Szeftel. Since these new nonlinear ABCs are based on the discrete ABCs for the linear problem we first review the well-known results for the linear Schrödinger equation. We present our approach for a couple of finite difference schemes, including the Crank–Nicholson scheme, the Dùran–Sanz-Serna scheme, the DuFort–Frankel method and several split-step (fractional-step) methods such as the Lie splitting, the Strang splitting and the relaxation scheme of Besse. Finally, several numerical tests illustrate the accuracy and stability of our new discrete approach for the considered finite difference schemes.     

Splitting as an approach to constructing local exact artificial boundary conditions

We employ the technique of splitting for constructing artificial boundary conditions (ABCs) for the linear advection–diffusion–reaction equation when the computational domain is an nD open set with a piecewise smooth artificial boundary. The splitting is performed both by the physical processes and by coordinates. The former permits to construct ABCs for each of the processes separately, which provides local exact boundary conditions; the latter leads to ABCs much less exigent to the shape of artificial boundary in comparison with many others. We also prove that the corresponding boundary value problems are well-posed, and present results of the numerical experiments that confirm the theoretical study.     

Absorbing boundary conditions for the two-dimensional Schrödinger equation with an exterior potential

Four families of ABCs where built in Antoine et al. (Math Models Methods Appl Sci, 22(10), 2012) for the two-dimensional linear Schrödinger equation with time and space dependent potentials and for general smooth convex fictitious surfaces. The aim of this paper is to propose some suitable discretization schemes of these ABCs and to prove some semi-discrete stability results. Furthermore, the full numerical discretization of the corresponding initial boundary value problems is considered and simulations are provided to compare the accuracy of the different ABCs.     

Error bounds for the finite-element approximation of the exterior Stokes equations in two dimensions

In this paper we design high-order (non)local artificial boundaryconditions (ABCs) which are different from those proposed byHan, H. & Bao, W. (1997 Numer. Math., 77, 347–363)for incompressible materials, and present error bounds for thefinite-element approximation of the exterior Stokes equationsin two dimensions. The finite-element approximation (especiallyits corresponding stiff matrix) becomes much simpler (sparser)when it is formulated in a bounded computational domain usingthe new (non)local approximate ABCs. Our error bounds indicatehow the errors of the finite-element approximations depend onthe mesh size, terms used in the approximate ABCs and the locationof the artificial boundary. Numerical examples of the exteriorStokes equations outside a circle in the plane are presented.Numerical results demonstrate the performance of our error bounds.     

An experimental adaptation of Higdon-type non-reflecting boundary conditions to linear first-order systems

Experiments in adapting the Higdon non-reflecting boundary condition (NRBC) method to linear 2-D first-order systems are presented. Finite difference implementations are developed for the free-space Maxwell equations, the linearized shallow-water equations with Coriolis, and the linearized Euler equations with uniform advection. This NRBC technique removes up to 99% of the reflection error generated by the Sommerfeld radiation condition with only a modest increase in computational overhead.     

Stability analysis of block boundary value methods for neutral pantograph equation

This paper deals with the convergence and stability properties of block boundary value methods (BBVMs) for the neutral pantograph equation. Due to its unbounded time lags and limited computer memory, a change in the independent variable is used to transform a pantograph equation into a non-autonomous differential equation with a constant delay but variable coefficients. It is shown under the classical Lipschitz condition that a BBVM is convergent of order p if the underlying boundary value method is consistent with order p. Furthermore, it is proved under a certain condition that BBVMs can preserve the asymptotic stability of exact solutions for the neutral pantograph equation. Meanwhile, some numerical experiments are given to confirm the main conclusions.     

一类二阶延迟微分方程梯形方法的延迟依赖稳定性分析

本文涉及一类二阶延迟微分方程数值方法的稳定性研究．通过运用边界轨迹法,分析了梯形方法的延迟依赖稳定区域并找到其准确边界．随后建立了解析和数值稳定区域的联系并从理论上证明了梯形方法能完全保持模型问题的延迟依赖稳定性．     

Stability and Super Convergence Analysis of ADI-FDTD for the 2D Maxwell Equations in a Lossy Medium

Several new energy identities of the two dimensional(2D) Maxwell equations in a lossy medium in the case of the perfectly electric conducting boundary conditions are proposed and proved. These identities show a new kind of energy conservation in the Maxwell system and provide a new energy method to analyze the alternating direction implicit finite difference time domain method for the 2D Maxwell equations (2D-ADI-FDTD). It is proved that 2D-ADI-FDTD is approximately energy conserved, unconditionally stable and second order convergent in the discrete L² and H¹ norms, which implies that 2D-ADI-FDTD is super convergent. By this super convergence, it is simply proved that the error of the divergence of the solution of 2D-ADI-FDTD is second order accurate. It is also proved that the difference scheme of 2D-ADI-FDTD with respect to time t is second order convergent in the discrete H¹ norm. Experimental results to confirm the theoretical analysis on stability, convergence and energy conservation are presented.     

A new stabilizing technique for boundary integral methods for water waves

Boundary integral methods to compute interfacial flows are very sensitive to numerical instabilities. A previous stability analysis by Beale, Hou and Lowengrub reveals that a very delicate balance among terms with singular integrals and derivatives must be preserved at the discrete level in order to maintain numerical stability. Such balance can be preserved by applying suitable numerical filtering at certain places of the discretization. While this filtering technique is effective for two-dimensional (2-D) periodic fluid interfaces, it does not apply to nonperiodic fluid interfaces. Moreover, using the filtering technique alone does not seem to be sufficient to stabilize 3-D fluid interfaces.

Here we introduce a new stabilizing technique for boundary integral methods for water waves which applies to nonperiodic and 3-D interfaces. A stabilizing term is added to the boundary integral method which exactly cancels the destabilizing term produced by the point vortex method approximation to the leading order. This modified boundary integral method still has the same order of accuracy as the point vortex method. A detailed stability analysis is presented for the point vortex method for 2-D water waves. The effect of various stabilizing terms is illustrated through careful numerical experiments.

     

Stability of a class of stochastic distributed parameter systems with random boundary conditions

In this article we consider the question of stability of a class of stochastic systems governed by elliptic and parabolic second order partial differential equations with Neumann boundary conditions. Results on the “stability in the mean” are given in Theorems 1 and 2, and those on “almost sure stability” are presented in Theorems 3 and 4. These results are proved under the assumption that the perturbing forces are measurable stochastic processes defined on $\text{I × Ω}$. In Theorem 5 it is shown that the proofs require only minor modification to admit progressively measurable (predictable or optional) processes.     

Analysis of the dipole simulation method for two-dimensional Dirichlet problems in Jordan regions with analytic boundaries

This paper presents a stability and error estimate of the dipole simulation method applied to Dirichlet problems in Jordan regions. Specifically, it is proved that the error decays exponentially when the boundary data is analytic, and it decays algebraically when the boundary data is not analytic but belongs to some Sobolev space. Moreover, some numerical results and conjectures are presented.     

一类抛物型偏微分方程反问题的稳定性

本文讨论一类抛物型偏微分方程反问题，研究测量值在特定边界上给定时源项确定的稳定性，在合理的假设下证明了该反问题具有按Ｌｉｐｓｃｈｉｔｚ型连续依赖于测量值的稳定性，推广了Ｙａｍａｍｏｔｏ的结果．     

A high‐order ADI finite difference scheme for a 3D reaction‐diffusion equation with neumann boundary condition

In this article, we extend the fourth‐order compact boundary scheme in Liao et al. (Numer Methods Partial Differential Equations 18 (2002), 340–354) to a 3D problem and then combine it with the fourth‐order compact alternating direction implicit (ADI) method in Gu et al. (J Comput Appl Math 155 (2003), 1–17) to solve the 3D reaction‐diffusion equation with Neumann boundary condition. First, the reaction‐diffusion equation is solved with a compact fourth‐order finite difference method based on the Padé approximation, which is then combined with the ADI method and a fourth‐order compact scheme to approximate the Neumann boundary condition, to obtain fourth order accuracy in space. The accuracy in the temporal dimension is improved to fourth order by applying the Richardson extrapolation technique, although the unconditional stability of the numerical method is proved, and several numerical examples are presented to demonstrate the accuracy and efficiency of the proposed new algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Boundary subspaces for the finite element method with Lagrange multipliers

Summary The paper is concerned with the problem of constructing compatible interior and boundary subspaces for finite element methods with Lagrange multipliers to approximately solve Dirichlet problems for secondorder elliptic equations. A new stability condition relating the interior and boundary subspaces is first derived, which is easier to check in practice than the condition known so far. Using the new condition, compatible boundary subspaces are constructed for quasiuniform triangular and rectangular interior meshes in two dimensions. The stability and optimal-order convergence of the finite element methods based on the constructed subspaces are proved.This work was supported by the Finnish National Research Council for Technical Sciences and by the Finnish-American ASLA-Fulbright Foundation     

Fast Iterative Solution of Saddle Point Problems in Optimal Control Based on Wavelets

In this paper, wavelet techniques are employed for the fast numerical solution of a control problem governed by an elliptic boundary value problem with boundary control. A quadratic cost functional involving natural norms of the state and the control is to be minimized. Firstly the constraint, the elliptic boundary value problem, is formulated in an appropriate weak form that allows to handle varying boundary conditions explicitly: the boundary conditions are treated by Lagrange multipliers, leading to a saddle point problem. This is combined with a fictitious domain approach in order to cover also more complicated boundaries.Deviating from standard approaches, we then use (biorthogonal) wavelets to derive an equivalent infinite discretized control problem which involves only ₂-norms and -operators. Classical methods from optimization yield the corresponding optimality conditions in terms of two weakly coupled (still infinite) saddle point problems for which a unique solution exists. For deriving finite-dimensional systems which are uniformly invertible, stability of the discretizations has to be ensured. This together with the ₂-setting circumvents the problem of preconditioning: all operators have uniformly bounded condition numbers independent of the discretization.In order to numerically solve the resulting (finite-dimensional) linear system of the weakly coupled saddle point problems, a fully iterative method is proposed which can be viewed as an inexact gradient scheme. It consists of a gradient algorithm as an outer iteration which alternatingly picks the two saddle point problems, and an inner iteration to solve each of the saddle point problems, exemplified in terms of the Uzawa algorithm. It is proved here that this strategy converges, provided that the inner systems are solved sufficiently well. Moreover, since the system matrix is well-conditioned, it is shown that in combination with a nested iteration strategy this iteration is asymptotically optimal in the sense that it provides the solution on discretization level J with an overall amount of arithmetic operations that is proportional to the number of unknows N _J on that level.Finally, numerical results are provided.     

A modified predictor–corrector scheme for the two-dimensional sine-Gordon equation

A three-time level finite-difference scheme based on a fourth order in time and second order in space approximation has been proposed for the numerical solution of the nonlinear two-dimensional sine-Gordon equation. The method, which is analysed for local truncation error and stability, leads to the solution of a nonlinear system. To avoid solving it, a predictor–corrector scheme using as predictor a second-order explicit scheme is proposed. The procedure of the corrector has been modified by considering as known the already evaluated corrected values instead of the predictor ones. This modified scheme has been tested on the line and circular ring soliton and the numerical experiments have proved that there is an improvement in the accuracy over the standard predictor–corrector implementation. This research was co-funded by E.U. (75%) and by the Greek Government (25%).     

Delay-dependent stability of high order Runge–Kutta methods

This paper is concerned with the study of the delay-dependent stability of Runge–Kutta methods for delay differential equations. First, a new sufficient and necessary condition is given for the asymptotic stability of analytical solution. Then, based on this condition, we establish a relationship between τ(0)-stability and the boundary locus of the stability region of numerical methods for ordinary differential equations. Consequently, a class of high order Runge–Kutta methods are proved to be τ(0)-stable. In particular, the τ(0)-stability of the Radau IIA methods is proved.