Exact solution for the fractional cable equation with nonlocal boundary conditions

The fractional cable equation is studied on a bounded space domain. One of the prescribed boundary conditions is of Dirichlet type, the other is of a general form, which includes the case of nonlocal boundary conditions. In real problems nonlocal boundary conditions are prescribed when the data on the boundary can not be measured directly. We apply spectral projection operators to convert the problem to a system of integral equations in any generalized eigenspace. In this way we prove uniqueness of the solution and give an algorithm for constructing the solution in the form of an expansion in terms of the generalized eigenfunctions and three-parameter Mittag-Leffler functions. Explicit representation of the solution is given for the case of double eigenvalues. We consider some examples and as a particular case we recover a recent result. The asymptotic behavior of the solution is also studied.     

On the Vanishing Viscosity Limit of 3D Navier-Stokes Equations under Slip Boundary Conditions in General Domains

We consider the vanishing-viscosity limit for the Navier-Stokes equations with certain slip-without-friction boundary conditions in a bounded domain with non-flat boundary. In particular, we are able to show convergence in strong norms for a solution starting with initial data belonging to the special subclass of data with vanishing vorticity on the boundary. The proof is obtained by smoothing the initial data and by a perturbation argument with quite precise estimates for the equations of the vorticity and for that of the curl of the vorticity.     

变系数瞬态热传导问题边界元格式的特征正交分解降阶方法

提出了一种基于边界元法求解变系数瞬态热传导问题的特征正交分解(POD)降阶方法,重组并推导出变系数瞬态热传导问题适合降阶的边界元离散积分方程,建立了变系数瞬态热传导问题边界元格式的POD降阶模型,并用常数边界条件下建立的瞬态热传导问题的POD降阶模态,对光滑时变边界条件瞬态热传导问题进行降阶分析.首先,对一个变系数瞬态热传导问题,建立其边界域积分方程,并将域积分转换成边界积分;其次,离散并重组积分方程,获得可用于降阶分析的矩阵形式的时间微分方程组;最后,用POD模态矩阵对该时间微分方程组进行降阶处理,建立降阶模型并对其求解.数值算例验证了本文方法的正确性和有效性.研究表明:1)常数边界条件下建立的低阶POD模态矩阵,能够用来准确预测复杂光滑时变边界条件下的温度场结果;2)低阶模型的建立,解决了边界元法中采用时间差分推进技术求解大型时间微分方程组时求解速度慢、算法稳定性差的问题.     

On the accuracy of direct forcing immersed boundary methods with projection methods

Direct forcing methods are a class of methods for solving the Navier–Stokes equations on nonrectangular domains. The physical domain is embedded into a larger, rectangular domain, and the equations of motion are solved on this extended domain. The boundary conditions are enforced by applying forces near the embedded boundaries. This raises the question of how the flow outside the physical domain influences the flow inside the physical domain. This question is particularly relevant when using a projection method for incompressible flow. In this paper, analysis and computational tests are presented that explore the performance of projection methods when used with direct forcing methods. Sufficient conditions for the success of projection methods on extended domains are derived, and it is shown how forcing methods meet these conditions. Bounds on the error due to projecting on the extended domain are derived, and it is shown that direct forcing methods are, in general, first-order accurate in the max-norm. Numerical tests of the projection alone confirm the analysis and show that this error is concentrated near the embedded boundaries, leading to higher-order accuracy in integral norms. Generically, forcing methods generate a solution that is not smooth across the embedded boundaries, and it is this lack of smoothness which limits the accuracy of the methods. Additional computational tests of the Navier–Stokes equations involving a direct forcing method and a projection method are presented, and the results are compared with the predictions of the analysis. These results confirm that the lack of smoothness in the solution produces a lower-order error. The rate of convergence attained in practice depends on the type of forcing method used.     

Multigrid method based on the transformation-free HOC scheme on nonuniform grids for 2D convection diffusion problems

In this paper, a multigrid method based on the high order compact (HOC) difference scheme on nonuniform grids, which has been proposed by Kalita et al. [J.C. Kalita, A.K. Dass, D.C. Dalal, A transformation-free HOC scheme for steady convection–diffusion on non-uniform grids, Int. J. Numer. Methods Fluids 44 (2004) 33–53], is proposed to solve the two-dimensional (2D) convection diffusion equation. The HOC scheme is not involved in any grid transformation to map the nonuniform grids to uniform grids, consequently, the multigrid method is brand-new for solving the discrete system arising from the difference equation on nonuniform grids. The corresponding multigrid projection and interpolation operators are constructed by the area ratio. Some boundary layer and local singularity problems are used to demonstrate the superiority of the present method. Numerical results show that the multigrid method with the HOC scheme on nonuniform grids almost gets as equally efficient convergence rate as on uniform grids and the computed solution on nonuniform grids retains fourth order accuracy while on uniform grids just gets very poor solution for very steep boundary layer or high local singularity problems. The present method is also applied to solve the 2D incompressible Navier–Stokes equations using the stream function–vorticity formulation and the numerical solutions of the lid-driven cavity flow problem are obtained and compared with solutions available in the literature.     

A meshless algorithm with moving least square approximations for elliptic Signorini problems

Based on the moving least square(MLS) approximations and the boundary integral equations(BIEs), a meshless algorithm is presented in this paper for elliptic Signorini problems. In the algorithm, a projection operator is used to tackle the nonlinear boundary inequality conditions. The Signorini problem is then reformulated as BIEs and the unknown boundary variables are approximated by the MLS approximations. Accordingly, only a nodal data structure on the boundary of a domain is required. The convergence of the algorithm is proven. Numerical examples are given to show the high convergence rate and high computational efficiency of the presented algorithm.     

The axially symmetric flow-through problem for the Navier-Stokes equations in variables “vorticity-stream function”

The axially symmetric steady-state motion of a viscous incompressible fluid in a region of the type of a spherical layer is considered. The boundary problem for the Navier-Stokes equations is formulated in terms of the stream function and vorticity. The solvability of this problem was previously established provided that the fluid flow rate through each layer boundary is sufficiently small. The main result of this study is in proving the solvability of the axially symmetric flow-through problem without limitations on the magnitude of the flow rate. The proof is based on the a priori Dirichlet estimate of the flow velocity field. The asymptotic properties of the solution near the symmetry axis are established conditionally. The proof procedure admits the generalization to the case of axially symmetric problems in multiply-connected domains.     

An iterative multiscale finite volume algorithm converging to the exact solution

The multiscale finite volume (MsFV) method has been developed to efficiently solve large heterogeneous problems (elliptic or parabolic); it is usually employed for pressure equations and delivers conservative flux fields to be used in transport problems. The method essentially relies on the hypothesis that the (fine-scale) problem can be reasonably described by a set of local solutions coupled by a conservative global (coarse-scale) problem. In most cases, the boundary conditions assigned for the local problems are satisfactory and the approximate conservative fluxes provided by the method are accurate. In numerically challenging cases, however, a more accurate localization is required to obtain a good approximation of the fine-scale solution. In this paper we develop a procedure to iteratively improve the boundary conditions of the local problems. The algorithm relies on the data structure of the MsFV method and employs a Krylov-subspace projection method to obtain an unconditionally stable scheme and accelerate convergence. Two variants are considered: in the first, only the MsFV operator is used; in the second, the MsFV operator is combined in a two-step method with an operator derived from the problem solved to construct the conservative flux field. The resulting iterative MsFV algorithms allow arbitrary reduction of the solution error without compromising the construction of a conservative flux field, which is guaranteed at any iteration. Since it converges to the exact solution, the method can be regarded as a linear solver. In this context, the schemes proposed here can be viewed as preconditioned versions of the Generalized Minimal Residual method (GMRES), with a very peculiar characteristic that the residual on the coarse grid is zero at any iteration (thus conservative fluxes can be obtained).     

An accurate and efficient method for the incompressible Navier–Stokes equations using the projection method as a preconditioner

The projection method is a widely used fractional-step algorithm for solving the incompressible Navier–Stokes equations. Despite numerous improvements to the methodology, however, imposing physical boundary conditions with projection-based fluid solvers remains difficult, and obtaining high-order accuracy may not be possible for some choices of boundary conditions. In this work, we present an unsplit, linearly-implicit discretization of the incompressible Navier–Stokes equations on a staggered grid along with an efficient solution method for the resulting system of linear equations. Since our scheme is not a fractional-step algorithm, it is straightforward to specify general physical boundary conditions accurately; however, this capability comes at the price of having to solve the time-dependent incompressible Stokes equations at each timestep. To solve this linear system efficiently, we employ a Krylov subspace method preconditioned by the projection method. In our implementation, the subdomain solvers required by the projection preconditioner employ the conjugate gradient method with geometric multigrid preconditioning. The accuracy of the scheme is demonstrated for several problems, including forced and unforced analytic test cases and lid-driven cavity flows. These tests consider a variety of physical boundary conditions with Reynolds numbers ranging from 1 to 30000. The effectiveness of the projection preconditioner is compared to an alternative preconditioning strategy based on an approximation to the Schur complement for the time-dependent incompressible Stokes operator. The projection method is found to be a more efficient preconditioner in most cases considered in the present work.     

A pseudospectral method for solution of the three-dimensional incompressible Navier-Stokes equations

A new Chebyshev pseudospectral technique (based on the projection method that was previously applied by the authors to the solution of two-dimensional incompressible Navier-Stokes equations in primitive variables for nonperiodic boundary conditions) is extended to solve the three-dimensional Navier-Stokes equations. The crucial point of the method is the requirement that the continuity equation be satisfied everywhere in the domain, on the boundaries as well as in the interior. The key feature of the work presented in this paper is that the computer storage requirements of the full matrix inversion resulting from direct solution of the pressure Poisson equation in three dimensions is greatly reduced by considering an eigenfunction decomposition. The method was tested on a two-dimensional driven cavity flow and the results were compared with those of the most accurate finite-difference calculation. The three-dimensional driven cavity flow was then calculated at the same Reynolds numbers as the two-dimensional cases, i.e., Re = 100, 400, and 1000. In the calculated results, three-dimensional boundary effects were observed in all cases and became more apparent with increasing Reynolds number.     

EXPLICIT SOLITON ASYMPTOTICS FOR THE NONLINEAR SCHRÖDINGER EQUATION ON THE HALF-LINE

There exists a particular class of boundary value problems for integrable nonlinear evolution equations formulated on the half-line, called linearizable. For this class of boundary value problems, the Fokas method yields a formalism for the solution of the associated initial-boundary value problem, which is as efficient as the analogous formalism for the Cauchy problem. Here, we employ this formalism for the analysis of several concrete initial-boundary value problems for the nonlinear Schrödinger equation. This includes problems involving initial conditions of a hump type coupled with boundary conditions of Robin type.     

Acoustic scattering by a rigid elliptic cylinder in a slightly viscous medium

A complete solution is obtained for the two-dimensional diffraction of a time-harmonic acoustic plane wave by an impenetrable elliptic cylinder in a viscous fluid. Arbitrary size, ellipticity, and angle of incidence are considered. The linearized equations of viscous flow are used to write down expressions for the dilatation and vorticity in terms of products of radially and angular dependent Mathieu functions. The no-slip condition on the rigid boundary then determines the coefficients. The resulting computations are facilitated by recently developed library routines for complex input parameters. The solution for the circular cylinder serves as a guide and a differently constructed solution for the strip is also given. Typical results in the "resonant" range of dimensionless wave number, displaying the surface vorticity and the far-field scattering pattern are included, with the latter allowing comparison with the inviscid case.     

Pressure boundary conditions for computing incompressible flows with SPH

In Smoothed Particle Hydrodynamics (SPH) methods for fluid flow, incompressibility may be imposed by a projection method with an artificial homogeneous Neumann boundary condition for the pressure Poisson equation. This is often inconsistent with physical conditions at solid walls and inflow and outflow boundaries. For this reason open-boundary flows have rarely been computed using SPH. In this work, we demonstrate that the artificial pressure boundary condition produces a numerical boundary layer that compromises the solution near boundaries. We resolve this problem by utilizing a “rotational pressure-correction scheme” with a consistent pressure boundary condition that relates the normal pressure gradient to the local vorticity. We show that this scheme computes the pressure and velocity accurately near open boundaries and solid objects, and extends the scope of SPH simulation beyond the usual periodic boundary conditions.     

Iterative Method for Solving a Problem with Mixed Boundary Conditions for Biharmonic Equation

The solution of boundary value problems (BVP) for fourth order differential equations by their reduction to BVP for second order equations, with the aim to use the available efficient algorithms for the latter ones, attracts attention from many researchers. In this paper, using the technique developed by the authors in recent works we construct iterative method for a problem with complicated mixed boundary conditions for biharmonic equation which is originated from nanofluidic physics. The convergence rate of the method is proved and some numerical experiments are performed for testing its dependence on a parameter appearing in boundary conditions and on the position of the point where a transmission of boundary conditions occurs.     

A singularly perturbed reaction diffusion problem forthe nonlinear boundary condition with two parameters

A class of singularly perturbed initial boundary value problems of reaction diffusion equations for the nonlinear boundary condition with two parameters is considered. Under suitable conditions, by using the theory of differential inequalities, the existence and the asymptotic behaviour of the solution for the initial boundary value problem are studied. The obtained solution indicates that there are initial and boundary layers and the thickness of the boundary layer is less than the thickness of the initial layer.     

Integral equation methods for elliptic problems with boundary conditions of mixed type

Laplace’s equation with mixed boundary conditions, that is, Dirichlet conditions on parts of the boundary and Neumann conditions on the remaining contiguous parts, is solved on an interior planar domain using an integral equation method. Rapid execution and high accuracy is obtained by combining equations which are of Fredholm’s second kind with compact operators on almost the entire boundary with a recursive compressed inverse preconditioning technique. Then an elastic problem with mixed boundary conditions is formulated and solved in an analogous manner and with similar results. This opens up for the rapid and accurate solution of several elliptic problems of mixed type.     

A gradient stable scheme for a phase field model for the moving contact line problem

In this paper, an efficient numerical scheme is designed for a phase field model for the moving contact line problem, which consists of a coupled system of the Cahn–Hilliard and Navier–Stokes equations with the generalized Navier boundary condition [1], [2], [4]. The nonlinear version of the scheme is semi-implicit in time and is based on a convex splitting of the Cahn–Hilliard free energy (including the boundary energy) together with a projection method for the Navier–Stokes equations. We show, under certain conditions, the scheme has the total energy decaying property and is unconditionally stable. The linearized scheme is easy to implement and introduces only mild CFL time constraint. Numerical tests are carried out to verify the accuracy and stability of the scheme. The behavior of the solution near the contact line is examined. It is verified that, when the interface intersects with the boundary, the consistent splitting scheme [21], [22] for the Navier Stokes equations has the better accuracy for pressure.     

A completely iterative method for the infinite domain electrostatic problem with nonlinear dielectric media

We present an iterative method for the solution of the exterior all-space electrostatic problem for nonlinear dielectric media. The electric potential is specified on interior boundaries and the electric field decays at infinity. Our approach uses a natural variational formulation based on the total energy of the nonlinear dielectric medium subject to boundary conditions. The problem is decomposed into an exterior calculation and an interior calculation with the boundary-specified electric potentials imposed as constraints between them. Together, these enable an iterative method that is based on the variational formulation. In contrast to direct solution of the electrostatic problems, we avoid the construction, storage and solution of dense and large linear systems. This provides important advantages for multiphysics problems that couple the linear electrostatic Poisson problem to nonlinear physics: the latter necessarily involves iterative approaches, and our approach replaces a large number of direct solves for the electrostatics with an iterative algorithm that can be coupled to the iterations of the nonlinear problem. We present examples applying the method to inhomogeneous, anisotropic nonlinear dielectrics. A key advantage of our variational formulation is that we require only the free-space, isotropic, homogeneous Greens function for all these settings.     

Weighted least-squares finite elements based on particle imaging velocimetry data

The solution of the Navier–Stokes equations requires that data about the solution is available along the boundary. In some situations, such as particle imaging velocimetry, there is additional data available along a single plane within the domain, and there is a desire to also incorporate this data into the approximate solution of the Navier–Stokes equation. The question that we seek to answer in this paper is whether two-dimensional velocity data containing noise can be incorporated into a full three-dimensional solution of the Navier–Stokes equations in an appropriate and meaningful way. For addressing this problem, we examine the potential of least-squares finite element methods (LSFEM) because of their flexibility in the enforcement of various boundary conditions. Further, by weighting the boundary conditions in a manner that properly reflects the accuracy with which the boundary values are known, we develop the weighted LSFEM. The potential of weighted LSFEM is explored for three different test problems: the first uses randomly generated Gaussian noise to create artificial ‘experimental’ data in a controlled manner, and the second and third use particle imaging velocimetry data. In all test problems, weighted LSFEM produces accurate results even for cases where there is significant noise in the experimental data.     

Variable fluid properties and variable heat flux effects on the flow and heat transfer in a non-Newtonian Maxwell fluid over an unsteady stretching sheet with slip velocity

The effects of variable fluid properties and variable heat flux on the flow and heat transfer of a non-Newtonian Maxwell fluid over an unsteady stretching sheet in the presence of slip velocity have been studied. The governing differential equations are transformed into a set of coupled non-linear ordinary differential equations and then solved with a numerical technique using appropriate boundary conditions for various physical parameters. The numerical solution for the governing non-linear boundary value problem is based on applying the fourth-order Runge-Kutta method coupled with the shooting technique over the entire range of physical parameters. The effects of various parameters like the viscosity parameter, thermal conductivity parameter, unsteadiness parameter, slip velocity parameter, the Deborah number, and the Prandtl number on the flow and temperature profiles as well as on the local skin-friction coefficient and the local Nusselt number are presented and discussed. Comparison of numerical results is made with the earlier published results under limiting cases.