凹角区域双曲外问题的精确人工边界条件

研究一类凹角区域双曲型外问题的数值方法.先用Newmark方法对时间进行离散化,在每个时间步求解一个椭圆外问题.然后引入人工边界,并获得精确的人工边界条件.给出半离散化问题的变分问题,证明了变分问题的适定性,并给出了误差估计.最后给出数值例子,以示该方法的可行性与有效性.     

A Product Formula Approach to a Nonhomogeneous Boundary Optimal Control Problem Governed by Nonlinear Phase-field Transition System

In this paper we prove the convergence of an iterative scheme of fractional steps type for a non-homogeneous Cauchy-Neumann boundary optimal control problem governed by non-linear phase-field system, when the boundary control is dependent both on time and spatial variables. Moreover, necessary optimality conditions are established for the approximating process. The advantage of such approach leads to a numerical algorithm in order to approximate the original optimal control problem.     

Boundary Identification for a Blast Furnace

In this paper,the authors discuss an inverse boundary problem for the axi- symmetric steady-state heat equation,which arises in monitoring the boundary corrosion for the blast-furnace.Measure temperature at some locations are used to identify the shape of the corrosion boundary. The numerical inversion is complicated and consuming since the wear-line varies during the process and the boundary in the heat problem is not fixed.The authors suggest a method that the unknown boundary can be represented by a given curve plus a small perturbation,then the equation can be solved with fixed boundary,and a lot of computing time will be saved. A method is given to solve the inverse problem by minimizing the sum of the squared residual at the measuring locations,in which the direct problems are solved by axi- symmetric fundamental solution method. The numerical results are in good agreement with test model data as well as industrial data,even in severe corrosion case.     

Finding the unknown boundary in the initial boundary-value problem for the heat equation

The article considers the determination of the boundary of a two-dimensional region in which an initial boundary-value problem for the heat equation is defined, given the solution of the problem for all time instants at some points of the region. The direct problem is reduced to an integral equation, and numerical solutions of the inverse problem are obtained for the case when the boundary is an ellipse. We investigate the sensitivity of the observed variables to the location (relative to the boundary) of the point where the right-hand side of the equation is specified. Translated from Prikladnaya Matematika i Informatika, No. 30, 2008, pp. 18–24.     

An integral equation method for the electromagnetic scattering from cavities

Consider a time‐harmonic electromagnetic plane wave incident on a cavity in a ground plane. The physical process is modelled by Maxwell's equations. In this paper, integral representations of the solutions to the model problem in both fundamental polarizations are derived and studied. Existence and uniqueness of the solutions for the integral equations are established. The integral equations approach forms a basis for numerical solution of the model problem. In particular, for each fundamental polarization, an integral formulation with Gårding‐type estimates is derived. These formulations provide a basis for variational boundary element methods for solving the cavity problem. The Gårding‐type estimates imply convergence results for conforming boundary element methods. Copyright © 2000 John Wiley & Sons, Ltd     

On the blow‐up phenomena for a 1‐dimensional equation of ion sound waves in a plasma: Analytical and numerical investigation

The initial‐boundary value problem for an equation of ion sound waves in plasma is considered. A theorem on nonextendable solution is proved. The blow‐up phenomena are studied. The sufficient blow‐up conditions and the blow‐up time are analysed by the method of the test functions. This analytical a priori information is used in the numerical experiments, which are able to determine the process of the solution's blow‐up more accurately.     

Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions

Abstract

We study the limit at zero of the first-passage time density of a one-dimensional diffusion process over a moving boundary and we also deal with the inverse first-passage time problem, which consists of determining the boundary shape when the first-passage density is known. Our results generalize the analogous ones already known for Brownian motion. We illustrate some examples for which the results are obtained analytically and by a numerical procedure.     

Convergence of a difference scheme for the heat equation in a long strip by artificial boundary conditions

The numerical solution of the heat equation on a strip in two dimensions is considered. An artificial boundary is introduced to make the computational domain finite. On the artificial boundary, an exact boundary condition is proposed to reduce the original problem to an initial‐boundary value problem in a finite computational domain. A difference scheme is constructed by the method of reduction of order to solve the problem in the finite computational domain. It is proved that the difference scheme is uniquely solvable, unconditionally stable and convergent with the convergence order 2 in space and order 3/2 in time in an energy norm. A numerical example demonstrates the theoretical results.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

Analysis of a meshless method for the time fractional diffusion-wave equation

In this paper a numerical technique is proposed for solving the time fractional diffusion-wave equation. We obtain a time discrete scheme based on finite difference formula. Then, we prove that the time discrete scheme is unconditionally stable and convergent using the energy method and the convergence order of the time discrete scheme is \(\mathcal {O}(\tau ^{3-\alpha })\). Firstly, we change the main problem based on Dirichlet boundary condition to a new problem based on Robin boundary condition and then, we consider a semi-discrete scheme with Robin boundary condition and show when \(\beta \rightarrow +\infty \) solution of the main semi-discrete problem with Dirichlet boundary condition is convergent to the solution of the new semi-discrete problem with Robin boundary condition. We consider the new semi-discrete problem with Robin boundary condition and use the meshless Galerkin method to approximate the spatial derivatives. Finally, we obtain an error bound for the new problem. We prove that convergence order of the numerical scheme based on Galekin meshless is \(\mathcal {O}(h)\). In the considered method the appeared integrals are approximated using Gauss Legendre quadrature formula. The main aim of the current paper is to obtain an error estimate for the meshless Galerkin method based on the radial basis functions. Numerical examples confirm the efficiency and accuracy of the proposed scheme.     

Boundary Control of PDEs via Curvature Flows: the View from the Boundary, II

We describe some results on the exact boundary controllability of the wave equation on an orientable two-dimensional Riemannian manifold with nonempty boundary. If the boundary has positive geodesic curvature, we show that the problem is controllable in finite time if (and only if) there are no closed geodesics in the interior of the manifold. This is done by solving a parabolic problem to construct a convex function. We exhibit an example for which control from a subset of the boundary is possible, but cannot be proved by means of convex functions. We also describe a numerical implementation of this method.     

Minimizing the variance of a mathematical expectation estimate for a diffusion process functional based on a parametric transformation of a parabolic boundary value problem

This paper deals with finding ways of reducing the variance of a mathematical expectation estimate for the functional of a diffusion process moving in a domain with an absorbing boundary. The estimate of mathematical expectation of the functional is obtained based on a numerical solution of stochastic differential equations (SDEs) by using the Euler method. A formula of the limiting variance is derived with decreasing integration step in the Euler method. A method of reducing the variance value of the estimate based on transformation of the parabolic boundary value problem corresponding to the diffusion process is proposed. Some numerical results are presented.     

A numerical method to compute the dissolution of second phases in ternary alloys

Dissolution of stoichiometric multi-component particles in ternary alloys is an important process occurring during the heat treatment of as-cast aluminium alloys prior to hot extrusion. A mathematical model is proposed to describe such a process. In this model an equation is given to determine the position of the particle interface in time, using two diffusion equations which are coupled by nonlinear boundary conditions at the interface. Some results concerning existence, uniqueness, and monotonicity are given. Furthermore, for an unbounded domain an analytical approximation is derived. The main part of this work is the development of a numerical solution method. Finite differences are used on a grid which changes in time. The discretization of the boundary conditions is important to obtain an accurate solution. The resulting nonlinear algebraic system is solved by the Newton-Raphson method. Numerical experiments illustrate the accuracy of the numerical method. The numerical solution is compared with the analytical approximation.     

A problem on heat conduction in an insulated wire solved by numerical inverse Laplace transform

A problem of transient heat conduction in an insulated wire is solved by use of Laplace transform and numerical inversion. The problem is solved for the radiation boundary condition and also for the boundary condition of no heat flux through the outer surface of the insulation. The results are presented both numerically with four significant figures and graphically. Asymptotic expansions are derived for small and large values of the time variable. The numerical inversion of the Laplace transform is checked by comparison with the asymptotic expansions and with the numerical results obtained by a numerical inversion formula utilizing one more abscissa than the previous one.     

Time step selection for the numerical solution of boundary value problems for parabolic equations

An algorithm is proposed for selecting a time step for the numerical solution of boundary value problems for parabolic equations. The solution is found by applying unconditionally stable implicit schemes, while the time step is selected using the solution produced by an explicit scheme. Explicit computational formulas are based on truncation error estimation at a new time level. Numerical results for a model parabolic boundary value problem are presented, which demonstrate the performance of the time step selection algorithm.     

Linear B-spline finite element method for the improved Boussinesq equation

In this paper, we develop and validate a numerical procedure for solving a class of initial boundary value problems for the improved Boussinesq equation. The finite element method with linear B-spline basis functions is used to discretize the nonlinear partial differential equation in space and derive a second order system involving only ordinary derivatives. It is shown that the coefficient matrix for the second order term in this system is invertible. Consequently, for the first time, the initial boundary value problem can be reduced to an explicit initial value problem to which many accurate numerical methods are readily applicable. Various examples are presented to validate this technique and demonstrate its capacity to simulate wave splitting, wave interaction and blow-up behavior.     

Convergence of the alternating direction method for the numerical solution of a heat conduction equation with delay

Two-dimensional parabolic equations with delay effects in the time component are considered. An alternating direction scheme is constructed for the numerical solution of these equations. The question on the reduction of a problem with inhomogeneous boundary conditions to a problem with homogeneous boundary conditions is considered. The order of approximation error for the alternating direction scheme, stability, and convergence order are investigated.     

Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

The value of a European option satisfies the Black-Scholes equation with appropriately specified final and boundary conditions.We transform the problem to an initial boundary value problem in dimensionless form.There are two parameters in the coefficients of the resulting linear parabolic partial differential equation.For a range of values of these parameters,the solution of the problem has a boundary or an initial layer.The initial function has a discontinuity in the first-order derivative,which leads to the appearance of an interior layer.We construct analytically the asymptotic solution of the equation in a finite domain.Based on the asymptotic solution we can determine the size of the artificial boundary such that the required solution in a finite domain in x and at the final time is not affected by the boundary.Also,we study computationally the behaviour in the maximum norm of the errors in numerical solutions in cases such that one of the parameters varies from finite (or pretty large) to small values,while the other parameter is fixed and takes either finite (or pretty large) or small values. Crank-Nicolson explicit and implicit schemes using centered or upwind approximations to the derivative are studied.We present numerical computations,which determine experimentally the parameter-uniform rates of convergence.We note that this rate is rather weak,due probably to mixed sources of error such as initial and boundary layers and the discontinuity in the derivative of the solution.     

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.     

Non-reflecting boundary conditions for the compressible Euler and Navier-Stokes equations in the finite volume method

The paper is concerned with the numerical implementation of the inlet and outlet boundary conditions in the finite volume method for the solution of the 3D Euler and Navier-Stokes equations. The explicit time marching procedure is described. The classical Riemann problem is modified for physically relevant boundary conditions with the aim to keep conservation laws. This technique was used in [2]. The initial condition in the Riemann problem is replaced by the suitable one-sided boundary condition. This results in the acceleration of the numerical method itself. On the inlet the pressure and the density and the angle of attack or velocity vector and the entropy are prescribed. On the outlet the pressure or normal component of the velocity or temperature or mass flow are investigated in such a way to obtain the unique solution of the modified Riemann problem. Various combinations of inlet and outlet boundary conditions are investigated. This results in the sufficiently precise approximation of real flow boundary conditions. Numerical examples illustrating the usefulness of the proposed approach for cascade flow are presented. Another numerical example is shown in [3]. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A self-adaptive projection method for contact problems with the BEM

A self-adaptive algorithm, based on the projection and boundary integral methods, is designed and analyzed for frictionless contact problems in linear elasticity. Using the equivalence between the contact problem and a variational formulation with a projection fixed point problem of infinite dimensions, we develop an iterative algorithm that formulates the contact boundary condition into a sequence of Robin boundary conditions. In order to improve the performance of the method, we propose a self-adaptive rule which updates the penalty parameter automatically. As the iteration process is given by the displacement and the stress on the boundary of the domain, the unknowns of the problem are computed explicitly by using the boundary element method. Both theoretical results and numerical experiments show that the method presented is efficient and robust.