A memory‐efficient finite volume method for advection‐diffusion‐reaction systems with nonsmooth sources

We present a parallel matrix‐free implicit finite volume scheme for the solution of unsteady three‐dimensional advection‐diffusion‐reaction equations with smooth and Dirac‐Delta source terms. The scheme is formally second order in space and a Newton–Krylov method is employed for the appearing nonlinear systems in the implicit time integration. The matrix‐vector product required is hardcoded without any approximations, obtaining a matrix‐free method that needs little storage and is well‐suited for parallel implementation. We describe the matrix‐free implementation of the method in detail and give numerical evidence of its second‐order convergence in the presence of smooth source terms. For nonsmooth source terms, the convergence order drops to one half. Furthermore, we demonstrate the method's applicability for the long‐time simulation of calcium flow in heart cells and show its parallel scaling. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq31: 143–167, 2015     

3D dynamic responses of a multi-layered transversely isotropic saturated half-space under concentrated forces and pore pressure

Dynamic Green's function plays an important role in the study of various wave radiation, scattering and soil-structure interaction problems. However, little research has been done on the response of transversely isotropic saturated layered media. In this paper, the 3D dynamic responses of a multi-layered transversely isotropic saturated half-space subjected to concentrated forces and pore pressure are investigated. First, utilizing Fourier expansion in circumferential direction accompanied by Hankel integral transform in radial direction, the wave equations for transversely isotropic saturated medium in cylindrical coordinate system are solved. Next, with the aid of the exact dynamic stiffness matrix for in-plane and out-of-plane motions, the solutions for multi-layered transversely isotropic saturated half-space under concentrated forces and pore pressure are obtained by direct stiffness method. A FORTRAN computer code is developed to achieve numerical evaluation of the proposed method, and its accuracy is validated through comparison with existing solutions that are special cases of the more general problems addressed. In addition, selected numerical results for a homogeneous and a layered material model are performed to illustrate the effects of material anisotropy, load frequency, drainage condition and layering on the dynamic responses. The presented solutions form a complete set of Green's functions for concentrated forces (including horizontal load in x(y)-direction, vertical load in z-direction) as well as pore pressure, which lays the foundation for further exploring wave propagation of complex local site in a layered transversely isotropic saturated half-space by using the BEMs.     

A fast singly diagonally implicit runge–kutta method for solving 1D unsteady convection‐diffusion equations

In this article, a fast singly diagonally implicit Runge–Kutta method is designed to solve unsteady one‐dimensional convection diffusion equations. We use a three point compact finite difference approximation for the spatial discretization and also a three‐stage singly diagonally implicit Runge–Kutta (RK) method for the temporal discretization. In particular, a formulation evaluating the boundary values assigned to the internal stages for the RK method is derived so that a phenomenon of the order of the reduction for the convergence does not occur. The proposed scheme not only has fourth‐order accuracy in both space and time variables but also is computationally efficient, requiring only a linear matrix solver for a tridiagonal matrix system. It is also shown that the proposed scheme is unconditionally stable and suitable for stiff problems. Several numerical examples are solved by the new scheme and the numerical efficiency and superiority of it are compared with the numerical results obtained by other methods in the literature. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 788–812, 2014     

Amplification of surface ground motion by an inclusion of arbitrary shape for harmonic surface line loading

The plane strain model for the Lamb's problem with an elastic inclusion of arbitrary shape embedded completely within an elastic half space is investigated by using an indirect boundary integral equation method for steady-state elastodynamics. The surface of the half space is subjected to vertical or horizontal harmonic line loads. The displacement field is evaluated throughout the elastic medium so that the continuity of the displacement and traction fields along the interface between the half space and the inclusion is satisfied in a least-square sense. The numerical results demonstrate that the presence of the inclusion may cause locally very large amplification of the surface ground motion and that the amplification pattern depends upon the frequency and the type of the input load, the impedance contrast between the half space and the inclusion, the type of the inclusion, and the location of the observation point at the surface of the half space.     

Half Space and Quarter Space Dirichlet Problems for the Partial Differential Equation

A customary, heuristic, method, by which the Poisson integral formula for the Dirichlet problem, for the half space, for Laplace's equation is obtained, involves Green's function, and Kelvin's method of images. Although this heuristic method leads one to guess the correct result, this Poisson formula still has to be verified directly, independently of the method by which it was arrived at, in order to be absolutely certain that a solution of the Dirichlet problem for the half space, for Laplace's equation, has been actually obtained. A similar heuristic method, as seems to be generally known, could be followed in solving the Dirichlet problem, for the half space, for the equation where is a real constant. However, in Part 1, a different, labor-saving, method is used to study Dirichlet problems for the equation. This method is essentially based on what Hadamard called the method of descent. Indeed, it is shown that he who has solved the half space Dirichlet problem for Laplace's equation has already solved the half space Dirichlet problem for the equation In Part 2, the solution formula for the quarter space Dirichlet problem for Laplace's equation is obtained from the Poisson integral formula for the half space Dirichlet problem for Laplace's equation. A representation theorem for harmonic functions in the quarter space is deduced. The method of descent is used, in Part 3, to obtain the solution formula for the quarter space Dirichlet problem for the equation by means of the solution formula for the quarter space Dirichlet problem for Laplace's equation. So that, indeed, it is also shown that he who has solved the quarter space Dirichlet problem for Laplace's equation has already solved the quarter space Dirichlet problem for the " equation" For the sake of completeness and clarity, and for the convenience of the reader, the appendix, at the end of Part 3, contains a detailed proof that the Poisson integral formula solves the half space Dirichlet problem for Laplace's equation. The Bibliography for Parts 1,2, 3 is to be found at the end of Part 1.     

Study of generalized eigenfunctions of a perturbed isotropic elastic half‐space

We consider the self‐adjoint operator governing the propagation of elastic waves in a perturbed isotropic half‐space (perturbation with compact support of a homogeneous isotropic half‐space) with a free boundary condition. We propose a method to obtain, numerical values included, a complete set of generalized eigenfunctions that diagonalize this operator. The first step gives an explicit representation of these functions using a perturbative method. The unbounded boundary is a new difficulty compared with the method used by Wilcox [25], who set the problem in the complement of bounded open set. The second step is based on a boundary integral equations method which allows us to compute these functions. For this, we need to determine explicitly the Green's function of (A₀ – ω²), where A₀ is the self‐adjoint operator describing elastic waves in a homogeneous isotropic half‐space. Copyright © 2000 John Wiley & Sons, Ltd.     

Half Dirichlet problem for matrix functions on the unit ball in Hermitian Clifford analysis

The simultaneous null solutions of the two complex Hermitian Dirac operators are focused on in Hermitian Clifford analysis, where the Hermitian Cauchy integral was constructed and will play an important role in the framework of circulant (2×2) matrix functions. Under this setting we will present the half Dirichlet problem for circulant (2×2) matrix functions on the unit ball of even dimensional Euclidean space. We will give the unique solution to it merely by using the Hermitian Cauchy transformation, get the solution to the Dirichlet problem on the unit ball for circulant (2×2) matrix functions and the solution to the classical Dirichlet problem as the special case, derive a decomposition of the Poisson kernel for matrix Laplace operator, and further obtain the decomposition theorems of solution space to the Dirichlet problem for circulant (2×2) matrix functions.     

离散空间分数阶非线性薛定谔方程的MHSS型迭代方法

利用隐式守恒型差分格式来离散空间分数阶非线性薛定谔方程,可得到一个离散线性方程组.该离散线性方程组的系数矩阵为一个纯虚数复标量矩阵、一个对角矩阵与一个对称Toeplitz矩阵之和.基于此,本文提出了用一种\textit{修正的埃尔米特和反埃尔米特分裂}(MHSS)型迭代方法来求解此离散线性方程组.理论分析表明,MHSS型迭代方法是无条件收敛的.数值实验也说明了该方法是可行且有效的.     

Some sufficient conditions for the non-negativity preservation property in the discrete heat conduction model

In the course of the numerical approximation of mathematical models there is often a need to solve a system of linear equations with a tridiagonal or a block-tridiagonal matrices. Usually it is efficient to solve these systems using a special algorithm (tridiagonal matrix algorithm or TDMA) which takes advantage of the structure. The main result of this work is to formulate a sufficient condition for the numerical method to preserve the non-negativity for the special algorithm for structured meshes. We show that a different condition can be obtained for such cases where there is no way to fulfill this condition. Moreover, as an example, the numerical solution of the two-dimensional heat conduction equation on a rectangular domain is investigated by applying Dirichlet boundary condition and Neumann boundary condition on different parts of the boundary of the domain. For space discretization, we apply the linear finite element method, and for time discretization, the well-known Θ-method. The theoretical results of the paper are verified by several numerical experiments.     

Numerical solution of electromagnetic scattering from a large partly covered cavity

The paper focuses on the numerical study of electromagnetic scattering from two-dimensional (2D) large partly covered cavities, which is described by the Helmholtz equation with a nonlocal boundary condition on the aperture. The classical five-point finite difference method is applied for the discretization of the Helmholtz equation and a linear approximation is used for the nonlocal boundary condition. We prove the existence and uniqueness of the numerical solution when the medium in the cavity is y-direction layered or the number of the mesh points on the aperture is large enough. The fast algorithm proposed in Bao and Sun (2005) [2] for open cavity models is extended to solving the partly covered cavity problem with (vertically) layered media. A preconditioned Krylov subspace method is proposed to solve the partly covered cavity problem with a general medium, in which a layered medium model is used as a preconditioner of the general model. Numerical results for several types of partly covered cavities with different wave numbers are reported and compared with those by ILU-type preconditioning algorithms. Our numerical experiments show that the proposed preconditioning algorithm is more efficient for partly covered cavity problems, particularly with large wave numbers.     

Derivation of an n-layered composite sphere model for thermo-chemo-mechanical effective properties

Our work presents extensions of multi layered composite sphere models known from the literature to temperature-dependent elastic effects accompanied by curing. In particular, volumetric effective properties are obtained by homogenization for a representative unit cell (micro-RVE) on the heterogeneous microscale for thermo-chemo-mechanical coupling within linear elasticity. To this end, an analytical solution for an n-layered composite sphere model is derived. In a numerical study for a (3)-phase matrix it is demonstrated that the effective elastic and thermal properties lie within Voigt and Reuss bounds, whilst for the chemical part of the model an analogous result is obtained for the effective strains. (© 2017 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Canonical Wiener–Hopf and spectral factorization of large-degree matrix polynomials

We present a novel Newton method for canonical Wiener–Hopf and spectral factorization of matrix polynomials. The initial vector results from solving a block Toeplitz-like system, and the Jacobi matrix governing the Newton iteration has nice structural and numerical properties. The local quadratic convergence of the method is proved and was tested numerically. For scalar polynomials of degree 20000, a superfast version of the method implemented on a laptop typically reqired about half a minute to produce an initial vector and then performed the Newton iteration within one second. In the matrix case, the method worked reproachless on a laptop with 8 Gigabyte RAM if the degree of the polynomial times the squared matrix dimension did not exceed 20000. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Computer Technology for the Discrete Source Method in Scattering Problems

The latest achievements of the discrete source method are reviewed. The method constructs efficient numerical models for the scattering of electromagnetic waves by three-dimensional structures, including structures in the presence of a substrate. The proposed approach remains efficient for scatterers with extreme characteristics, both in free space and in the presence of a layered structure.     

On the compact difference scheme for the two-dimensional coupled nonlinear Schrödinger equations

A high-order finite difference method for the two-dimensional coupled nonlinear Schrödinger equations is considered. The proposed scheme is proved to preserve the total mass and energy in a discrete sense and the solvability of the scheme is shown by using a fixed point theorem. By converting the scheme in the point-wise form into a matrix–vector form, we use the standard energy method to establish the optimal error estimate of the proposed scheme in the discrete L²-norm. The convergence order is proved to be of a fourth-order in space and a second-order in time, respectively. Finally, some numerical examples are given in order to confirm our theoretical results for the numerical method. The numerical results are compared with exact solutions and other existing method. The comparison between our numerical results and those of Sun and Wangreveals that our method improves the accuracy of space and time directions.     

Iteration in a subspace for solving matrix games

A new method for solving symmetric matrix games is proposed and justified. It is based on iterating vectors in the null space of a specially constructed matrix. According to the numerical tests performed, the efficiency of the proposed method is comparable with that of the available iterative algorithms having about the same computational complexity. This approach is also applicable to more complicated problems than the calculation of particular optimal strategies. For instance, it can be used for finding the unique minimum length solution.     

Poroelastodynamic potential method for transversely isotropic fluid-saturated poroelastic media

By introduction of two scalar potentials, an analytical method is developed for the solution of poroelastodynamic boundary value problems in transversely isotropic fluid-saturated poroelastic media. The governing equations of motion are considered in the framework of Biot's complete model without any assumption or simplification. As a case of application, solutions in three dimensions for a transversely isotropic fluid saturated porous half space loaded by an arbitrary distribution of time harmonic tractions at the free surface is derived. The free surface of the half space may be considered either permeable or impermeable. As a particular solution, Green's functions for uniform vertical and horizontal circular patch loads are presented as semi-infinite integrals which may be evaluated by means of an appropriate numerical method proposed. The accuracy of the solutions is verified both analytically and numerically against the preceding solutions. Some numerical results are also presented to clarify the influence of different degrees of anisotropy and frequency of excitation on the response of the medium.     

[3, 3] Padé approximation method for solving space fractional Fokker–Planck equations

The fractional Fokker–Planck equation has been used in various areas of engineering and physics. In this paper, we proposed a novel numerical scheme for solving the space fractional Fokker–Planck equation with the help of the [3, 3] Padé approximation. It is proved that the numerical method is unconditionally stable in view of the matrix analysis method. Finally, a numerical example is proposed to prove the effectiveness of the numerical scheme.     

Efficient evaluation of plate–half space interaction using contour integrals

In this paper, the domain integrals resulting from plate–half space interaction are transformed to contour integrals along the plate internal cells' boundaries. The half space sub grade tractions are assumed to have cell-wise constant variation underneath the plate domain. The plate can be modeled using either the thin or the thick plate theory. Whereas, the half space is modeled using the Boussinesq–Cerruti model. Two new sets of equivalent contour integrals are derived. The first formulation is based on Green's first identity (GFI). Whereas, the second formulation is based on the multiple reciprocity method (MRM). The necessary kernels and the relevant particular solutions are derived and listed. Two numerical examples are presented to show the accuracy of the present formulation.     

Partial difference equation method for lattice path problems

Many problems concerning lattice paths, especially on the square lattice have been exactly solved. For a single path, many methods exist that allow exact calculation regardless of whether the path inhabits a strip, a semi-infinite space or infinite space, or perhaps interacts with the walls. It has been shown that a transfer matrix method using the Bethe Ansatz allows for the calculation of the partition function for many non-intersecting paths interacting with a wall. This problem can also be considered using the Gessel-Viennot methodology. In a concurrent development, two non-intersecting paths interacting with a wall have been examined in semi-infinite space using a set of partial difference equations.Here, we review thispartial difference equation method for the case of one path in a half plane. We then demonstrate that the answer for arbitrary numbers of non-intersecting paths interacting with a wall can be obtained using this method. One reason for doing this is its pedagogical value in showing its ease of use compared to the transfer matrix method. The solution is expressed in a new form as a constant term formula, which is readily evaluated. More importantly, it is the natural method that generalizes easily to many intersecting paths where there is inter-path interactions (e.g., osculating lattice paths). We discuss the relationship of the partial difference equation method to the transfer matrix method and their solution via a Bethe Ansatz.