The coupling of bem and fem for the two-dimensional viscous flow problem

In this paper we propose a numerical scheme for treating the problem of sJow viscous flow past an obstacle in the plane. This scheme is a combination of boundary element and finite element methods. By introducing an auxiliary boundary curve, we divide the region under consideration into two subregions, an inner and an outer region. In the inner region, we employ a finite element method (FEM) for solving a system of simplified field equations with proper natural boundary conditions. In the outer region, the solution is expressed in the form of a simple-layer potential with density function satisfying a system of modified integral equations of the first kind. The latter are solved by a boundary element method (BEM). Both solutions are matched on the common auxiliary boundary curve. Error estimates in suitable function spaces are derived in terms of the mesh widths as well as the small parameters, the Reynolds numbers     

二维线性双曲型方程Neumann边值问题的紧交替方向隐格式

对二维Neumann边界条件的线性双曲型方程建立了紧交替方向的隐格式.利用方程和边界条件得到在空间上的三阶与五阶导数的边界值,进而在内点、边界内点和边界角点分别建立9点、6点和4点紧差分格式;通过引进新的范数和L₂范数估计L_∞范数;借助能量估计、Gronwall不等式和Schwarz不等式等技巧,详细分析了差分格式在无穷范数下关于时间和空间分别为二阶和四阶收敛性,并给出了稳定性结果;通过数值算例,验证了理论分析结果.     

A singular perturbation approach to solve Burgers–Huxley equation via monotone finite difference scheme on layer-adaptive mesh

This paper deals with a numerical method for solving one-dimensional unsteady Burgers–Huxley equation with the viscosity coefficient ε. The parameter ε takes any values from the half open interval (0, 1]. At small values of the parameter ε, an outflow boundary layer is produced in the neighborhood of right part of the lateral surface of the domain and the problem can be considered as a non-linear singularly perturbed problem with a singular perturbation parameter ε. Using singular perturbation analysis, asymptotic bounds for the derivatives of the solution are established by decomposing the solution into smooth and singular components. We construct a numerical scheme that comprises of implicit-Euler method to discretize in temporal direction on uniform mesh and a monotone hybrid finite difference operator to discretize the spatial variable with piecewise uniform Shishkin mesh. To obtain better accuracy, we use central finite difference scheme in the boundary layer region. Shishkin meshes are refined in the boundary layer region, therefore stability constraint is satisfied by proposed scheme. Quasilinearization process is used to tackle the non-linearity and it is shown that quasilinearization process converges quadratically. The method has been shown to be first order uniformly accurate in the temporal variable, and in the spatial direction it is first order parameter uniform convergent in the outside region of boundary layer, and almost second order parameter uniform convergent in the boundary layer region. Accuracy and uniform convergence of the proposed method is demonstrated by numerical examples and comparison of numerical results made with the other existing methods.     

On the numerical solution of the flow between a rotating and a stationary disk

The flow between two co-axial, infinite disks, one rotating with constant angular velocity and one stationary is treated in this paper. The problem is reduced to that of finding the solution of a two-point boundary value for a sixth order nonlinear ordinary differential equation and three boundary conditions at each of a finite interval. The numerical solutions are obtained by using a fourth order Runge-Kutta integration scheme in modification due to Gill and in conjunction with a modified shooting method to correct the initial guesses at one boundary. The numerical calculations for different Reynolds numbers are carried out. The results obtained by this method are compared with available results. The comparison shows excellent agreement.     

Monotone difference schemes stabilized by discrete mollification for strongly degenerate parabolic equations

The discrete mollification method is a convolution‐based filtering procedure suitable for the regularization of ill‐posed problems and for the stabilization of explicit schemes for the solution of PDEs. This method is applied to the discretization of the diffusive terms of a known first‐order monotone finite difference scheme [Evje and Karlsen, SIAM J Numer Anal 37 (2000) 1838–1860] for initial value problems of strongly degenerate parabolic equations in one space dimension. It is proved that the mollified scheme is monotone and converges to the unique entropy solution of the initial value problem, under a CFL stability condition which permits to use time steps that are larger than with the unmollified (basic) scheme. Several numerical experiments illustrate the performance and gains in CPU time for the mollified scheme. Applications to initial‐boundary value problems are included. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 38–62, 2012     

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     

A cubic spline method for the solution of a linear fourth-order two-point boundary value problem

A cubic spline method is described for the numerical solution of a two-point boundary value problem, involving a fourth order linear differential equation. This spline method is shown to be closely related to a known fourth order finite difference scheme.     

An Upwind Difference Scheme and Its Corresponding Boundary Scheme

An upwind difference scheme was given by the author in [5] for the numerical solution of steady-state problems. The present work studies this upwind scheme and its corresponding boundary scheme for the numerical solution of unsteady problems. For interior points the difference equations are approximations of the characteristic relations; for boundary points difference equatons are approximations of the characteristicrelations corresponding to the outgoing characteristics and the "non-reflecting" boundary conditions. Calculation of a Riemann problem in a finite computational region yields promising numerical results.     

A collocation-shooting method for solving fractional boundary value problems

In this paper, we discuss the numerical solution of special class of fractional boundary value problems of order 2. The method of solution is based on a conjugating collocation and spline analysis combined with shooting method. A theoretical analysis about the existence and uniqueness of exact solution for the present class is proven. Two examples involving Bagley–Torvik equation subject to boundary conditions are also presented; numerical results illustrate the accuracy of the present scheme.     

The Conservation and Convergence of Two Finite Difference Schemes for KdV Equations with Initial and Boundary Value Conditions

Korteweg-de Vries equation is a nonlinear evolutionary partial differential equation that is of third order in space. For the approximation to this equation with the initial and boundary value conditions using the finite difference method, the difficulty is how to construct matched finite difference schemes at all the inner grid points. In this paper, two finite difference schemes are constructed for the problem. The accuracy is second-order in time and first-order in space. The first scheme is a two-level nonlinear implicit finite difference scheme and the second one is a three-level linearized finite difference scheme. The Browder fixed point theorem is used to prove the existence of the nonlinear implicit finite difference scheme. The conservation, boundedness, stability, convergence of these schemes are discussed and analyzed by the energy method together with other techniques. The two-level nonlinear finite difference scheme is proved to be unconditionally convergent and the three-level linearized one is proved to be conditionally convergent. Some numerical examples illustrate the efficiency of the proposed finite difference schemes.     

Numerical Solution of the Incompressible Navier-Stokes Equations with Singular Perturbation Considerations

A numerical method for coarse grids is proposed for the numerical solution of the incompressible Navier-Stokes equations. From singular perturbation considerations, we obtain partial differential equations and boundary conditions for the outer solution and the boundary layer correction. The former problem is solved with the finite difference method and the latter with the approximate method. Numerical experiments show that accurate outer flow and boundary flux result with little computational effort.     

A compact local one‐dimensional scheme for solving a 3D N‐carrier system with Neumann boundary conditions

We consider a mathematical model for thermal analysis in a 3D N‐carrier system with Neumann boundary conditions, which extends the concept of the well‐known parabolic two‐step model for micro heat transfer. To solve numerically the complex system, we first reduce 3D equations in the model to a succession of 1D equations by using the local one‐dimensional (LOD) method. The obtained 1D equations are then solved using a fourth‐order compact finite difference scheme for the interior points and a second‐order combined compact finite difference scheme for the points next to the boundary, so that the Neumann boundary condition can be applied directly without discretizing. By using matrix analysis, the compact LOD scheme is shown to be unconditionally stable. The accuracy of the solution is tested using two numerical examples. Results show that the solutions obtained by the compact LOD finite difference scheme are more accurate than those obtained by a Crank‐Nicholson LOD scheme, and the convergence rate with respect to spatial variables is about 2.6. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Numerical solution for the anisotropic Willmore flow of graphs

The Willmore flow is well known problem from the differential geometry. It minimizes the Willmore functional defined as integral of the mean-curvature square over given manifold. For the graph formulation, we derive modification of the Willmore flow with anisotropic mean curvature. We define the weak solution and we prove an energy equality. We approximate the solution numerically by the complementary finite volume method. To show the stability, we re-formulate the resulting scheme in terms of the finite difference method. By using simple framework of the finite difference method (FDM) we show discrete version of the energy equality. The time discretization is done by the method of lines and the resulting system of ODEs is solved by the Runge–Kutta–Merson solver with adaptive integration step. We also show experimental order of convergence as well as results of the numerical experiments, both for several different anisotropies.     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.     

多个同频摇荡剖面引起的水面波辐射

在内场中使用简单Green函数的边界元方法与外场的速度势特征函数展开式相结合,用于求解多个同频摇荡剖面引起的水面波辐射问题的频域解·　方法适用于外场为定深的水域以及内场的复杂边界条件,各剖面的摇荡模态、幅值和相位可以互不相同·　利用摄动展开完整地求解了流场的二阶速度势和各个剖面所受的一、二阶水动力·　与单个剖面的情况相比,数值结果证实了多个剖面辐射引起的诸如水波共振和负附加质量等水动力干扰现象,这对于多体结构的锚泊系统和其它海洋工程设施的设计是很重要的·     

用区域分解法求不可压N-S方程的差分解

§1.引言 对不可压小粘性流的数值解,[1]和[2]用奇异摄动观点提出了一个区域分解法.从常微分方程(组)的奇异摄动问题出发,解分解为外部解加边界修正解(以下简称为修正解).外部解的边界条件有:给定(原边界条件)、待定(用原边界条件和修正解)和延拓类.修正解的边界条件有:给定(用原边界条件和外部解延拓)渐近(在边界层外缘)和待定     

A numerical method for a nonlinear structured population model with an indefinite growth rate coupled with the environment

A numerical method is developed for a general structured population model coupled with the environment dynamics over a bounded domain where the individual growth rate changes sign. Sign changes notably exhibit nonlocal dependence on the population density and environmental factors (e.g., resource availability and other habitat variables). This leads to a highly nonlinear PDE describing the time‐evolution of the population density coupled with a nonlinear‐nonlocal system of ODEs describing the environmental time‐dynamics. Stability of the finite‐difference numerical scheme and its convergence to the unique weak solution are proved. Numerical experiments are provided to demonstrate the performance of the finite difference scheme and to illustrate a range of biologically relevant potential applications.     

具有积分边界条件的常微分方程边值问题的数值解

讨论了一类具有积分边界条件的二阶常微分方程非局部边值问题的数值解.对非局部积分边界条件采用了离散的多点边值问题进行逼近,通过常系数情况下解的局部性质,建立了这类边值问题的指数型差分格式,并且给出了格式的误差分析,证明了格式是一致收敛的.     

Numerical methods for fourth‐order nonlinear elliptic boundary value problems

The aim of this article is to present several computational algorithms for numerical solutions of a nonlinear finite difference system that represents a finite difference approximation of a class of fourth‐order elliptic boundary value problems. The numerical algorithms are based on the method of upper and lower solutions and its associated monotone iterations. Three linear monotone iterative schemes are given, and each iterative scheme yields two sequences, which converge monotonically from above and below, respectively, to a maximal solution and a minimal solution of the finite difference system. This monotone convergence property leads to upper and lower bounds of the solution in each iteration as well as an existence‐comparison theorem for the finite difference system. Sufficient conditions for the uniqueness of the solution and some techniques for the construction of upper and lower solutions are obtained, and numerical results for a two‐point boundary‐value problem with known analytical solution are given. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:347–368, 2001     

A fast and robust numerical scheme for solving models of charge carrier transport and ion vacancy motion in perovskite solar cells

Drift-diffusion models that account for the motion of ion vacancies and electronic charge carriers are important tools for explaining the behaviour, and guiding the development, of metal halide perovskite solar cells. Computing numerical solutions to such models in realistic parameter regimes, where the short Debye lengths give rise to boundary layers in which the solution varies extremely rapidly, is challenging. Two suitable numerical methods, that can effectively cope with the spatial stiffness inherent to such problems, are presented and contrasted (a finite element scheme and a finite difference scheme). Both schemes are based on an appropriate choice of non-uniform spatial grid that allows the solution to be computed accurately in the boundary layers. An adaptive time step is employed in order to combat a second source of stiffness, due to the disparity in timescales between the motion of the ion vacancies and electronic charge carriers. It is found that the finite element scheme provides significantly higher accuracy, in a given compute time, than both the finite difference scheme and some previously used alternatives (Chebfun and pdepe). An example transient sweep of a current-voltage curve for realistic parameter values can be computed using this finite element scheme in only a few seconds on a standard desktop computer.