非饱和土层一维固结问题的解析解

对一有限厚度,处于一维受荷状态,表面为透水透气面,底面为不透水不透气面的非饱和土层,依据Fredlund的非饱和土一维固结理论,由液相及气相的控制方程、Darcy定律及Fick定律,经Laplace变换及Cayley-Hamilton数学方法构造了顶面状态向量与任意深度处状态向量间的传递关系;通过引入初始及边界条件,得到了Laplace变换域内的超孔隙水压力、超孔隙气压力以及土层沉降的解;实现Laplace逆变换,得到了时间域内的解析解;用一典型算例,与差分法结果进行对比,验证了其正确性．     

Finite analytic numerical method for solving two‐dimensional quasi‐Laplace equation

A typical power series analytic solution of quasi‐Laplace equation in the infinitesimal angle domain around the singular point of the square cells is provided in this article. Toward the singular point, the gradient of the potential variable will tend to infinity, which is described by the first term of the power series solution. Based on this analytic solution, three finite analytic numerical methods are proposed. These methods are analogous and are constructed, respectively, when considering different numbers of the terms or using different schemes to determine the relevant parameters in the power series. Numerical examples show that all of the three finite analytic numerical methods proposed can provide rather accurate solutions than the traditional numerical methods. In contrast, when using the traditional numerical schemes to solve the quasi‐Laplace equation in a strong heterogeneous medium, the refinement ratio for the grid cell needs to increase dramatically to get an accurate result. In practical applications, subdividing each origin cell into 2 × 2 or 3 × 3 subcells is enough for the finite analytical numerical methods to get relatively accurate results. The finite analytical numerical methods are also convenient to construct the flux field with high accuracy.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1755–1769, 2014     

An approximate analytical solution of one-dimensional phase change problems in a finite domain

In this paper, we present an approximate analytical solution for solving one dimensional two phase Stefan problem. The finite sine transform technique is used to convert the non dimensional form from a space domain to a wave number domain. Inverse finite sine transform is used to obtain the desired solution. The location of moving interface during freezing process in a finite domain is studied and the result thus obtained are discussed graphically. The whole analysis is presented in a non dimensional form.     

Transparent boundary conditions based on the pole condition for time‐dependent,two‐dimensional problems

The pole condition approach for deriving transparent boundary conditions is extended to the time‐dependent, two‐dimensional case. Nonphysical modes of the solution are identified by the position of poles of the solution's spatial Laplace transform in the complex plane. By requiring the Laplace transform to be analytic on some problem‐dependent complex half‐plane, these modes can be suppressed. The resulting algorithm computes a finite number of coefficients of a series expansion of the Laplace transform, thereby providing an approximation to the exact boundary condition. The resulting error decays super‐algebraically with the number of coefficients, so relatively few additional degrees of freedom are sufficient to reduce the error to the level of the discretization error in the interior of the computational domain. The approach shows good results for the Schrödinger and the drift‐diffusion equation but, in contrast to the one‐dimensional case, exhibits instabilities for the wave and Klein–Gordon equation. Numerical examples are shown that demonstrate the good performance in the former and the instabilities in the latter case. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

3D flow of a generalized Oldroyd-B fluid induced by a constant pressure gradient between two side walls perpendicular to a plate

This paper deals with the 3D flow of a generalized Oldroyd-B fluid due to a constant pressure gradient between two side walls perpendicular to a plate. The fractional calculus approach is used to establish the constitutive relationship of the non-Newtonian fluid model. Exact analytic solutions for the velocity and stress fields, in terms of the Fox H-function, are established by means of the finite Fourier sine transform and the Laplace transform. Solutions similar to those for ordinary Oldroyd-B fluid as well as those for Maxwell and second-grade fluids are also obtained as limiting cases of the results presented. Furthermore, 3D figures for velocity and shear stress fields are presented for the first time for certain values of the parameters, and the associated transport characteristics are analyzed and discussed.     

Transformation of surface waves in a liquid with local changes in depth

The propagation of a pulse on the surface of a liquid of finite depth is studied when the depth decreases over a finite interval between liquids with constant depths to the left and right. The decrease in depth is specified by a parabolic function and the pulse, which increases sharply in time and then decays, is turned on at the initial time some distance to the right of the section with a variable depth. A Laplace transform method is used to solve the corresponding initial value-boundary value problem and this makes it possible to obtain a solution in hypergeometric functions in the transform space. In the limiting case of a linear variation in the depth, a numerical inversion of the Laplace transform is used to construct solutions which are analyzed for various geometric parameters and at different times. Institute of Hydromechanics, National Academy of Sciences of Ukraine, Kiev. Translated from Teoreticheskaya i Prikladnaya Mekhanika, No. 29, pp. 131–142, 1999.     

On a finite element method for a certain class of time-dependent problems

The finite element method is applied to solve a linear initial-boundary value problem. The basic idea is to combine this method for a disretization in space variables with the Laplace transform technique for a time variable. Formulation, existence and uniqueness of a weak solution is investigated. The convergence and the rate of convergence of the proposed approximate solution is discussed     

双重介质分形油藏渗流问题

将油井有效半径引入双重介质分形油藏渗流问题的内边界之中,从而建立了双重介质分形油藏的一种渗流模型,并在考虑了井筒储集和表皮效应的情况求得了外边界为无限大、有界封闭和有界定压三种情况下双重介质分形油藏压力分布的精确解析表达式,利用拉氏数值反演Stehfest方法分析了双重介质分形油藏压力动态特征,讨论了各种参数对压力动态的影响。     

The numerical solution of linear time-dependent partial differential equations by the Laplace transform and finite difference approximations

A feasible method is presented for the numerical solution of a large class of linear partial differential equations which may have source terms and boundary conditions which are time-varying. The Laplace transform is used to eliminate the time-dependency and to produce a subsidiary equation which is then solved in complex arithmetic by finite difference methods. An effective numerical Laplace transform inversion algorithm gives the final solution at each spatial mesh point for any specified set of values of t. The single-step property of the method obviates the need to evaluate the solution at a large number of unwanted intermediate time points. The method has been successfully applied to a variety of test problems and, with two alternative numerical Laplace transform inversion algorithms, has been found to give results of good to excellent accuracy. It is as accurate as other established finite difference methods using the same spatial grid. The algorithm is easily programmed and the same program handles equations of parabolic and hyperbolic type.     

Transformation of a Pressure Pulse in a Fluid-Filled Cylindrical Elastic Shell

The influence of a tubular elastic insert of finite length in a fluid-filled elastic shell on the propagation of a pressure pulse generated at a certain distance from the insert is investigated. The Laplace integral transform is used to solve the corresponding mathematical problem. Analytical solutions are first obtained in each separate domain of the hydroelastic system, subject to the coupling boundary conditions, and then the Laplace transforms are inverted numerically. The influence of the geometrical parameters of the insert and the shell on the pressure distribution in the fluid, the radial displacement, the bending moments, and the shearing forces are analyzed in detail both quantitatively and qualitatively. It is shown that the transmission of the pressure pulse in the junctions of the insert with the shell is accompanied by highly localized stress concentration there, which is several orders of magnitude greater than in the homogeneous shell.     

Some unsteady unidirectional flows of a generalized Oldroyd-B fluid with fractional derivative

The aim of this paper is to present the analytical solutions corresponding to two types of unsteady unidirectional flows of a generalized Oldroyd-B fluid with fractional derivative between two parallel plates. The fractional calculus approach is used in solving the problems. The velocity distributions are determined by means of discrete Laplace transform and finite Fourier sine transform. The obtained results indicate that some well known solutions for the generalized second grade fluid, the generalized Maxwell fluid as well as the ordinary Oldroyd-B fluid appear as the limiting cases of the presented results.     

Hybrid Laplace transform-finite element method to a generalized electromagneto-thermoelastic problem

A finite element method based on the Laplace transform technique is developed for a two-dimensional problem in electromagneto-thermoelasticity. The problem is in the context of the following generalized thermoelasticity theories: Lord–Shulman’s, Green–Lindsay’s, the Chandrasekharaiah–Tzou, as well as the dynamic coupled theory. The Laplace transform method is applied to the time domain and the resulting equations are discretized using the finite element method. The inversion process is carried out using a numerical method based on a Fourier series expansions. Numerical results compared with those given in literature prove the good performance of the used method. It is demonstrated that the Chandrasekharaiah–Tzou theory can be considered as an extension of Lord–Shulman’s, and the generalized heat conduction mechanism is completely different from the classical Fourier’s in essence.     

On the coupling of the homotopy perturbation method and Laplace transformation

In this paper, a Laplace homotopy perturbation method is employed for solving one-dimensional non-homogeneous partial differential equations with a variable coefficient. This method is a combination of the Laplace transform and the Homotopy Perturbation Method (LHPM). LHPM presents an accurate methodology to solve non-homogeneous partial differential equations with a variable coefficient. The aim of using the Laplace transform is to overcome the deficiency that is mainly caused by unsatisfied conditions in other semi-analytical methods such as HPM, VIM, and ADM. The approximate solutions obtained by means of LHPM in a wide range of the problem’s domain were compared with those results obtained from the actual solutions, the Homotopy Perturbation Method (HPM) and the finite element method. The comparison shows a precise agreement between the results, and introduces this new method as an applicable one which it needs fewer computations and is much easier and more convenient than others, so it can be widely used in engineering too.     

Analytic solutions of Volterra equations via semigroups

We show that solutions of Volterra integrodifferential equations are analytic provided the leading operator generates an analytic semigroup and the convolution kernel is in a space of analytic functions. Similar results have been obtained via Laplace transform, so far. We show that it is possible to obtain such results using a semigroup approach.     

Unsteady helical flows of a generalized Oldroyd-B fluid with fractional derivative

This paper deals with the unsteady helical flows of a generalized Oldroyd-B fluid between two infinite coaxial cylinders and within an infinite cylinder. The fractional calculus approach is used in the constitutive relationship of fluid model. Exact analytical solutions are obtained with the help of integral transforms (Laplace transform, Weber transform and finite Hankel transform). The corresponding solutions for generalized second grade and Maxwell fluids as well as those for the Newtonian and ordinary Oldroyd-B fluids are also given in limiting cases. Finally, the influence of model parameters on the velocity field is also analyzed by graphical illustrations.     

Exact solutions for some oscillating flows of a second grade fluid with a fractional derivative model

In the present work, the exact analytic solutions for some oscillating flows of a generalized second grade fluid are investigated using Fourier sine and Laplace transforms. A more appropriate model is presented for fluid material between viscous and elastic to introduce the fractional calculus approach into the constitutive relationship. This paper employs the fractional calculus approach to study second grade fluid flows. In order to avoid lengthy calculations of residues and contour integrals, the discrete inverse Laplace transform method has been used. Similar solutions for second grade fluid appear as the limiting cases of our solutions. The influence of pertinent parameters on the flows is delineated and appropriate conclusions are drawn.     

Some accelerated flows of generalized Oldroyd-B fluid between two side walls perpendicular to the plate

This paper deals with some accelerated flows of generalized Oldroyd-B fluid between two side walls perpendicular to the plate. The fractional calculus approach is used in the constitutive relationship of the Oldroyd-B fluid. The exact analytic solution is obtained by means of mixed Fourier sine transform and discrete Laplace transform for fractional derivative.     

Solution of fractional order heat equation via triple Laplace transform in 2 dimensions

In this article, we introduce the triple Laplace transform for the solution of a class of fractional order partial differential equations. As a consequence, fractional order homogeneous heat equation in 2 dimensions is investigated in detail. The corresponding solution is obtained by using the aforementioned triple Laplace transform, which is the generalization of double Laplace transform. Numerical plots to the concerned solutions are provided to demonstrate our results.     

Laplace transform for the solution of higher order deformation equations arising in the homotopy analysis method

A new analytic approach for solving nonlinear ordinary differential equations with initial conditions is proposed. First, the homotopy analysis method is used to transform a nonlinear differential equation into a system of linear differential equations; then, the Laplace transform method is applied to solve the resulting linear initial value problems; finally, the solutions to the linear initial value problems are employed to form a convergent series solution to the given problem. The main advantage of the new approach is that it provides an effective way to solve the higher order deformation equations arising in the homotopy analysis method.     

Contour integral method for European options with jumps

We develop an efficient method for pricing European options with jump on a single asset. Our approach is based on the combination of two powerful numerical methods, the spectral domain decomposition method and the Laplace transform method. The domain decomposition method divides the original domain into sub-domains where the solution is approximated by using piecewise high order rational interpolants on a Chebyshev grid points. This set of points are suitable for the approximation of the convolution integral using Gauss–Legendre quadrature method. The resulting discrete problem is solved by the numerical inverse Laplace transform using the Bromwich contour integral approach. Through rigorous error analysis, we determine the optimal contour on which the integral is evaluated. The numerical results obtained are compared with those obtained from conventional methods such as Crank–Nicholson and finite difference. The new approach exhibits spectrally accurate results for the evaluation of options and associated Greeks. The proposed method is very efficient in the sense that we can achieve higher order accuracy on a coarse grid, whereas traditional methods would required significantly more time-steps and large number of grid points.