Almost classical solutions to the total variation flow

The paper examines the one-dimensional total variation flow equation with Dirichlet boundary conditions. Thanks to a new concept of “almost classical” solutions we are able to determine evolution of facets – flat regions of solutions. A key element of our approach is the natural regularity determined by the nonlinear elliptic operator, for which x ² is an example of an irregular function. Such a point of view allows us to construct solutions. We apply this idea to numerical simulations for typical initial data. Due to the nature of Dirichlet data, any monotone function is an equilibrium. We prove that each solution reaches such a steady state in finite time.     

Investigations of nonstandard,Mickens‐type,finite‐difference schemes for singular boundary value problems in cylindrical or spherical coordinates

It is well known that standard finite‐difference schemes for singular boundary value problems involving the Laplacian have difficulty capturing the singular (??(1/r) or ??(log r)) behavior of the solution near the origin (r = 0). New nonstandard finite‐difference schemes that can capture this behavior exactly for certain singular boundary value problems encountered in theoretical aerodynamics are presented here. These schemes are special cases of nonstandard finite differences which have been extensively researched by Professor Ronald E. Mickens of Clark Atlanta University in their most general form. Several examples of these “Mickens‐type” finite differences that illustrate both their accuracy and utility for singular boundary value problems in both cylindrical and spherical co‐ordinates are investigated. The numerical results generated by the Mickens‐type schemes are compared favorably with solutions obtained from standard finite‐difference schemes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 380–398, 2003.     

Finite element method in the solution of the Euler and Navier-Stokes equations for internal flow

Finite element solutions of the Euler and Navier-Stokes equations are presented, using a simple dissipation model. The discretization is based on the weak-Galerkin weighted residual method and equal interpolation functions for all the unknowns are permitted. The nonlinearity is iterated upon using a Newton method and at each iteration the linear algebraic system is solved by a direct solver with all unknowns fully coupled. Results are presented for two-dimensional transonic inviscid flows and two- and three-dimensional incompressible viscous flows. Convergence of the algorithm is shown to be quadratic, reaching machine accuracy in very few iterations. The inviscid results demonstrate the existence of nonunique numerical solutions to the steady Euler equations.     

Delta-shocks and vacuum states in the vanishing pressure limit of solutions to the isentropic Euler equations for modified Chaplygin gas

The phenomena of concentration and cavitation and the formation of δ-shocks and vacuum states in solutions to the isentropic Euler equations for a modified Chaplygin gas are analyzed as the double parameter pressure vanishes. Firstly, the Riemann problem of the isentropic Euler equations for a modified Chaplygin gas is solved analytically. Secondly, it is rigorously shown that, as the pressure vanishes, any two-shock Riemann solution to the isentropic Euler equations for a modified Chaplygin gas tends to a δ-shock solution to the transport equations, and the intermediate density between the two shocks tends to a weighted δ-measure that forms the δ-shock; any two-rarefaction-wave Riemann solution to the isentropic Euler equations for a modified Chaplygin gas tends to a two-contact-discontinuity solution to the transport equations, the nonvacuum intermediate state between the two rarefaction waves tends to a vacuum state. Finally, some numerical results exhibiting the formation of δ-shocks and vacuum states are presented as the pressure decreases.     

Stability of supersonic contact discontinuity for two-dimensional steady compressible Euler flows in a finite nozzle

In this paper, we study the stability of supersonic contact discontinuity for the two-dimensional steady compressible Euler flows in a finitely long nozzle of varying cross-sections. We formulate the problem as an initial–boundary value problem with the contact discontinuity as a free boundary. To deal with the free boundary value problem, we employ the Lagrangian transformation to straighten the contact discontinuity and then the free boundary value problem becomes a fixed boundary value problem. We develop an iteration scheme and establish some novel estimates of solutions for the first order of hyperbolic equations on a cornered domain. Finally, by using the inverse Lagrangian transformation and under the assumption that the incoming flows and the nozzle walls are smooth perturbations of the background state, we prove that the original free boundary problem admits a unique weak solution which is a small perturbation of the background state and the solution consists of two smooth supersonic flows separated by a smooth contact discontinuity.     

Nonlinear fourth-order elliptic equations with nonlocal boundary conditions

This paper is concerned with a class of fourth-order nonlinear elliptic equations with nonlocal boundary conditions, including a multi-point boundary condition in a bounded domain of Rn. Also considered is a second-order elliptic equation with nonlocal boundary condition, and the usual multi-point boundary problem in ordinary differential equations. The aim of the paper is to show the existence of maximal and minimal solutions, the uniqueness of a positive solution, and the method of construction for these solutions. Our approach to the above problems is by the method of upper and lower solutions and its associated monotone iterations. The monotone iterative schemes can be developed into computational algorithms for numerical solutions of the problem by either the finite difference method or the finite element method.     

The flow of a supersonic ideal gas with “weak” and “strong” shocks over a wedge

The problem of the flow of a uniform supersonic ideal (inviscid and non-heat-conducting) gas over a wedge is considered. If the turning angle of the flow, which is equal to the angle of inclination of the generatrix of the wedge, is less than the maximum value, the problem has two solutions. In the solution with an oblique low-intensity (“weak”) shock, the uniform flow between the shock and the wedge is almost always supersonic. One exception is a small vicinity of the maximum turning angle. For an ideal gas this vicinity does not exceed a fraction of a degree at all Mach numbers. Behind a high-intensity (“strong”) shock, the flow of an ideal gas is always subsonic. “Weak” shocks are observed in all experiments with finite wedges. Some researchers attribute this preference to the “downstream” boundary conditions (“on the right at infinity” for a flow incident on the wedge from the left), and others attribute it to the instability (“Lyapunov” instability) of a flow with a strong shock when it flows over the wedge and to the stability of flow with a weak shock. The results presented below from calculations of the flows that occur for finite wedges within the two-dimensional unsteady Euler equations, when the parameters behind the strong shock are specified on the right-hand boundary, i.e., on the arc of a circle between the wedge and the shock, demonstrate the correctness of the conclusion of the first group of researchers and the incorrectness of the conclusion of the other group. In these calculations, after both small and fairly large perturbations, the flows investigated (which are, in fact, Lyapunov unstable!) return to the solution with a strong shock. In addition, the problem of steady flow over a wedge was regarded as the limit of the two-dimensional non-steady problems at infinite time. Simplification of one of them leads to the problem of the submerged over-expanded supersonic steady outflow. In the ideal gas model this problem is equivalent to flow over a wedge with both weak and strong shocks. All the solutions considered are stable.     

Error Analysis of Adaptive Finite Difference Methods Using Stretching Functions for Polar Coordinate Form of Poisson-Type Equation

Abstract

This article treats of adaptive finite difference methods for the Dirichlet boundary value problems of Poisson-type equations on a sector or a disk. It is assumed that the exact solutions have singular derivatives on a part or the whole of the boundary. Some stretching functions are used to generate nonuniform grid points. It is then shown that, under some assumptions, the adaptive finite difference solutions are convergent and the convergence can be accelerated by varying parameters in the stretching functions. Numerical examples are given to illustrate how the accuracy of numerical solutions depends on the parameters.     

Stability of a Kirchhoff–Roe scheme for two-dimensional linearized Euler systems

By applying Helmholtz decomposition, the unknowns of a linearized Euler system can be recast as solutions of uncoupled linear wave equations. Accordingly, the Kirchhoff expression of the exact solutions is recast as a time-marching, Lax–Wendroff type, numerical scheme for which consistency with one-dimensional upwinding is checked. This discretization, involving spherical means, is set up on a 2D uniform Cartesian grid, so that the resulting numerical fluxes can be shown to be conservative. Moreover, semi-discrete stability in the \(H^s\) norms and vorticity dissipation are established, along with practical second-order accuracy. Finally, some relations with former “shape functions” and “symmetric potential schemes” are highlighted.     

Practical finite‐analytic method for solving differential equations by compact numerical schemes

Methodology for development of compact numerical schemes by the practical finite‐analytic method (PFAM) is presented for spatial and/or temporal solution of differential equations. The advantage and accuracy of this approach over the conventional numerical methods are demonstrated. In contrast to the tedious discretization schemes resulting from the original finite‐analytic solution methods, such as based on the separation of variables and Laplace transformation, the practical finite‐analytical method is proven to yield simple and convenient discretization schemes. This is accomplished by a special universal determinant construction procedure using the general multi‐variate power series solutions obtained directly from differential equations. This method allows for direct incorporation of the boundary conditions into the numerical discretization scheme in a consistent manner without requiring the use of artificial fixing methods and fictitious points, and yields effective numerical schemes which are operationally similar to the finite‐difference schemes. Consequently, the methods developed for numerical solution of the algebraic equations resulting from the finite‐difference schemes can be readily facilitated. Several applications are presented demonstrating the effect of the computational molecule, grid spacing, and boundary condition treatment on the numerical accuracy. The quality of the numerical solutions generated by the PFAM is shown to approach to the exact analytical solution at optimum grid spacing. It is concluded that the PFAM offers great potential for development of robust numerical schemes. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Numerical Computation of Connecting Orbits in Delay Differential Equations

We discuss the numerical computation of homoclinic and heteroclinic orbits in delay differential equations. Such connecting orbits are approximated using projection boundary conditions, which involve the stable and unstable manifolds of a steady state solution. The stable manifold of a steady state solution of a delay differential equation (DDE) is infinite-dimensional, a problem which we circumvent by reformulating the end conditions using a special bilinear form. The resulting boundary value problem is solved using a collocation method. We demonstrate results, showing homoclinic orbits in a model for neural activity and travelling wave solutions to the delayed Hodgkin–Huxley equation. Our numerical tests indicate convergence behaviour that corresponds to known theoretical results for ODEs and periodic boundary value problems for DDEs.     

Solution Remapping Technique to Accelerate Flow Convergence for Finite Volume Methods Applied to Shape Optimization Design

A solution remapping technique is applied to transonic airfoil optimization design to provide a fast flow steady state convergence of intermediate shapes for the finite volume schemes in solving the compressible Euler equations. Specifically, once the flow solution for the current shape is obtained, the flow state for the next shape is initialized by remapping the current solution with consideration of mesh deformation. Based on this strategy, the formula of deploying the initial value for the next shape is theoretically derived under the assumption of small mesh deformation. Numerical experiments show that the present technique of initial value deployment can attractively accelerate flow convergence of intermediate shapes and reduce computational time up to 70% in the optimization process.     

Flow over a profile in a channel with dynamical effects

The work deals with a numerical solution of 2D inviscid incompressible flow over the profile NACA 0012 in a channel. The finite volume method in a form of cell‐centered scheme at quadrilateral C‐mesh is used. Governing system of equations is the system of Euler equations. Numerical results are partially compared with experimental data. Steady state solutions of the flow as well unsteady flows caused by prescribed oscillation of the profile were computed. The method of artificial compressibility and the time dependent method are used for computation of the steady state solution. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Diffraction of water waves due to a presence of two headlands

This paper is concerned with a boundary value problem for the Helmholtz equation on a horizontal infinite strip with obstacles. The derivation of Helmholtz equation from shallow water equations is given and the boundary value problem with an arbitrary shap of headland is stated. The boundary conditions are of the general Neumann type, and thus we use the finite difference method in numerical solution. Helholtz equation is replaced by the five-points formula and for the points close to the boundary, Taylors expansions are made useful with non-uniform spacing. For solving the resulting system of linear equations, the “Mathematica” package is used. The graphs show the velocity potential contours in the cases, of semielliptic, semicircular and narrow headland. Also, we discuss the problem in the presence of two headlands.     

A second‐order accurate difference scheme for the two‐dimensional Burgers' system

In this article, a Crank‐Nicolson‐type finite difference scheme for the two‐dimensional Burgers' system is presented. The existence of the difference solution is shown by Brouwer fixed‐point theorem. The uniqueness of the difference solution and the stability and L₂ convergence of the difference scheme are proved by energy method. An iterative algorithm for the difference scheme is given in detail. Furthermore, a linear predictor–corrector method is presented. The numerical results show that the predictor–corrector method is also convergent with the convergence order of two in both time and space. At last, some comments are provided for the backward Euler scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Efficient Numerical Methods for an Anisotropic,Nonisothermal, Two-Phase Transport Model of Proton Exchange Membrane Fuel Cell

We carry out model and numerical studies for a three-dimensional, anisotropic, nonisothermal, two-phase steady state transport model of proton exchange membrane fuel cell (PEMFC) in this paper. Besides fully addressing the conservation equations of mass, momentum, species, charge and energy equations arising in the PEMFC, we present some efficient numerical methods for this model to achieve a fast and convergent nonlinear iteration, comparing to the oscillatory and nonconvergent iteration conducted by commercial flow solvers or in-house codes with standard finite element/volume method. In a framework of a combined finite element-upwind finite volume method, Kirchhoff transformation plays an important role in dealing with the discontinuous and degenerate water diffusivity in its transport equation. Preconditioned GMRES solver together with Newton’s linearization scheme make the entire numerical simulation more efficient. Three-dimensional numerical simulations demonstrate that the convergent physical solutions can be attained within 30 steps. Numerical convergence tests are also performed to verify the efficiency and accuracy of the presented numerical algorithms and techniques.     

Numerical solutions for some coupled systems of nonlinear boundary value problems

Summary In the well-known Volterra-Lotka model concerning two competing species with diffusion, the densities of the species are governed by a coupled system of reaction diffusion equations. The aim of this paper is to present an iterative scheme for the steady state solutions of a finite difference system which corresponds to the coupled nonlinear boundary value problems. This iterative scheme is based on the method of upper-lower solutions which leads to two monotone sequences from some uncoupled linear systems. It is shown that each of the two sequences converges to a nontrivial solution of the discrete equations. The model under consideration may have one, two or three nonzero solutions and each of these solutions can be computed by a suitable choice of initial iteration. Numerical results are given for these solutions under both the Dirichlet boundary condition and the mixed type boundary condition.     

Convergence of Finite Volume Schemes for Hamilton-Jacobi Equations with Dirichlet Boundary Conditions

We study numerical methods for time-dependent Hamilton-Jacobi equations with weak Dirichlet boundary conditions. We first propose a new class of abstract monotone approximation schemes and get a convergence rate of 1/2 . Then, according to the abstract convergence results, by newly constructing monotone finite volume approximations on interior and boundary points, we obtain convergent finite volume schemes for time-dependent Hamilton-Jacobi equations with weak Dirichlet boundary conditions. Finally give some numerical results.     

Numerical methods for Hamilton Jacobi functional differential equations

Initial and initial boundary value problems for first order partial functional differential equations are considered. Explicit difference schemes of the Euler type and implicit difference methods are investigated. The following theoretical aspects of the methods are presented. Sufficient conditions for the convergence of approximate solutions are given and comparisons of the methods are presented. It is proved that assumptions on the regularity of given functions are the same for both the methods. It is shown that conditions on the mesh for explicit difference schemes are more restrictive than suitable assumptions for implicit methods. There are implicit difference schemes which are convergent and corresponding explicit difference methods are not convergent. Error estimates for both the methods are construted.     

A threshold phenomenon in the Field-Noyes model of the Belousov-Zhabotinskii reaction

The Belousov-Zhabotinskii reaction is one of the most interesting and best understood chemical oscillators. It has been conjectured that certain biological phenomena have important features in common with this reaction. We investigate the Field-Noyes model of this reaction and demonstrate that there is a range of values of the stoichiometric parameter, f, over which the model exhibits “threshold phenomena.” That is, if a perturbation from the steady state exceeds a certain “threshold” value then a solution in the form of a “spike” results followed by its return to the steady state. We show that the underlying mathematical structure of this model resembles very closely the underlying mathematical structure of the Hodgkin-Huxley nerve conduction equations which exhibit the same sort of threshold phenomena.