Finite element methods of an operator splitting applied to population balance equations

In population balance equations, the distribution of the entities depends not only on space and time but also on their own properties referred to as internal coordinates. The operator splitting method is used to transform the whole time-dependent problem into two unsteady subproblems of a smaller complexity. The first subproblem is a time-dependent convection-diffusion problem while the second one is a transient transport problem with pure advection. We use the backward Euler method to discretize the subproblems in time. Since the first problem is convection-dominated, the local projection method is applied as stabilization in space. The transport problem in the one-dimensional internal coordinate is solved by a discontinuous Galerkin method. The unconditional stability of the method will be presented. Optimal error estimates are given. Numerical tests confirm the theoretical results.     

Numerical exploration of a system of reaction–diffusion equations with internal and transient layers

A reaction pathway for a classical two-species reaction is considered with one reaction that is several orders of magnitudes faster than the other. To sustain the fast reaction, the transport and reaction effects must balance in such a way as to give an internal layer in space. For the steady-state problem, existing singular perturbation analysis rigorously proves the correct scaling of the internal layer. This work reports the results of exploratory numerical simulations that are designed to provide guidance for the analysis to be performed for the transient problem. The full model is comprised of a system of time-dependent reaction–diffusion equations coupled through the non-linear reaction terms with mixed Dirichlet and Neumann boundary conditions. In addition to internal layers in space, the time-dependent problem possesses an initial transient layer in time. To resolve both types of layers as accurately as possible, we design a finite element method with analytic evaluation of all integrals. This avoids all errors associated with the evaluation of the non-linearities and allows us to provide an analytic Jacobian matrix to the implicit time stepping method. The numerical results show that the method resolves the localized sharp gradients accurately and can predict the scaling of the internal layers for the time-dependent problem.     

A second order scheme for a time-dependent,singularly perturbed convection–diffusion equation

We consider a numerical scheme for a one-dimensional, time-dependent, singularly perturbed convection–diffusion problem. The problem is discretized in space by a standard finite element method on a Bakhvalov–Shishkin type mesh. The space error is measured in an L² norm. For the time integration, the implicit midpoint rule is used. The fully discrete scheme is shown to be convergent of order 2 in space and time, uniformly in the singular perturbation parameter.     

An explicit solution of the pseudo-hyperbolic initial boundary value problem in a multiply connected region

An explicit solution of the pseudo-hyperbolic initial boundary value problem with a mixed boundary condition has been constructed. The problem describes the propagation of non-stationary internal waves in a stratified and rotational fluid. The generation of waves is caused by small oscillations of double-sided plates beginning at time t = 0. Dynamic pressure is specified on one set of plates and this yields the first boundary condition. Normal velocities are specified on another set of plates and this leads to an analogue of the second boundary condition with time derivatives. The solution has been obtained by the method of non-classical time-dependent dynamic potentials. The uniqueness of the solution has been studied.     

Numerical solution of the time-dependent incompressible Navier-Stokes equations in the stream function and vorticity formulation

In this work we study the time-dependent incompressible Navier-Stokes problem. We introduce a suitable technique based on the splitting of the vorticity into two components. Then we discretize in space the resulting uncoupled system by means of continuous Lagrange finite elements. This is achieved by first performing the semi-discretization in time of these equations by a classical characteristics method for the advective term. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Meshless and analytical solutions to the time-dependent advection-diffusion-reaction equation with variable coefficients and boundary conditions

A variety of physical problems in science may be expressed using the advection-diffusion-reaction (ADR) equation that covers heat transfer and transport of mass and chemicals into a porous or a nonporous media. In this paper, the meshless generalised reproducing kernel particle method (RKPM) is utilised to numerically solve the time-dependent ADR problem in a general n-dimensional space with variable coefficients and boundary conditions. A time-dependent Robin boundary condition is formulated and precisely enforced in a novel approach. The accuracy and robustness of the meshless solution is verified against finite element simulations and a general one-dimensional analytical solution obtained in this study.     

Identification of a time-dependent source term for a time fractional diffusion problem

In this paper, we study an inverse problem of identifying a time-dependent term of an unknown source for a time fractional diffusion equation using nonlocal measurement data. Firstly, we establish the conditional stability for this inverse problem. Then two regularization methods are proposed to for reconstructing the time-dependent source term from noisy measurements. The first method is an integral equation method which formulates the inverse source problem into an integral equation of the second kind; and a prior convergence rate of regularized solutions is derived with a suitable choice strategy of regularization parameters. The second method is a standard Tikhonov regularization method and formulates the inverse source problem as a minimizing problem of the Tikhonov functional. Based on the superposition principle and the technique of finite-element interpolation, a numerical scheme is proposed to implement the second regularization method. One- and two-dimensional examples are carried out to verify efficiency and stability of the second regularization method.     

Convergence of a finite element scheme for the two-dimensional time-dependent Schrödinger equation in a long strip

This paper addresses the finite element method for the two-dimensional time-dependent Schrödinger equation on an infinite strip by using artificial boundary conditions. We first reduce the original problem into an initial-boundary value problem in a bounded domain by introducing a transparent boundary condition, then fully discretize this reduced problem by applying the Crank-Nicolson scheme in time and a bilinear or quadratic finite element approximation in space. This scheme, by a rigorous analysis, has been proved to be unconditionally stable and convergent, and its convergence order has also been obtained. Finally, two numerical examples are given to verify the accuracy of the scheme.     

Application of differential quadrature to transport processes

The methodology and numerical solution of problems concerning transport processes via the method of differential quadrature are presented. Application of the method is demonstrated by solving a simple one-dimensional, time-dependent (transient) diffusion process involving an irreversible reaction without any flux across the end boundary. In addition, the same technique is used (for the first time to the authors' knowledge) to solve a steady-state problem. For this purpose, a convection-diffusion problem involving an irreversible reaction is considered. The demonstration is carried out in two ways, (1) using the Bellman et al. technique which employs approximation formulas for higher order partial derivatives derived by iterating the linear quadrature approximation for the first order partial derivative, and (2) using individual quadratures to approximate the partial derivatives of first, as well as higher orders, as suggested by Mingle. Both approaches give the same results; however, the latter saves an appreciable amount of iterative computing effort despite the fact that it requires separate weighting coefficients for each individual quadrature. Since the technique of differential quadrature can produce solutions with sufficient accuracy even when using as few as three discrete points, both the programming task and computational effort are alleviated considerably. For these reasons the differential quadrature approach appears to be very practical in solving a variety of problems related to transport phenomena.     

The second order projection method in time for the time-dependent natural convection problem

We consider the second-order projection schemes for the time-dependent natural convection problem. By the projection method, the natural convection problem is decoupled into two linear subproblems, and each subproblem is solved more easily than the original one. The error analysis is accomplished by interpreting the second-order time discretization of a perturbed system which approximates the time-dependent natural convection problem, and the rigorous error analysis of the projection schemes is presented. Our main results of the second order projection schemes for the time-dependent natural convection problem are that the convergence for the velocity and temperature are strongly second order in time while that for the pressure is strongly first order in time.     

Controllability method for acoustic scattering with spectral elements

We formulate the Helmholtz equation as an exact controllability problem for the time-dependent wave equation. The problem is then discretized in time domain with central finite difference scheme and in space domain with spectral elements. This approach leads to high accuracy in spatial discretization. Moreover, the spectral element method results in diagonal mass matrices, which makes the time integration of the wave equation highly efficient. After discretization, the exact controllability problem is reformulated as a least-squares problem, which is solved by the conjugate gradient method. We illustrate the method with some numerical experiments, which demonstrate the significant improvements in efficiency due to the higher order spectral elements. For a given accuracy, the controllability technique with spectral element method requires fewer computational operations than with conventional finite element method. In addition, by using higher order polynomial basis the influence of the pollution effect is reduced.     

Analytic solution to the problem of the temperature jump in a gas with rotational degrees of freedom

An exact solution is obtained for the first time for the problem of the temperature jump in a gas with allowance for internal (rotational) degrees of freedom. The treatment is based on a model collision integral proposed by the authors. The problem reduces to the solution of a boundary-value problem for a linear vector transport equation with matrix kernel. Separation of the variable leads to a characteristic equation for which eigenvectors are found in a space of generalized functions and the eigenvalue spectrum is investigated. An expansion of the solution to the problem with respect to eigenvectors of the continuous and discrete spectra is established. On the basis of the conditions of solvability of the vector Riemann-Hilbert boundary-value problem which arises in the process of the proof, an exact (in closed form) expression is obtained for the temperature jump.Moscow Pedagogical University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 95, No. 3, pp. 530–540, June, 1993.     

Optimal Design of the Time-Dependent Support of Bang–Bang Type Controls for the Approximate Controllability of the Heat Equation

We consider the nonlinear optimal shape design problem, which consists in minimizing the amplitude of bang–bang type controls for the approximate controllability of a linear heat equation with a bounded potential. The design variable is the time-dependent support of the control. Precisely, we look for the best space–time shape and location of the support of the control among those, which have the same Lebesgue measure. Since the admissibility set for the problem is not convex, we first obtain a well-posed relaxation of the original problem and then use it to derive a descent method for the numerical resolution of the problem. Numerical experiments in 2D suggest that, even for a regular initial datum, a true relaxation phenomenon occurs in this context. Also, we implement a simple algorithm for computing a quasi-optimal domain for the original problem from the optimal solution of its associated relaxed one.     

On nonlinear neutron transport equations

The purpose of this paper is to investigate a class of time-dependent neutron transport equations in which the total and differential scattering cross sections are nonlinear functions of neutron density function. Sufficient conditions on the nonlinear cross sections are given to insure the existence, uniqueness and asymptotic stability of a solution in one, two, or three-dimensional space domains under various boundary and initial conditions. The approach to the problem is based on abstract analysis on nonlinear evolution equations which are closely related to nonlinear semigroup theory.     

Inverse conductivity Problem with Internal Data

This paper concerns the reconstruction of a scalar coefficient of a second-order elliptic equation in divergence form posed on a bounded domain from internal data. This problem finds applications in multi-wave imaging, greedy methods to approximate parameter-dependent elliptic problems, and image treatment with partial differential equations. We first show that the inverse problem for smooth coefficients can be rewritten as a linear transport equation. Assuming that the coefficient is known near the boundary, we study the well-posedness of associated transport equation as well as its numerical resolution using discontinuous Galerkin method. We propose a regularized transport equation that allow us to derive rigorous convergence rates of the numerical method in terms of the order of the polynomial approximation as well as the regularization parameter. We finally provide numerical examples for the inversion assuming a lower regularity of the coefficient, and using synthetic data.     

A fully Sinc-Galerkin method for Euler–Bernoulli beam models

A fully Sinc-Galerkin method in both space and time is presented for fourth-order time-dependent partial differential equations with fixed and cantilever boundary conditions. The sine discretizations for the second-order temporal problem and the fourth-order spatial problems are presented. Alternate formulations for variable parameter fourth-order problems are given, which prove to be especially useful when applying the forward techniques of this article to parameter recovery problems. The discrete system that corresponds to the time-dependent partial differential equations of interest are then formulated. Computational issues are discussed and an accurate and efficient algorithm for solving the resulting matrix system is outlined. Numerical results that highlight the method are given for problems with both analytic and singular solutions as well as fixed and cantilever boundary conditions.     

Über Anfangs-und Eigenwertprobleme aus der Neutronentransporttheorie

Based on the theory of semi-groups in Hilbert space, a proof is given for the existence of a unique solution of an abstract Cauchy problem arising in the transport theory of mono-energetic neutrons, corresponding to the time-dependent linear Boltzmann equation in the general three-dimensional geometry. The spectral properties of the Boltzmann operator are investigated, an explicit representation of the solution is obtained by the perturbation theory for semi-groups of linear operators and alternatively an expansion in a series of eigenfunctions is given.     

Robust a posteriori error estimates for subgrid stabilization of non-stationary convection dominated diffusive transport

We derive a robust residual a posteriori error estimator for time-dependent convection-diffusion-reaction problem, stabilized by subgrid viscosity in space and discretized by Crank-Nicolson scheme in time. The estimator yields upper bounds on the error which are global in space and time and lower bounds that are global in space and local in time. Numerical experiments illustrate the theoretical performance of the error estimator.     

An inverse problem in estimating the strength of contaminant source for groundwater systems

A conjugate gradient method (CGM), (or called an iterative regularization method), based inverse algorithm is applied in this study in determining the unknown space and time-dependent contaminant source for groundwater systems based on the measurements of the concentrations. It is assumed that no prior information is available on the functional form of the unknown contaminant release function in the present study; thus, it is classified as the function estimation in the inverse calculations. The accuracy of this inverse mass transfer problem is examined by using the simulated exact and inexact concentration measurements in the numerical experiments. Results show that the estimation on the space and time-dependent contaminant release function can be obtained with any arbitrary initial guesses on a Pentium IV 1.4 GHz personal computer.     

非定常对流扩散问题差分-流线扩散法的线性三角元解的最优误差估计

讨论了差分-流线扩散法(FDSD)求解线性对流占优扩散问题解的精度,利用插值后处理技术,使该格式解的空间精间达到最优.