A hybrid DQ/LMQRBF-DQ approach for numerical solution of Poisson-type and Burger’s equations in irregular domain

Differential quadrature (DQ) is an efficient and accurate numerical method for solving partial differential equations (PDEs). However, it can only be used in regular domains in its conventional form. Local multiquadric radial basis function-based differential quadrature (LMQRBF-DQ) is a mesh free method being applicable to irregular geometry and allowing simple imposition of any complex boundary condition. Implementation of the latter numerical scheme imposes high computational cost due to the necessity of numerous matrix inversions. It also suffers from sensitivity to shape parameter(s). This paper presents a new method through coupling the conventional DQ and LMQRBF-DQ to solve PDEs. For this purpose, the computational domain is divided into a few rectangular shapes and some irregular shapes. In such a domain decomposition process, a high percentage of the computational domain will be covered by regular shapes thus taking advantage of conventional DQM eliminating the need to implement Local RBF-DQ over the entire domain but only on a portion of it. By this method, we have the advantages of DQ like simplicity, high accuracy, and low computational cost and the advantages of LMQRBF-DQ like mesh free and Dirac’s delta function properties. We demonstrate the effectiveness of the proposed methodology using Poisson and Burgers’ equations.     

Infinite domain potential problems by a new formulation of singular boundary method

This study proposes a new formulation of singular boundary method (SBM) and documents the first attempt to apply this new method to infinite domain potential problems. The essential issue in the SBM-based methods is to evaluate the origin intensity factor. This paper derives a new regularization technique to evaluate the origin intensity factor on the Neumann boundary condition without the need of sample solution and nodes as in the traditional SBM. We also modify the inverse interpolation technique in the traditional SBM to get rid of the perplexing sample nodes in the calculation of the origin intensity factor on the Dirichlet boundary condition. It is noted that this new SBM retains all merits of the traditional SBM being truly meshless, free of integration, mathematically simple, and easy-to-program without the requirement of a fictitious boundary as in the method of fundamental solutions (MFS). We examine the new SBM by the four benchmark infinite domain problems to verify its applicability, stability, and accuracy.     

Fictitious domain method with penalty for an incompressible fluid

Fictitious domain method shows great advantages when handling problems with complex and constantly varying domains. In this article, we propose an algorithm which extends the fictitious domain method by introducing penalties. Test results with the numerical examples of backward facing step problem and the flow around steady and dynamic cylinder problem show that the algorithm we propose is highly efficient for solving incompressible fluid problems. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

A new fictitious domain method in shape optimization

The present paper is concerned with investigating the capability of the smoothness preserving fictitious domain method from Mommer (IMA J. Numer. Anal. 26:503–524, 2006) to shape optimization problems. We consider the problem of maximizing the Dirichlet energy functional in the class of all simply connected domains with fixed volume, where the state equation involves an elliptic second order differential operator with non-constant coefficients. Numerical experiments in two dimensions validate that we arrive at a fast and robust algorithm for the solution of the considered class of problems. The proposed method can be applied to three dimensional shape optimization problems.     

A regularized domain decomposition method with Lagrange multiplier

In this paper, we are concerned with the nonoverlapping domain decomposition method with Lagrange multiplier for three-dimensional second-order elliptic problems with no zeroth-order term. It is known that the methods result in a singular subproblem on each internal (floating) subdomain. To handle the singularity, we propose a regularization technique which transforms the corresponding singular problems into approximate positive definite problems. For the regularized method, one can build the interface equation of the multiplier directly. We first derive an optimal error estimate of the regularized approximation, and then develop a cheap preconditioned iterative method for solving the interface equation. For the new method, the cost of computation will not be increased comparing the case without any floating subdomain. The effectiveness of the new method will be confirmed by both theoretical analyzes and numerical experiments. The work is supported by Natural Science Foundation of China G10371129.     

A coupled finite element-differential quadrature element method and its accuracy for moving load problem

In this paper a mixed method, which combines the finite element method and the differential quadrature element method (DQEM), is presented for solving the time dependent problems. In this study, the finite element method is first used to discretize the spatial domain. The DQEM is then employed as a step-by-step DQM in time domain to solve the resulting initial value problem. The resulting algebraic equations can be solved by either direct or iterative methods. Two general formulations using the DQM are also presented for solving a system of linear second-order ordinary differential equations in time. The application of the formulation is then shown by solving a sample moving load problem. Numerical results show that the present mixed method is very efficient and reliable.     

A differential quadrature analysis of unsteady open channel flow

A rapid, convergent and accurate differential quadrature method (DQM) is employed for numerical simulation of unsteady open channel flow. To the best of authors’ knowledge, this is the first attempt to use the DQM in open channel hydraulics. The Saint-Venant equations and the related nonhomogenous, time dependent boundary conditions are discretized in spatial and temporal domain by DQ rules. The unknowns in the entire domain are computed by satisfying governing equations, boundary and initial conditions simultaneously. By employing DQM, accurate results can be obtained using dramatically less grid points in spatial and time domain. The stability of DQM solution is not sensitive to choosing time step or Courant number unlike other methods. Although numerical problems such as instability, oscillation and underestimation near critical depth can be seen by using other methods but DQM solution is smooth and accurate in this case. The results are sensitive to grid distribution in time domain. In light of this, Chebyshev–Gauss–Lobatto distribution performance is excellent. To validate the DQM solutions, the obtained results are compared with those of the characteristic method. In conclusion, DQM is a potential powerful method with minimum computational effort for unsteady flow simulation.     

Numerical solution of the Goursat problem on a triangular domain with mixed boundary conditions

For the Goursat problem, we consider a triangular domain with mixed Dirichlet and impedance boundary conditions imposed on it. We develop an algorithm for its numerical solution mainly based on Runge-Kutta method and trapezoidal formula. Iterative techniques are constructed to compute some data for the nonlinear part of the differential equation and the impedance boundary condition. Error estimates are derived. Examples are presented to illustrate the effectiveness of the method.     

An improved time domain linear sampling method for Robin and Neumann obstacles

We consider inverse obstacle scattering problems for the wave equation with Robin or Neumann boundary conditions. The problem of reconstructing the geometry of such obstacles from measurements of scattered waves in the time domain is tackled using a time domain linear sampling method. This imaging technique yields a picture of the scatterer by solving a linear operator equation involving the measured data for many right-hand sides given by singular solutions to the wave equation. We analyse this algorithm for causal and smooth impulse shapes, we discuss the effect of different choices of the singular solutions used in the algorithm, and finally we propose a fast FFT-based implementation.     

On approximation in the fictitious domain method for a bidimensional transport equation

In this article a numerical method for solving a two‐dimensional transport equation in the stationary case is presented. Using the techniques of the variational calculus, we find the approximate solution for a homogeneous boundary‐value problem that corresponds to a square domain D₂. Then, using the method of the fictitious domain, we extend our algorithm to a boundary value problem for a set D that has an arbitrary shape. In this approach, the initial computation domain D (called physical domain) is immersed in a square domain D₂. We prove that the solution obtained by this method is a good approximation of the exact solution. The theoretical results are verified with the help of a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Spectral domain embedding for elliptic PDEs in complex domains

Spectral methods are a class of methods for solving partial differential equations (PDEs). When the solution of the PDE is analytic, it is known that the spectral solutions converge exponentially as a function of the number of modes used. The basic spectral method works only for regular domains such as rectangles or disks. Domain decomposition methods/spectral element methods extend the applicability of spectral methods to more complex geometries. An alternative is to embed the irregular domain into a regular one. This paper uses the spectral method with domain embedding to solve PDEs on complex geometry. The running time of the new algorithm has the same order as that for the usual spectral collocation method for PDEs on regular geometry. The algorithm is extremely simple and can handle Dirichlet, Neumann boundary conditions as well as nonlinear equations.     

On a parabolic equation in a triangular domain

We prove the optimal regularity, in Sobolev spaces, of the solution of a parabolic equation set in a triangular domain T. The right-hand term of the equation is taken in Lebesgue space L^p(T). The method of operators sums in the non-commutative case is referred to.     

Triangular domain extension of algebraic trigonometric Bézier-like basis

In computer aided geometric design (CAGD), Bézier-like bases receive more and more considerations as new modeling tools in recent years. But those existing Bézier-like bases are all defined over the rectangular domain. In this paper, we extend the algebraic trigonometric Bézier-like basis of order 4 to the triangular domain. The new basis functions defined over the triangular domain are proved to fulfill non-negativity, partition of unity, symmetry, boundary representation, linear independence and so on. We also prove some properties of the corresponding Bézier-like surfaces. Finally, some applications of the proposed basis are shown.     

Parallel Galerkin domain decomposition procedures for parabolic equation on general domain

Parallel Galerkin domain decomposition procedures for parabolic equation on general domain are given. These procedures use implicit Galerkin method in the subdomains and simple explicit flux calculation on the interdomain boundaries by integral mean method or extrapolation method to predict the inner‐boundary conditions. Thus, the parallelism can be achieved by these procedures. These procedures are conservative both in the subdomains and across interboundaries. The explicit nature of the flux prediction induces a time‐step limitation that is necessary to preserve stability, but this constraint is less severe than that for a fully explicit method. L²‐norm error estimates are derived for these procedures. Compared with the work of Dawson and Dupont [Math Comp 58 (1992), 21–35], these L²‐norm error estimates avoid the loss of H^?1/2 factor. Experimental results are presented to confirm the theoretical results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A stabilized finite element method for a fictitious domain problem allowing small inclusions

The purpose of this work is to approximate numerically an elliptic partial differential equation posed on domains with small perforations (or inclusions). The approach is based on the fictitious domain method, and as the method's interest lies in the case in which the geometrical features are not resolved by the mesh, we propose a stabilized finite element method. The stabilization term is a simple, non‐consistent penalization that can be linked to the Barbosa‐Hughes approach. Stability and convergence are proved, and numerical results confirm the theory.     

Corrective meshless particle formulations for time domain Maxwell''s equations

In this paper a meshless approximation of electromagnetic (EM) field functions and relative differential operators based on particle formulation is proposed. The idea is to obtain numerical solutions for EM problems by passing up the mesh generation usually required to compute derivatives, and by employing a set of particles arbitrarily placed in the problem domain. The meshless Smoothed Particle Hydrodynamics method has been reformulated for solving the time domain Maxwell's curl equations. The consistency of the discretized model is investigated and improvements in the approximation are obtained by modifying the numerical process. Corrective algorithms preserving meshless consistency are presented and successfully used. Test problems, dealing with even and uneven particles distribution, are simulated to validate the proposed methodology, also by introducing a comparison with analytical solution.     

A GSVD formulation of a domain decomposition method forplanar eigenvalue problems

^{In this article, we present a modification of the domain decompositionmethod of Descloux and Tolley for planar eigenvalue problems.Instead of formulating a generalized eigenvalue problem, ourmethod is based on the generalized singular value decomposition.This approach is robust and at the same time highly accurate.Furthermore, we give an improved convergence analysis basedon results from complex approximation theory. Several examplesshow the effectiveness of our method.}     

A domain decomposition method using efficient interface-acting preconditioners

The conjugate gradient boundary iteration (CGBI) is a domain decomposition method for symmetric elliptic problems on domains with large aspect ratio. High efficiency is reached by the construction of preconditioners that are acting only on the subdomain interfaces. The theoretical derivation of the method and some numerical results revealing a convergence rate of 0.04-0.1 per iteration step are given in this article. For the solution of the local subdomain problems, both finite element (FE) and spectral Chebyshev methods are considered.

     

General theory of domain decomposition: Indirect methods

According to a general theory of domain decomposition methods (DDM), recently proposed by Herrera, DDM may be classified into two broad categories: direct and indirect (or Trefftz‐Herrera methods). This article is devoted to formulate systematically indirect methods and apply them to differential equations in several dimensions. They have interest since they subsume some of the best‐known formulations of domain decomposition methods, such as those based on the application of Steklov‐Poincaré operators. Trefftz‐Herrera approach is based on a special kind of Green's formulas applicable to discontinuous functions, and one of their essential features is the use of weighting functions which yield information, about the sought solution, at the internal boundary of the domain decomposition exclusively. A special class of Sobolev spaces is introduced in which boundary value problems with prescribed jumps at the internal boundary are formulated. Green's formulas applicable in such Sobolev spaces, which contain discontinuous functions, are established and from them the general framework for indirect methods is derived. Guidelines for the construction of the special kind of test functions are then supplied and, as an illustration, the method is applied to elliptic problems in several dimensions. A nonstandard method of collocation is derived in this manner, which possesses significant advantages over more standard procedures. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 296–322, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10008     

Projected Schur complement method for solving non‐symmetric systems arising from a smooth fictitious domain approach

This paper deals with a fast method for solving large‐scale algebraic saddle‐point systems arising from fictitious domain formulations of elliptic boundary value problems. A new variant of the fictitious domain approach is analyzed. Boundary conditions are enforced by control variables introduced on an auxiliary boundary located outside the original domain. This approach has a significantly higher convergence rate; however, the algebraic systems resulting from finite element discretizations are typically non‐symmetric. The presented method is based on the Schur complement reduction. If the stiffness matrix is singular, the reduced system can be formulated again as another saddle‐point problem. Its modification by orthogonal projectors leads to an equation that can be efficiently solved using a projected Krylov subspace method for non‐symmetric operators. For this purpose, the projected variant of the BiCGSTAB algorithm is derived from the non‐projected one. The behavior of the method is illustrated by examples, in which the BiCGSTAB iterations are accelerated by a multigrid strategy. Copyright © 2007 John Wiley & Sons, Ltd.