Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,I

In this series of three papers we study singularly perturbed (SP) boundary value problems for equations of elliptic and parabolic type. For small values of the perturbation parameter parabolic boundary and interior layers appear in these problems. If classical discretisation methods are used, the solution of the finite difference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, adapted grids, we can construct difference schemes that allow approximation of the solution and the normalised diffusive flux uniformly with respect to the small parameter. We also consider singularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite difference schemes, the solution of which converges $ε$-uniformly. We study what problems appear, when classical schemes are used for the approximation of the spatial derivatives. We compare the results with those obtained by the adapted approach. Results of numerical experiments are discussed. In the three papers we first give an introduction on the general problem, and then we consider respectively (i) Problems for SP parabolic equations, for which the solution and the normalised diffusive fluxes are required; (ii) Problems for SP elliptic equations with boundary conditions of Dirichlet, Neumann and Robin type; (iii) Problems for SP parabolic equation with discontinuous boundary conditions.     

DISCRETE APPROXIMATIONS FOR SINGULARLY PERTURBED BOUNDARY VALUE PROBLEMS WITH PARABOLIC LAYERS,Ⅱ

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Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,III

1.IntroductionThesolution0fpartialdifferentiaJequationsthataresingularlyperturbedand/orhavediscontinu0usboundaryconditionsgenerallyhave0nlylimitedsmoothness.DuetothisfaCtdndcultiesaPpearwhenwesolvethesepr0blemsbynumericalmethods.Forexampleforregularparab0licequationswithdiscontinuousboundaryconditions,classicalmethods(FDMorFEM)onregularrectangulargridsd0n0tconvergeintheIoo-normonadomainthatincludesaneighbourhood0fthediscontinulty[8,9,4].Iftheparametermultiplyingthehighest-orderderivativeva…     

A local iteration scheme for nonlinear two-dimensional steady-state heat conduction: a BEM approach

An efficient algorithm is proposed to solve the steady-state nonlinear heat conduction equation using the boundary element method (BEM). Nonlinearity of the heat conduction equation arises from nonlinear boundary conditions and temperature dependence of thermal conductivity. Using Kirchhoff's transformation, the case of temperature dependence of thermal conductivity can be transformed to the nonlinear boundary conditions case. Applying the BEM technique, the resulting matrix equation becomes nonlinear. The nonlinearity, however, only involves the boundary nodes that have nonlinearboundary conditions. The proposed local iterative scheme reduces the entire BEM matrix equation to a smaller matrix equation whose rank is the same as the number of boundary nodes with nonlinear boundary conditions. The Newton-Raphson iteration scheme is used to solve the reduced nonlinear matrix equation. The local iterative scheme is first applied to two one-dimensional problems (analytical solutions are possible) with different nonlinear boundary conditions. It is then applied to a two-region problem. Finally, the local iterative scheme is applied to two cavity problems in which radiation plays a role in the heat transfer.     

Solving the 2D and 3D nonlinear inverse source problems of elliptic type partial differential equations by a homogenization function method

In this article, the inverse source problems of 2D and 3D elliptic type nonlinear partial differential equations are resolved. For this purpose, a family of single-parameter homogenization functions that automatically meet the given boundary conditions are deduced and employed as the bases to expand the solution. We solve a linear algebraic equations system which satisfies the over-specified Neumann boundary condition to obtain the unspecified coefficients, and then the solution in the entire domain is permitted. Taking the solution into the governing equation, the unknown source function can be determined quickly. The present novel method is verified to be an accurate, effective, and robust scheme which is without solving nonlinear equations and iterations, and the additional data used are quite economical.     

Numerical solution for the KdV equation based on similarity reductions

The present paper is devoted to the development of a new scheme to solve the KdV equation locally on sub-domains using similarity reductions for partial differential equations. Each sub-domain is divided into three-grid points. The ordinary differential equation deduced from the similarity reduction can be linearized, integrated analytically and then used to approximate the flux vector in the KdV equation. The arbitrary constants in the analytical solution of the similarity equation can be determined in terms of the dependent variables at the grid points in each sub-domain. This approach eliminates the difficulties associated with boundary conditions for the similarity reductions over the whole solution domain. Numerical results are obtained for two test problems to show the behavior of the solution of the problems. The computed results are compared with other numerical results.     

Time-dependent boundary conditions for the 2-D linear anisotropic-viscoelastic wave equation

Wave propagation simulation requires a correct implementation of boundary conditions to avoid numerical instabilities. A boundary treatment based on characteristics, which includes as special cases more simple rheologies involving isotropy and elastic behavior, is applied to the anisotropic-viscoelastic wave equation. The method introduces the boundary conditions by specifying the values of the incoming variables, which depend on the solution outside the model volume. The formulation ends up with a wave equation for the boundaries that implicitly includes the boundary conditions. The examples illustrate common problems in geophysical modeling, including free surface and nonreflecting conditions. © 1994 John Wiley & Sons, Inc.     

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 reliable algorithm for solving fourth-order boundary value problems

In this paper, we present an efficient numerical algorithm for approximate solutions of fourth-order boundary values problems with twopoint boundary conditions. The Adomian decomposition method and a modified form of this method are applied to construct the numerical solution. The scheme is tested on one linear problem and two nonlinear problems. The obtained results demonstrate the applicability and efficiency of the proposed scheme.     

Algorithm composition scheme for problems in composite domains based on the difference potential method

An algorithm composition scheme for the numerical solution of boundary value problems in composite domains is proposed and illustrated using an example. The scheme requires neither difference approximations of the boundary conditions nor matching conditions on the boundary between the subdomains. The scheme is suited for multiprocessor computers.     

Boundary integral approximation of a heat-diffusion problem in time-harmonic regime

In this paper we propose and analyse numerical methods for the approximation of the solution of Helmholtz transmission problems in the half plane. The problems we deal with arise from the study of some models in photothermal science. The solutions to the problem are represented as single layer potentials and an equivalent system of boundary integral equations is derived. We then give abstract necessary and sufficient conditions for convergence of Petrov–Galerkin discretizations of the boundary integral system and show for three different cases that these conditions are satisfied. We extend the results to other situations not related to thermal science and to non-smooth interfaces. Finally, we propose a simple full discretization of a Petrov–Galerkin scheme with periodic spline spaces and show some numerical experiments.     

Solving two-point boundary value problems using combined homotopy perturbation method and Green’s function method

In this paper, an algorithm is proposed for the solution of second-order boundary value problems with two-point boundary conditions. The Green’s function method is applied first to transform the ordinary differential equation into an equivalent integral one, which has already satisfied the boundary conditions. And then, the homotopy perturbation method is used to the resulting equation to construct the numerical solution for such problems. Numerical examples demonstrate the efficiency and reliability of the algorithm developed, it is quite accurate and readily implemented for both linear and nonlinear differential equations with homogeneous and nonhomogeneous boundary conditions. Furthermore, the lower order approximation is of higher accuracy for most cases. Some other extended applications of this algorithm are also exhibited.     

Solution for a problem of linear plane elasticity with mixed boundary conditions on an ellipse by the method of boundary integrals

A numerical boundary integral scheme is proposed for the solution of the system of field equations of plane, linear elasticity in stresses for homogeneous, isotropic media in the domain bounded by an ellipse under mixed boundary conditions. The stresses are prescribed on one half of the ellipse, while the displacements are given on the other half. The method relies on previous analytical work within the Boundary Integral Method [1], [2].The considered problem with mixed boundary conditions is replaced by two subproblems with homogeneous boundary conditions, one of each type, having a common solution. The equations are reduced to a system of boundary integral equations, which is then discretized in the usual way and the problem at this stage is reduced to the solution of a rectangular linear system of algebraic equations. The unknowns in this system of equations are the boundary values of four harmonic functions which define the full elastic solution inside the domain, and the unknown boundary values of stresses or displacements on proper parts of the boundary.On the basis of the obtained results, it is inferred that the tangential stress component on the fixed part of the boundary has a singularity at each of the two separation points, thought to be of logarithmic type. A tentative form for the singular solution is proposed to calculate the full solution in bulk directly from the given boundary conditions using the well-known Boundary Collocation Method. It is shown that this addition substantially decreases the error in satisfying the boundary conditions on some interval not containing the singular points.The obtained results are discussed and boundary curves for unknown functions are provided, as well as three-dimensional plots for quantities of practical interest. The efficiency of the used numerical schemes is discussed, in what concerns the number of boundary nodes needed to calculate the approximate solution.     

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 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.     

Numerical propagator method solutions for the linear parabolic initial boundary-value problems

On the base of our numerical propagator method a new finite volume difference scheme is proposed for solution of linear initial-boundary value problems. Stability of the scheme is investigated taking into account the obtained analytical solution of the initial-boundary value problems. It is shown that stability restrictions for the propagator scheme become weaker in comparison to traditional semi-implicit difference schemes. There are some regions of coefficients, for which the elaborated propagator difference scheme becomes absolutely stable. It is proven that the scheme is unconditionally monotonic. Analytical solutions, which are consistent with solubility conditions of the problem are formulated for the case of constant coefficients of parabolic equation by using Green function approach. Solubility of the linear initial-boundary value problem with Newton boundary conditions containing lower order derivatives is discussed. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Minimum time‐step criteria for the Galerkin finite element methods applied to one‐dimensional parabolic partial differential equations

The finite element method has been well established for numerically solving parabolic partial differential equations (PDEs). Also it is well known that a too large time step should not be chosen in order to obtain a stable and accurate numerical solution. In this article, accuracy analysis shows that a too small time step should not be chosen either for some time‐stepping schemes. Otherwise, the accuracy of the numerical solution cannot be improved or can even be worsened in some cases. Furthermore, the so‐called minimum time step criteria are established for the Crank‐Nicolson scheme, the Galerkin‐time scheme, and the backward‐difference scheme used in the temporal discretization. For the forward‐difference scheme, no minimum time step exists as far as the accuracy is concerned. In the accuracy analysis, no specific initial and boundary conditions are invoked so that such established criteria can be applied to the parabolic PDEs subject to any initial and boundary conditions. These minimum time step criteria are verified in a series of numerical experiments for a one‐dimensional transient field problem with a known analytical solution. The minimum time step criteria developed in this study are useful for choosing appropriate time steps in numerical simulations of practical engineering problems. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Well-posedness analysis and numerical implementation of a linearized two-dimensional bottom sediment transport problem

A two-dimensional linearized model of coastal sediment transport due to the action of waves is studied. Up till now, one-dimensional sediment transport models have been used. The model under study makes allowance for complicated bottom relief, the porosity of the bottom sediment, the size and density of sediment particles, gravity, wave-generated shear stress, and other factors. For the corresponding initial–boundary value problem the uniqueness of a solution is proved, and an a priori estimate for the solution norm is obtained depending on integral estimates of the right-hand side, boundary conditions, and the norm of the initial condition. A conservative difference scheme with weights is constructed that approximates the continuous initial–boundary value problem. Sufficient conditions for the stability of the scheme, which impose constraints on its time step, are given. Numerical experiments for test problems of bottom sediment transport and bottom relief transformation are performed. The numerical results agree with actual physical experiments.     

A new modification of the Adomian decomposition method for solving boundary value problems for higher order nonlinear differential equations

In this paper we propose a new modified recursion scheme for the resolution of multi-order and multi-point boundary value problems for nonlinear ordinary and partial differential equations by the Adomian decomposition method (ADM). Our new approach, including Duan’s convergence parameter, provides a significant computational advantage by allowing for the acceleration of convergence and expansion of the interval of convergence during calculations of the solution components for nonlinear boundary value problems, in particular for such cases when one of the boundary points lies outside the interval of convergence of the usual decomposition series. We utilize the boundary conditions to derive an integral equation before establishing the recursion scheme for the solution components. Thus we can derive a modified recursion scheme without any undetermined coefficients when computing successive solution components, whereas several prior recursion schemes have done so. This modification also avoids solving a sequence of nonlinear algebraic equations for the undetermined coefficients fraught with multiple roots, which is required to complete calculation of the solution by several prior modified recursion schemes using the ADM.     

Semi infinite Orthotropic Cantilevered Strips and the Foundations of Plate Theories

Elastostatic problems of semiinfinite orthotropic cantilevered strips with traction-free edges and loading at infinity are reduced to the solution of a single scalar Fredholm integral equation of the first kind with a generalized Cauchy kernel. The known complex variable method for equations with a Cauchy type kernel is extended to handle the singularities in the solution for the generalized Cauchy kernel. The reduced problem lends itself to a more efficient numerical solution scheme than all existing methods. Moments of stresses at the root of the cantilever are accurately evaluated and used for the correct formulation of displacement boundary conditions for a plate theory solution (or the actual interior solution) of the elastostatics of thin flat bodies.