Numerical solution of the three-dimensional stationary diffraction problem for elastic waves

Three-dimensional problems concerning the propagation of stationary elastic oscillations in media with three-dimensional inclusions are solved numerically. By applying potential theory methods, the original problem is stated as a system of two singular vector integral equations for the unknown internal and external densities of auxiliary sources of waves. An approximate solution of the original problem is obtained by approximating the integral equations by a system of linear algebraic equations, which is then solved numerically. The underlying algorithm has the property of self-regularization, due to which a numerical solution is found without using cumbersome regularizing algorithms. Results of test computations and numerical experiments are presented that characterize the capabilities of this approach as applied to the diffraction of elastic waves in three-dimensional settings.     

The Numerical Solution of Two-parameter Eigenvalue Problems in Ordinary Differential Equations with an Application to the Problem of Diffraction by a Plane Angular Sector

In this paper we are concerned with the numerical solution ofSturm–Liouville eigenvalue problems associated with asystem of two second order linear ordinary differential equationscontaining two spectral parameters. Such problems are of importancein applied mathematics and frequently arise in solving boundaryvalue problems for the Helmholtz equation or Laplace's equationby the method of separation of variables. The numerical methodproposed here is a departure from the usual techniques of solvingeigenvalue problems associated with ordinary differential equationsand appears capable of considerable generalization. Briefly,the idea is to replace the given problem by a related initialboundary value problem and then to use the powerful numericaltechniques currently available for such problems. The techniquedeveloped is illustrated in application to the important problemof diffraction by a plane angular sector. It appears that, intheory, the method described here is capable of generalizationto systems of ordinary differential equations containing morethan two spectral parameters.     

Numerical solution of 3D problems of electromagnetic wave diffraction on a system of ideally conducting surfaces by the method of hypersingular integral equations

We construct a numerical method for solving problems of electromagnetic wave diffraction on a system of solid and thin objects based on the reduction of the problem to a boundary integral equation treated in the sense of the Hadamard finite value. For the construction of such an equation, we construct a numerical scheme on the basis of the method of piecewise continuous approximations and collocations. Unlike earlier known schemes, by using the below-suggested scheme, we have found approximate analytic expressions for the coefficients of the arising system of linear equations by isolating the leading part of the kernel of the integral operator. We present examples of solution of a number of model problems of the diffraction of electromagnetic waves by the suggested method.     

Numerical solution of integral equations of first and second kind in scalar and vector problems of diffraction on a cube

We consider the problem of numerical simulation of the scattering of acoustic and electromagnetic waves on a cube whose edge ha s length up to 8 wave lengths of the incident wave. We describe a scheme using a representation of the boundary integral equation in the form of an operator convolution equation on the symmetry group of the cube. We compare the results of numerical solution of integral equations of first and second kind for scalar and vector problems of diffraction of a plane wave on a cube. Translated fromProblemy Matematicheskoi Fiziki, 1998, pp. 36–45.     

Matrix-differential methods of solving boundary-value problems for the nonlinear one-dimensional heat-conduction equation

Matrix numerical differentiation algorithms are applied to construct numerical-analytical methods for approximate solution of boundary-value problems for the nonlinear one-dimensional equation of heat conduction. The problems are reduced to a system of differential equations for the values of the sought approximate solution in the interior grid nodes and also to numerical formulas for the solution values at the boundary nodes. A numerical experiment is conducted. The error relative to grid spacing is established.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 60, pp. 37–43, 1986.     

Numerical solution of quasi-hydrodynamic equations on triangular grids

An algorithm is proposed for numerical solution of quasi-hydrodynamic equations on unstructured spatial grids. The algorithm expands the range of solvable problems by lowering the demands on the geometry of the numerical region. __________ Translated from Prikladnaya Matematika i Informatika, No. 24, pp. 54–75, 2006.     

Numerical Solution of the Lippmann–Schwinger Equation by Approximate Approximations

A new method for the numerical solution of volume integral equations is proposed and applied to a Lippmann–Schwinger type equation in diffraction theory. The approximate solution is represented as a linear combination of the scaled and shifted Gaussian. We prove spectral convergence of the method up to some negligible saturation error. The theoretical results are confirmed by a numerical experiment.     

An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation

This work studies an inverse problem of determining the first-order coefficient of degenerate parabolic equations using the measurement data specified at a fixed internal point. Being different from other ordinary parameter identification problems in parabolic equations, in our mathematical model there exists degeneracy on the lateral boundaries of the domain, which may cause the corresponding boundary conditions to go missing. By the contraction mapping principle, the uniqueness of the solution for the inverse problem is proved. A numerical algorithm on the basis of the predictor-corrector method is designed to obtain the numerical solution and some typical numerical experiments are also performed in the paper. The numerical results show that the proposed method is stable and the unknown function is recovered very well. The results obtained in the paper are interesting and useful, and can be extended to other more general inverse coefficient problems of degenerate PDEs.     

A class of stabilized three-step Runge-Kutta methods for the numerical integration of parabolic equations

A class of explicit three-step Runge-Kutta methods is discussed for the numerical solution of initial value problems for systems of ordinary differential equations. Attention is focussed on systems which originate from parabolic partial differential equations by applying the method of lines. New stabilized schemes of first and second order are presented. Some numerical examples are discussed.     

A numerical scheme for solving nonhomogeneous time-dependent problems

A numerical technique for solving time-dependent problems with variable coefficient governed by the heat, convection diffusion, wave, beam and telegraph equations is presented. The Sinc–Galerkin method is applied to construct the numerical solution. The method is tested on three problems and comparisons are made with the exact solutions. The numerical results demonstrate the reliability and efficiency of using the Sinc–Galerkin method to solve such problems.     

Numerische Behandlung von Verzweigungsproblemen bei gewöhnlichen Differentialgleichungen

Summary We present a new method for the numerical solution of bifurcation problems for ordinary differential equations. It is based on a modification of the classical Ljapunov-Schmidt-theory. We transform the problem of determining the nontrivial branch bifurcating from the trivial solution into the problem of solving regular nonlinear boundary value problems, which can be treated numerically by standard methods (multiple shooting, difference methods).

     

A comparison of the String Gradient Weighted Moving Finite Element method and a Parabolic Moving Mesh Partial Differential Equation method for solutions of partial differential equations

We compare numerical experiments from the String Gradient Weighted Moving Finite Element method and a Parabolic Moving Mesh Partial Differential Equation method, applied to three benchmark problems based on two different partial differential equations. Both methods are described in detail and we highlight some strengths and weaknesses of each method via the numerical comparisons. The two equations used in the benchmark problems are the viscous Burgers’ equation and the porous medium equation, both in one dimension. Simulations are made for the two methods for: a) a travelling wave solution for the viscous Burgers’ equation, b) the Barenblatt selfsimilar analytical solution of the porous medium equation, and c) a waiting-time solution for the porous medium equation. Simulations are carried out for varying mesh sizes, and the numerical solutions are compared by computing errors in two ways. In the case of an analytic solution being available, the errors in the numerical solutions are computed directly from the analytic solution. In the case of no availability of an analytic solution, an approximation to the error is computed using a very fine mesh numerical solution as the reference solution.     

A successive approximations method of designing viscoplastic film structures

The solution of problems in which plasticity and creep have to be taken into account necessitates the formulation of cumber some nonlinear differential equations. Finding a solution (analytical or numerical) of these equations is a complex mathematical problem. In some cases, when more detailed data on the mechanical properties of the material in a complex stress state are available, the solution of such problems can be simplified by making use of the aging theory associated with the Tresca-St. Venant conditions of creep. A numerical solution is obtained in this case with the aid of geometrical conditions and equilibrium equations; the accuracy of the solution is determined by the number of approximations.Mekhanika Polimerov, Vol. 1, No. 3, pp. 137–144, 1965     

Solving Multi‐Scale problems with heterogeneous finite difference methods

Multi‐scale differential equations are problems in which the variables can have different length scales. The direct numerical solution of differential equations with multiple scales is often difficult due to the work for resolving the smallest scale. We present here a strategy which allows the use of finite difference methods for the numerical solution of parabolic multi‐scale problems, based on a coupling of macroscopic and microscopic models for the original equation.     

Simple Diffraction Processes for Nagumo- and Fisher-type Diffusion Fronts

The diffraction of a diffusion front by concave and convex wedges is studied for Nagumo and Fisher's equations on the limit of fast reaction and small diffusion, using both the asymptotic theory and full numerical solutions. For the case of a convex corner, the full numerical solution confirms that the front evolves according to the asymptotic theories. On the other hand, for the concave corner, it is shown numerically that the diffraction produces at the corner a region of low values of the solution for both the Nagumo and Fisher's equations. Moreover, in both cases, the front eventually evolves, leaving behind a cavity. In the case of the Nagumo equation, it is shown that the long-term behavior of the diffraction front is just a traveling front, bent at the sloping wall. The bent region maintains its size as the front travels. This behavior is predicted by an exact traveling wave solution of the asymptotic equation for the front propagation. Good agreement is found between the numerical and the asymptotic solutions. On the other hand, behavior of the diffracted front for Fisher's equation is different. In this case, the front is bent at the sloping wall, but, as time passes, the bend becomes smaller and moves toward the sloping wall. This behavior is, again, predicted by the asymptotic solution. The numerics strongly suggest that the final state for the concave corner is a steady cavity-like solution with low values at the corner and high values away from it. This solution has an angular dependence that varies with the angle of the sloping wall.     

A numerical scheme for solving nonhomogeneous time-dependent problems

A numerical technique for solving time-dependent problems with variable coefficient governed by the heat, convection diffusion, wave, beam and telegraph equations is presented. The Sinc–Galerkin method is applied to construct the numerical solution. The method is tested on three problems and comparisons are made with the exact solutions. The numerical results demonstrate the reliability and efficiency of using the Sinc–Galerkin method to solve such problems. Received: January 18, 2005     

Iterative solution of the stefan problem with several boundaries

An iterative process is constructed for numerical solution of weakly stable boundary-value problems for parabolic equations with unknown moving boundaries. Special emphasis is placed on the choice of the initial approximation.Translated from Vychislitel'naya Matematika i Matematicheskoe Obespechenie EVM, pp. 37–43, 1985.     

Boundary and initial-value methods for solving Fredholm equations with semidegenerate kernels

We develop a new approach to the theory and numerical solution of a class of linear and nonlinear Fredholm equations. These equations, which have semidegenerate kernels, are shown to be equivalent to two-point boundary-value problems for a system of ordinary differential equations. Applications of numerical methods for this class of problems allows us to develop a new class of numerical algorithms for the original integral equation. The scope of the paper is primarily theoretical; developing the necessary Fredholm theory and giving comparisons with related methods. For convolution equations, the theory is related to that of boundary-value problems in an appropriate Hilbert space. We believe that the results here have independent interest. In the last section, our methods are extended to certain classes of integrodifferential equations.     

A factorization method for numerical solution of the Navier–Stokes equations for a viscous incompressible liquid

Some implicit difference scheme of approximate factorization is proposed for numerical solution of the Navier–Stokes equations for an incompressible liquid in curvilinear coordinates. Testing of the algorithm is carried out on the solution of the problems concerning the Couette and Poiseuille flows; and the results are presented of numerical simulation of a flow between the rotating cylinders with covers.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.