Steady Groundwater Flow with Steep Gradients: An Analytic Approach to the 2D–Problem with a Vertical Pressure Boundary Condition and Steady Recharge/Drainage

Steady groundwater flow with steep gradients in a vertical plane due to superficial recharge/drainage, inner sources/sinks and a one‐sided pressure boundary condition can be described by a 2D Poisson equation with a nonlinear free surface boundary condition. By means of conformal mapping techniques Schmitz and Edenhofer [1] derived the exact explicit solution of this problem in a horizontally infinite aquifer. Their results are extended to problems with a one‐sided vertical pressure boundary condition, modelling f. ex. the boundary between an aquifer and an adjacent free water body. According to ist simple parametrization, this approach can be applied on one hand to model various real world phenomena like river–aquifer–systems. It may on the other hand serve as a tool for investigating the exactness of numerical solutions and the range of validity of simplifying assumptions. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

垂直与水平渗透作用下潜水非稳定渗流运动规律

对河渠边界控制的半无限含水层,建立垂向入渗与河渠水平渗透共同作用下的潜水非稳定渗流模型;利用Boussinesq第一线性化方法,通过Laplace变换,给出模型的解析解. 证明相关经典公式与模型特定解之间的转换关系,分析经典公式适用范围．根据模型解,逐一定量研究下述变量,如垂向入渗强度、河渠水位变动幅度、含水层结构参数如给水度和导压系数、计算点与边界之间的距离,对渗流过程的影响．这些变量的变化,对潜水位获最大上升速度的时间产生延迟效应;论证一些变量间产生等效延迟效应的条件．根据解的数学特征,讨论其对应的物理意义和潜水位变动规律．     

Three-dimensional non-Darcy flow analysis using a hybrid numerical model

A hybrid numerical model is developed for the simulation of three-dimensional, unsteady non-Darcy flow through an unconfined aquifer. The major problem in analysing flow through unconfined aquifers is that they involve two boundaries, namely a surface of seepage and a free surface, the location of which is not known beforehand. The model that is presented here determines these boundaries via a two stage modelling technique. In the first stage a one-dimensional finite difference model is used to estimate the surface of seepage height whereas in the second stage a vertically integrated finite element model determines the free surface solution within the flow domain. A comparison between numerical and experimental results is included which indicates the sensitivity of the numerical solution to the selected aquifer parameters, particularly to those associated with the determination of the height of the surface of seepage.     

Numerical methods for fourth‐order nonlinear elliptic boundary value problems

The aim of this article is to present several computational algorithms for numerical solutions of a nonlinear finite difference system that represents a finite difference approximation of a class of fourth‐order elliptic boundary value problems. The numerical algorithms are based on the method of upper and lower solutions and its associated monotone iterations. Three linear monotone iterative schemes are given, and each iterative scheme yields two sequences, which converge monotonically from above and below, respectively, to a maximal solution and a minimal solution of the finite difference system. This monotone convergence property leads to upper and lower bounds of the solution in each iteration as well as an existence‐comparison theorem for the finite difference system. Sufficient conditions for the uniqueness of the solution and some techniques for the construction of upper and lower solutions are obtained, and numerical results for a two‐point boundary‐value problem with known analytical solution are given. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:347–368, 2001     

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     

Positive solutions and dynamics of a finite difference reaction–diffusion system

We investigate the dynamics and methods of computation for some nonlinear finite difference systems that are the discretized equations of a time-dependent and a steady-state reaction–diffusion problem. The formulation of the discrete equations for the time-dependent problem is based on the implicit method for parabolic equations, and the computational algorithm is based on the method of monotone iterations using upper and lower solutions as the initial iterations. The monotone iterative method yields improved upper and lower bounds of the solution in each iteration, and the sequence of iterations converges monotonically to a solution for both the time-dependent and the steady-state problems. An important consequence of this method is that it leads to a bifurcation point that determines the dynamic behavior of the time-dependent problem in relation to the corresponding steady-state problem. This bifurcation point also determines whether the steady-state problem has one or two non-negative solutions, and is explicitly given in terms of the physical parameters of the system and the type of boundary conditions. Numerical results are presented for both the time-dependent and the steady-state problems under various boundary conditions, including a test problem with known analytical solution. These numerical results exhibit the predicted dynamic behavior of the time-dependent solution given by the theoretical analysis. Also discussed are the numerical stability of the computational algorithm and the convergence of the finite difference solution to the corresponding continuous solution of the reaction–diffusion problem. © 1993 John Wiley & Sons, Inc.     

A solvable hyperbolic free boundary problem modelling tumour regrowth

Recently, Tian and Friedman et al. developed a mathematical model on brain tumour recurrence after resection [J.P. Tian, A. Friedman, J. Wang and E.A. Chiocca, Modeling the effects of resection, radiation and chemotherapy in glioblastoma, J. Neuro-Oncol. 91(3) (2009), pp. 287–293]. The model is a free boundary problem with a hyperbolic system of nonlinear partial differential equations. In this article, we conduct a rigorous analysis on this hyperbolic system and prove the local and global existence and uniqueness of the solution. It is well known that most nonlinear free boundary problems are impossible to solve in terms of explicit analytical solutions. In contrast, the free boundary problem in this study is solvable, and the explicit solution is found using the backward characteristic curve method. This explicit solution is then validated by numerical simulation results. An interesting finding in this study is that the problem can be treated as a hyperbolic system defined on an infinite domain where the initial condition has a first-type discontinuity.     

Finite difference reaction diffusion equations with nonlinear boundary conditions

This article is concerned with numerical solutions of finite difference systems of reaction diffusion equations with nonlinear internal and boundary reaction functions. The nonlinear reaction functions are of general form and the finite difference systems are for both time-dependent and steady-state problems. For each problem a unified system of nonlinear equations is treated by the method of upper and lower solutions and its associated monotone iterations. This method leads to a monotone iterative scheme for the computation of numerical solutions as well as an existence-comparison theorem for the corresponding finite difference system. Special attention is given to the dynamical property of the time-dependent solution in relation to the steady-state solutions. Application is given to a heat-conduction problem where a nonlinear radiation boundary condition obeying the Boltzmann law of cooling is considered. This application demonstrates a bifurcation property of two steady-state solutions, and determines the dynamic behavior of the time-dependent solution. Numerical results for the heat-conduction problem, including a test problem with known analytical solution, are presented to illustrate the various theoretical conclusions. © 1995 John Wiley & Sons, Inc.     

The linearized Boltzmann equation: Sound-wave propagation in a rarefied gas

An analytical version of the discrete-ordinates method (the ADO method) is used to establish concise and particularly accurate solutions to the problem of sound-wave propagation in a rarefied gas. The analysis and the numerical work are based on a rigorous form of the linearized Boltzmann equation (for rigid-sphere interactions), and in contrast to many other works formulated (for an infinite medium) without a boundary condition, the solution reported here satisfies a boundary condition that models a diffusely-reflecting vibrating plate. In addition and in order to investigate the effect of kinetic models, solutions are developed for the BGK model, the S model, the Gross-Jackson model, as well as for the (newly defined) MRS model and the CES model. While the developed numerical results are compared to available experimental data, emphasis in this work is placed on the solutions of the problem of sound-wave propagation as described by the linearized Boltzmann equation and the five considered kinetic models. Received: November 22, 2004; revised: February 24, 2005     

基于不动点方法求解非线性Falkner-Skan流动方程

Falkner-Skan流动方程描述绕楔面的流动,该方程具有很强的非线性.首先通过引入变换式,将原半无限大区域上的流动问题转化为有限区间上的两点边值问题.接着基于泛函分析中的不动点理论,采用不动点方法求解两点边值问题从而得到Falkner Skan流动方程的解.最后将不动点方法给出的结果和文献中的数值结果相比较,发现不动点方法得到的结果具有很高的精度,并且解的精度很容易通过迭代而不断得到提高.表明不动点方法是一种求解非线性微分方程行之有效的方法.     

Finite-difference methods with increased accuracy and correct initialization for one-dimensional Stefan problems

Although the numerical solution of one-dimensional phase-change, or Stefan, problems is well documented, a review of the most recent literature indicates that there are still unresolved issues regarding the start-up of a computation for a region that initially has zero thickness, as well as how to determine the location of the moving boundary thereafter. This paper considers the so-called boundary immobilization method for four benchmark melting problems, in tandem with three finite-difference discretization schemes. We demonstrate a combined analytical and numerical approach that eliminates completely the ad hoc treatment of the starting solution that is often used, and is numerically second-order accurate in both time and space, a point that has been consistently overlooked for this type of moving-boundary problem.     

The role of conditioning in mesh selection algorithms for first order systems of linear two point boundary value problems

Codes for the numerical solution of two-point boundary value problems can now handle quite general problems in a fairly routine and reliable manner. When faced with particularly challenging equations, such as singular perturbation problems, the most efficient codes use a highly non-uniform grid in order to resolve the non-smooth parts of the solution trajectory. This grid is usually constructed using either a pointwise local error estimate defined at the grid points or else by using a local residual control. Similar error estimates are used to decide whether or not to accept a solution. Such an approach is very effective in general providing that the problem to be solved is well conditioned. However, if the problem is ill conditioned then such grid refinement algorithms may be inefficient because many iterations may be required to reach a suitable mesh on which to compute the solution. Even worse, for ill conditioned problems an inaccurate solution may be accepted even though the local error estimates may be perfectly satisfactory in that they are less than a prescribed tolerance. The primary reason for this is, of course, that for ill conditioned problems a small local error at each grid point may not produce a correspondingly small global error in the solution. In view of this it could be argued that, when solving a two-point boundary value problem in cases where we have no idea of its conditioning, we should provide an estimate of the condition number of the problem as well as the numerical solution. In this paper we consider some algorithms for estimating the condition number of boundary value problems and show how this estimate can be used in the grid refinement algorithm.     

The Zhukovskii problem of the flow around a sheet pile

The solution of the Zhukovskii problem of the flow around a sheet pile is given using the principles of two-dimensional steady-state seepage in the case when, accompanying the motion of the seeping water, there is a layer of saline ground waters at a certain depth under the sheet pile and this layer is located above an impermeable thickness of rock salt. The mixed boundary-value problem of the theory of analytic functions which arises is solved using Polubarinova-Kochina's method, which is based on the application of the analytical theory of linear differential equations and, also, the method, developed by us, of the conformal mappings of circular polygons in polar meshes, which are extremely typical for the velocity hodograph domains of such flows. While reflecting the specific details and individual properties of such flows, the solution constructed below turns out to be expressed in closed form in terms of elementary functions and, consequently, it is the simplest and most convenient solution. In addition, it is the most general solution for the class of problems being considered. The well known results Zhukovskii, Vedernikov and others are obtained from it as special and limiting çases A detailed hydrodynamic analysis and the specific features of the seepage process being considered, as well as the effects of all the physical parameters of the model on the pattern of the phenomenon, are presented using this solution and by numerical calculations.     

Investigation of the effect of seepage or evaporation from a free surface by the method of circular polygons

It is proposed to use a technique developed for polygons in polar nets to integrate equations of the Fuchs class that arise when solving a wide range of problems of plane steady seepage flow using the Polubarinova-Kochina method, based on the use of the analytical theory of linear differential equations. It is shown that, for a large class of pentagons in domains where the flows,which are very characteristic of seepage problems when there is infiltration or evaporation from the free surface, have a complex velocity, the solution of the problem of determining the unknown parameters which appear in the conformal mapping can be completed. In this case, the mapping is carried out in closed form in terms of elementary functions and it is simple and convenient for subsequent application. The results obtained are used to solve the problem of seepage from a channel, taking account of the capillarity of the ground when there is evaporation from the free surface. The results of numerical calculations are presented and a hydrodynamic analysis of the effect of the basic physical parameters of the model on the dimensions of the saturation zone is given.     

Boundary element solution of the two-dimensional groundwater flow equation with stochastic free surface boundary condition

An innovative approach to the approximate solution of stochastic partial differential equations in groundwater flow is presented. The method uses a formulation of the Ito's lemma in Hilbert spaces to derive partial differential equations satisfying the moments of the solution process. Since the moments equations are deterministic, they could be solved by any analytical or numerical method existing in the literature. This permits the analysis and solution of stochastic partial differential equations occurring in two-dimensional or three-dimensional domains of any geometrical shape. The method is tested for the first time in the present paper through a practical application in a sandy phreatic aquifer at the Chalk River Nuclear Laboratories, Ontario, Canada. The equation solved is the two-dimensional LaPlace equation with a dynamic, randomly perturbed, free surface boundary condition. The moments equations are derived and solved by using the boundary integral equation method. A comparison is made with a previous analytical solution obtained by applying the randomly forced one-dimensional Boussinesq equation, and some observations on modeling procedures are given.     

The use of the method of boundary states to analyse an elastic medium with cavities and inclusions

The analytical method of boundary states is developed and theoretically substantiated. A corollary of the Weierstrass theorem is proved according to which a function that is harmonic in a bounded, simply connected domain can be approximated by a series of homogeneous harmonic polynomials. A basis of the space of functions that are harmonic outside any neighbourhood of a point is constructed. An algorithm is developed for filling the basis of the space of the states of a multicavity elastic body. The method is used to solve a series of problems of determining of the stress-strain state of an unbounded elastic medium containing spherical cavities or inclusions with different boundary conditions: the boundary of the cavity is free (the Southwell problem), constrained or under conditions of contact with a rigid core. The effect of the width of the intercavity layer on the stress concentration is analysed in a non-axisymmetric problem with two cavities. The form of the relation between the mean-square discrepancy in the boundary conditions of the solution obtained and the number of elements in the basis is indicative of the numerical convergence of the solution of this problem.     

Analysis of the scattering by an unbounded rough surface

This paper is concerned with the mathematical analysis of the solution for the wave propagation from the scattering by an unbounded penetrable rough surface. Throughout, the wavenumber is assumed to have a nonzero imaginary part that accounts for the energy absorption. The scattering problem is modeled as a boundary value problem governed by the Helmholtz equation with transparent boundary conditions proposed on plane surfaces confining the scattering surface. The existence and uniqueness of the weak solution for the model problem are established by using a variational approach. Furthermore, the scattering problem is investigated for the case when the scattering profile is a sufficiently small and smooth deformation of a plane surface. Under this assumption, the problem is equivalently formulated into a set of two‐point boundary value problems in the frequency domain, and the analytical solution, in the form of an infinite series, is deduced by using a boundary perturbation technique combined with the transformed field expansion approach. Copyright © 2012 John Wiley & Sons, Ltd.     

A variational inequality formulation for unconfined seepage problems in porous media

In the existing variational inequality formulations for the unconfined seepage problem in porous media, the seepage point, namely the exit point of the free surface, is a singular point and how to locate the seepage point exactly has been an open issue. By generalizing Darcy’s law applied solely to the saturated zone in an earth dam to the entire dam including the no-flow zone, a new variational inequality formulation is presented. The new formulation imposes a boundary condition of Signorini’s type on the potential seepage boundary and the seepage point turns out to be such a point that makes both inequalities in Signorini’s complementary condition become equalities. Singularity of the seepage point is accordingly eliminated. A strategy is developed for overcoming the mesh-dependency in the finite element implementation.     

Use of radial basis functions for solving the second‐order parabolic equation with nonlocal boundary conditions

Nonlocal mathematical models appear in various problems of physics and engineering. In these models the integral term may appear in the boundary conditions. In this paper the problem of solving the one‐dimensional parabolic partial differential equation subject to given initial and nonlocal boundary conditions is considered. These kinds of problems have certainly been one of the fastest growing areas in various application fields. The presence of an integral term in a boundary condition can greatly complicate the application of standard numerical techniques. As a well‐known class of meshless methods, the radial basis functions are used for finding an approximation of the solution of the present problem. Numerical examples are given at the end of the paper to compare the efficiency of the radial basis functions with famous finite‐difference methods. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

An iterative method for the reconstruction of a stationary flow

In this article, an iterative algorithm based on the Landweber‐Fridman method in combination with the boundary element method is developed for solving a Cauchy problem in linear hydrostatics Stokes flow of a slow viscous fluid. This is an iteration scheme where mixed well‐posed problems for the stationary generalized Stokes system and its adjoint are solved in an alternating way. A convergence proof of this procedure is included and an efficient stopping criterion is employed. The numerical results confirm that the iterative method produces a convergent and stable numerical solution. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007