Determining the temperature from incomplete boundary data

An iterative procedure for determining temperature fields from Cauchy data given on a part of the boundary is presented. At each iteration step, a series of mixed well‐posed boundary value problems are solved for the heat operator and its adjoint. A convergence proof of this method in a weighted L²‐space is included, as well as a stopping criteria for the case of noisy data. Moreover, a solvability result in a weighted Sobolev space for a parabolic initial boundary value problem of second order with mixed boundary conditions is presented. Regularity of the solution is proved. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Mathematical problems of the theory of elasticity of chiral materials for Lipschitz domains

By the potential method, we investigate the Dirichlet and Neumann boundary value problems of the elasticity theory of hemitropic (chiral) materials in the case of Lipschitz domains. We study properties of the single‐ and double‐layer potentials and of certain, generated by them, boundary integral operators. These results are applied to reduce the boundary value problems to the equivalent first and the second kind integral equations and the uniqueness and existence theorems are proved in various function spaces. Copyright © 2005 John Wiley & Sons, Ltd.     

A boundary element approach for solving plane elastostatic equations of anisotropic functionally graded materials

A boundary element method is proposed for the numerical solution of an important class of boundary value problems governed by plane elastostatic equations of anisotropic functionally graded materials. The grading function of the material properties may be any general function that varies smoothly from point to point in the material. The proposed boundary element method is applied to solve some specific problems to check its validity and accuracy.     

Composite spectral method for solution of the diffusion equation with specification of energy

Many physical subjects are modeled by nonclassical parabolic boundary value problems with nonlocal boundary conditions replacing the classic boundary conditions. In this article, we introduce a new numerical method for solving the one‐dimensional parabolic equation with nonlocal boundary conditions. The approximate proposed method is based upon the composite spectral functions. The properties of composite spectral functions consisting of terms of orthogonal functions are presented and are utilized to reduce the problem to some algebraic equations. The method is easy to implement and yields very accurate result. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains

The numerical solution of the heat equation in unbounded domains (for a 1D problem‐semi‐infinite line and for a 2D one semi‐infinite strip) is considered. The artificial boundaries are introduced and the exact artificial boundary conditions are derived. The original problems are transformed into problems on finite domains. The space semi‐discretization by finite element method and the full approximation by the implicit‐explicit Euler's method are presented. The solvability of the full discretization schemes is analyzed. Computational examples demonstrate the accuracy and the efficiency of the algorithms. Also, the behavior of blowing up solutions is examined numerically. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 379–399, 2007     

Direct and inverse solutions of the two-dimensional hyperbolic heat conduction problems

A sequential method is proposed to estimate boundary condition of the two-dimensional hyperbolic heat conduction problems. An inverse solution is deduced from a finite difference method, the concept of the future time and a modified Newton–Raphson method. The undetermined boundary condition at each time step is denoted as an unknown variable in a set of non-linear equations, which are formulated from the measured temperature and the calculated temperature. Then, an iterative process is used to solve the set of equations. No selected function is needed to represent the undetermined function in advance. The example problem is used to demonstrate the characteristics of the proposed method. In the example, a well-known problem is used to demonstrate the validity of the proposed direct method and then the inverse solutions are evaluated. In the second example, the larger value of the relaxation time is implemented in the direct solutions and the inverse solutions. The close agreement between the exact values and the estimated results is made to confirm the validity and accuracy of the proposed method. The results show that the proposed method is an accurate and stable method to determine the boundary conditions in the two-dimensional inverse hyperbolic heat conduction problems.     

Continuous dependence on the geometry and on the initial time for a class of parabolic problems II

Extending the investigations initiated in an earlier paper, the authors deal in this paper with the solutions of another class of initial‐boundary value problems for which continuous dependence inequalities on the geometry and the initial time are established. Copyright © 2007 John Wiley & Sons, Ltd.     

A CQM-based BEM for transient heat conduction problems in homogeneous materials and FGMs

A method for numerical solution of time-domain boundary integral formulations of transient problems governed by the heat equation is presented. The heat conduction problem is analyzed considering homogeneous and non-homogeneous media. In the case of the non-homogeneous media, the conductor material is assumed to be a functionally graded material, i.e., the material properties vary spatially according to known smooth functions. For some specific spatial variations of the material properties, the fundamental solution and the boundary integral equation of the problem are obtained thanks to a change of variables that transforms the original problem to the standard heat conduction problem for homogeneous materials. For the treatment of time-dependent terms, the convolution quadrature method is adopted to approximate numerically the integral equation of the time-domain boundary element method. In the case that the responses are required at a large number of interior points, the convolution performed to calculate them is very time consuming. It is shown that the discrete convolution of the proposed formulation can be computed by means of the fast Fourier transform technique, which considerably reduces the computational complexity. Results for some transient heat conduction examples are presented to validate the numerical techniques studied.     

A posteriori error estimates for the generalized Schwarz method of a new class of advection‐diffusion equation with mixed boundary condition

In this paper, a posteriori error estimates for the generalized Schwarz method with mixed boundary condition on the interfaces for advection‐diffusion equation with second‐order boundary value problems are proved using theta time scheme combined with Galerkin spatial method. Furthermore, a asymptotic behavior in Sobolev norm is deduced using Benssoussan‐Lions' algorithm.     

Continuous dependence on the geometry and on the initial time for a class of parabolic problems I

In this paper, we investigate the continuous dependence on the geometry and the initial time for solutions u( x , t) of a class of nonlinear parabolic initial‐boundary value problems. Copyright © 2007 John Wiley & Sons, Ltd.     

Spatial behaviour of solutions of the dual‐phase‐lag heat equation

In this paper we study the spatial behaviour of solutions of some problems for the dual‐phase‐lag heat equation on a semi‐infinite cylinder. The theory of dual‐phase‐lag heat conduction leads to a hyperbolic partial differential equation with a third derivative with respect to time. First, we investigate the spatial evolution of solutions of an initial boundary‐value problem with zero boundary conditions on the lateral surface of the cylinder. Under a boundedness restriction on the initial data, an energy estimate is obtained. An upper bound for the amplitude term in this estimate in terms of the initial and boundary data is also established. For the case of zero initial conditions, a more explicit estimate is obtained which shows that solutions decay exponentially along certain spatial‐time lines. A class of non‐standard problems is also considered for which the temperature and its first two time derivatives at a fixed time T are assumed proportional to their initial values. Copyright © 2004 John Wiley & Sons, Ltd.     

Heat transfer in granular materials: effects of nonlinear heat conduction and viscous dissipation

In this paper, we study the heat transfer in a one‐dimensional fully developed flow of granular materials down a heated inclined plane. For the heat flux vector, we use a recently derived constitutive equation that reflects the dependence of the heat flux vector on the temperature gradient, the density gradient, and the velocity gradient in an appropriate frame invariant formulation. We use two different boundary conditions at the inclined surface: a constant temperature boundary condition and an adiabatic condition. A parametric study is performed to examine the effects of the material dimensionless parameters. The derived governing equations are coupled nonlinear second‐order ordinary differential equations, which are solved numerically, and the results are shown for the temperature, volume fraction, and velocity profiles. Copyright © 2013 John Wiley & Sons, Ltd.     

Initial‐Boundary Value Problems for the Defocusing Nonlinear Schrödinger Equation in the Semiclassical Limit

Initial‐boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so‐called unified transform techniques. The main obstruction to applying these methods in practice is that calculation of the spectral transforms of the initial and boundary data requires knowledge of too many boundary conditions, more than are required to make the problem well‐posed. The elimination of the unknown boundary values is frequently addressed in the spectral domain via the so‐called global relation, and types of boundary conditions for which the global relation can be solved are called linearizable. For the defocusing nonlinear Schrödinger equation, the global relation is only known to be explicitly solvable in rather restrictive situations, namely homogeneous boundary conditions of Dirichlet, Neumann, and Robin (mixed) type. General nonhomogeneous boundary conditions are not known to be linearizable. In this paper, we propose an explicit approximation for the nonlinear Dirichlet‐to‐Neumann map supplied by the defocusing nonlinear Schrödinger equation and use it to provide approximate solutions of general nonhomogeneous boundary value problems for this equation posed as an initial‐boundary value problem on the half‐line. Our method sidesteps entirely the solution of the global relation. The accuracy of our method is proven in the semiclassical limit, and we provide explicit asymptotics for the solution in the interior of the quarter‐plane space‐time domain.     

A high‐order finite difference method for 1D nonhomogeneous heat equations

In this article a sixth‐order approximation method (in both temporal and spatial variables) for solving nonhomogeneous heat equations is proposed. We first develop a sixth‐order finite difference approximation scheme for a two‐point boundary value problem, and then heat equation is approximated by a system of ODEs defined on spatial grid points. The ODE system is discretized to a Sylvester matrix equation via boundary value method. The obtained algebraic system is solved by a modified Bartels‐Stewart method. The proposed approach is unconditionally stable. Numerical results are provided to illustrate the accuracy and efficiency of our approximation method along with comparisons with those generated by the standard second‐order Crank‐Nicolson scheme as well as Sun‐Zhang's recent fourth‐order method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A fast direct solver for elliptic problems with a divergence constraint

A fast direct solution method for a discretized vector‐valued elliptic partial differential equation with a divergence constraint is considered. Such problems are typical in many disciplines such as fluid dynamics, elasticity and electromagnetics. The method requires the problem to be posed in a rectangle and boundary conditions to be either periodic boundary conditions or the so‐called slip boundary conditions in one co‐ordinate direction. The arising saddle‐point matrix has a separable form when bilinear finite elements are used in the discretization. Based on a result for so‐called p‐circulant matrices, the saddle‐point matrix can be transformed into a block‐diagonal form by fast Fourier transformations. Thus, the fast direct solver has the same structure as methods for scalar‐valued problems which are based on Fourier analysis and, therefore, it has the same computational cost ??(N log N). Numerical experiments demonstrate the good efficiency and accuracy of the proposed method. Copyright © 2002 John Wiley & Sons, Ltd.     

Taylor‐Galerkin B‐spline finite element method for the one‐dimensional advection‐diffusion equation

The advection‐diffusion equation has a long history as a benchmark for numerical methods. Taylor‐Galerkin methods are used together with the type of splines known as B‐splines to construct the approximation functions over the finite elements for the solution of time‐dependent advection‐diffusion problems. If advection dominates over diffusion, the numerical solution is difficult especially if boundary layers are to be resolved. Known test problems have been studied to demonstrate the accuracy of the method. Numerical results show the behavior of the method with emphasis on treatment of boundary conditions. Taylor‐Galerkin methods have been constructed by using both linear and quadratic B‐spline shape functions. Results shown by the method are found to be in good agreement with the exact solution. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

热载荷作用下平面裂纹问题的奇异积分方程与边界无法

从边界积分方程出发,导出了二维裂纹体热传导问题及热弹性问题的积分方程组,继而使用奇异积分方程与边界元相结合的方法,为其建立了相应的数值求解方法。此外,利用奇异积分方程的主部分析法,严格地证明了裂纹尖端温度梯度场的1/√r 奇异性,并且给出了奇性温度梯度场的精确解。最后。对一些典型例子,做了数值计算。     

A numerical solution for advection‐diffusion equation using dual reciprocity method

This article describes a numerical method based on the boundary integral equation and dual reciprocity method(DRM) for solving the one‐dimensional advection‐diffusion equations. The concept of DRM is used to convert the domain integral to the boundary that leads to an integration free method. The time derivative is approximated by the time‐stepping method. Numerical results are presented for some problems to demonstrate the usefulness and accuracy of the new approach. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Approximation of inverse operators by a new family of high‐order iterative methods

The main goal of this paper is to approximate inverse operators by high‐order Newton‐type methods with the important feature of not using inverse operators. We analyse the semilocal convergence, the speed of convergence, and the efficiency of these methods. We determine that Chebyshev's method is the most efficient method and test it on two problems: one associated to the heat equation and the other one to a boundary value problem. We consider examples with matrices that are close to be singular and/or are badly conditioned. We check the robustness and the stability of the methods by considering situations with many steps and noised data. Copyright © 2013 John Wiley & Sons, Ltd.