Mechanical Quadrature Methods and Extrapolation Algorithms for Boundary Integral Equations with Linear Boundary Conditions in Elasticity

By potential theory, elastic problems with linear boundary conditions are converted into boundary integral equations (BIEs) with logarithmic and Cauchy singularity. In this paper, a mechanical quadrature method (MQMs) is presented to deal with the logarithmic and the Cauchy singularity simultaneously for solving the boundary integral equations. The convergence and stability are proved based on Anselone??s collective compact and asymptotical compact theory. Furthermore, an asymptotic expansion with odd powers of errors is presented, which possesses high accuracy order O(h ³). Using h ³?Richardson extrapolation algorithms (EAs), the accuracy order of the approximation can be greatly improved to O(h ⁵), and an a posteriori error estimate can be obtained for constructing a self-adaptive algorithm. The efficiency of the algorithm is illustrated by examples.     

High accuracy eigensolution and its extrapolation for potential equations

From the potential theorem, the fundamental boundary eigenproblems can be converted into boundary integral equations （BIEs） with the logarithmic singularity. In this paper, mechanical quadrature methods （MQMs） are presented to obtain the eigensolutions that are used to solve Laplace＇s equations. The MQMs possess high accuracy and low computation complexity. The convergence and the stability are proved based on Anselone＇s collective and asymptotical compact theory. An asymptotic expansion with odd powers of the errors is presented. By the h3-Richardson extrapolation algorithm （EA）, the accuracy order of the approximation can be greatly improved, and an a posteriori error estimate can be obtained as the self-adaptive algorithms. The efficiency of the algorithm is illustrated by examples.     

Mixed boundary value problem of heat conduction for infinite slab

Summary An axisymmetric steady state heat conduction boundary value problem having mixed boundary conditions on both faces of an infinite slab, is reduced to a pair of Fredholm integral equations of the second kind. For large values of h, the slab thickness, a solution correct to O(h ^–6) is obtained by expanding the kernels in power series.Presently at Imperial College, London.     

New numerical method for partial differential equations. 1: Application to the diffusion equation

In this paper a new, highly accurate method called PH is presented for the numerical integration of partial differential equations. The method is applied for the solution of the one-dimensional diffusion equation. Upon integrating the equation within a subdomain of space and time using the prismoidal approximation, a three-point implicit scheme is obtained with a truncation error of order O(k⁴, h⁶), where k and h represent the time and space steps respectively. The method is stable under the condition s = αk/h² ? S(δ), where the function S(δ) increases as the parameter δ decreases from 1/12 to negative values. In practice the method behaves as unconditionally stable upon choosing an appropriate value for δ. A new formula is also adopted for the implementation of a Neumann boundary condition, introducing a truncation error of order O(h⁴). Numerical solutions are obtained incorporating Dirichlet and Neumann boundary conditions. The results prove that our method is far more accurate than any other-implicit or explicit method.     

Condensed Galerkin element of degree m for first-order initial-value problem with O(h2m+2) super-convergent nodal solutions

A new type of Galerkin finite element for first-order initial-value problems (IVPs) is proposed. Both the trial and test functions employ the same m-degreed polynomials. The adjoint equation is used to eliminate one degree of freedom (DOF) from the test function, and then the so-called condensed test function and its consequent condensed Galerkin element are constructed. It is mathematically proved and numerically verified that the condensed element produces the super-convergent nodal solutions of O(h^2m+2), which is equivalent to the order of accuracy by the conventional element of degree m + 1. Some related properties are addressed, and typical numerical examples of both linear and nonlinear IVPs of both a single equation and a system of equations are presented to show the validity and effectiveness of the proposed element.

     

General hyperbolic difference formulas for linear and quasilinear hyperbolic equations

The method of non-standard finite elements was used to develop multilevel difference schemes for linear and quasilinear hyperbolic equations with Dirichlet boundary conditions. A closed form equation of kth-order accuracy in space and time (O(Δt^k, Δx^k)) was developed for one-dimensional systems of linear hyperbolic equations with Dirichlet boundary conditions. This same equation is also applied to quasilinear systems. For the quasilinear systems a simple iteration technique was used to maintain the kth-order accuracy. Numerical results are presented for the linear and non-linear inviscid Burger's equation and a system of shallow water equations with Dirichlet boundary conditions.     

Differential-equation-based representation of truncation errors for accurate numerical simulation

High-order compact finite difference schemes for two-dimensional convection-diffusion-type differential equations with constant and variable convection coefficients are derived. The governing equations are employed to represent leading truncation terms, including cross-derivatives, making the overall O(h⁴) schemes conform to a 3 × 3 stencil. We show that the two-dimensional constant coefficient scheme collapses to the optimal scheme for the one-dimensional case wherein the finite difference equation yields nodally exact results. The two-dimensional schemes are tested against standard model problems, including a Navier-Stokes application. Results show that the two schemes are generally more accurate, on comparable grids, than O(h²) centred differencing and commonly used O(h) and O(h³) upwinding schemes.     

The Stress–Strain State of Geometrically and Physically Nonlinear Plates with One-Sided Corrosive Wear

A technique is proposed to investigate one-sided corrosive wear. The problem is solved with regard for geometric and physical nonlinearity. Two, Dolinskii's and Gutman's corrosion models are considered. The quasistatic problem is solved by the method of variational iterations, which reduce ordinary differential equations to a system of nonlinear equations with approximation o(h ²) to be solved by Newton's method. At each step, to allow for physical nonlinearity, the method of variable elastic parameters is used. Also a technique is developed to consider various boundary conditions and ⁱ(e ⁱ) diagrams. Specific numerical results are presented.     

Improving the accuracy of the least-squares finite element approximation of the linearized steady Euler equations by an embedding method

The standard least-squares finite element method for the linearized Euler equations turns out to be inaccurate. This method is studied in detail for a system of composite type, obtained by transformation of the linearized Euler equations. The shortcomings of the method are clarified and an embedding method is constructed. It is shown numerically that this new method is O(h²)-accurate.     

A Nodal Method for Phase Change Moving Boundary Problems

A semi-analytic numerical scheme has been developed to solve the one-dimensional, moving boundary phase change problem with time-dependent boundary conditions. Locally analytic, approximate solutions are developed for the position of the moving boundary, and for temperature distribution. Set of discrete equations are obtained by applying these solutions over space-time nodes, and by imposing continuity of temperature and heat flux. Application of this so-called nodal integral approach to the nonlinear Stefan problem shows that the scheme is O(Δx ²), and that it predicts the position of the moving boundary and the temperature distribution within the domain very accurately. For example, with as little as two nodes in the spatial domain, the location of the moving boundary for the case of an exponentially increasing surface temperature on the boundary, after one dimensionless time unit, is found with an error of less than 1%. In addition to large size nodes in space, this scheme also allows the use of very large size time steps. Comparison of numerical results with reference solutions is presented.     

Existence of solutions for nonlinear impulsive Hammerstein integral equations in Banach spaces

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An optimized Schwarz method with two‐sided Robin transmission conditions for the Helmholtz equation

Optimized Schwarz methods are working like classical Schwarz methods, but they are exchanging physically more valuable information between subdomains and hence have better convergence behaviour. The new transmission conditions include also derivative information, not just function values, and optimized Schwarz methods can be used without overlap. In this paper, we present a new optimized Schwarz method without overlap in the 2d case, which uses a different Robin condition for neighbouring subdomains at their common interface, and which we call two‐sided Robin condition. We optimize the parameters in the Robin conditions and show that for a fixed frequency an asymptotic convergence factor of 1 – O(h^1/4) in the mesh parameter h can be achieved. If the frequency is related to the mesh parameter h, h = O(1/ω^γ) for γ?1, then the optimized asymptotic convergence factor is 1 – O(ω^(1–2γ)/8). We illustrate our analysis with 2d numerical experiments. Copyright © 2007 John Wiley & Sons, Ltd.     

On the equation of deflection of a thick plate

Summary Approximate equations of the deflection of a thick plate are derived from fundamental equations of a three-dimensional elastic body, by expanding components of displacement into power series in platethickness h and then by truncating at appropriate terms of 0(h ⁿ ).The method proposed here enables us to give a systematic treatment to obtain approximate equations with any desired accuracy in the sense of increasing order of h. As an example, a thick plate is treated under distributed pressure acting at its upper surface.

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Über die Gleichung zur Durchbiegung einer dicken Platte

Übersicht Näherungsgleichungen für die Durchbiegung einer dicken Platte werden aus den drei-dimensionalen Fundamentalgleichungen der Elastizität hergeleitet, wobei die Verschiebungen erst nach Potenzreihen der Plattendicke h entwickelt und danach an passenden Termen von 0(h ⁿ ) abgebrochen werden.Die hier präsentierte Methode ermöglicht uns ein systematisches Verfahren, um die Näherungsgleichungen mit einer beliebig gewünschten Genauigkeit im Sinne zunehmender Ordnung von h zu gewinnen. Als ein Beispiel wird eine dicke Platte unter verteilter Belastung an ihrer Deckfläche behandelt.

     

Applications of the dual integral formulation in conjunction with fast multipole method to the oblique incident wave problem

In this paper, the dual integral formulation is derived for the modified Helmholtz equation in the propagation of oblique incident wave passing a thin barrier (zero thickness) by employing the concept of fast multipole method (FMM) to accelerate the construction of an influence matrix. By adopting the addition theorem, the four kernels in the dual formulation are expanded into degenerate kernels that separate the field point and the source point. The source point matrices decomposed in the four influence matrices are similar to each other or only to some combinations. There are many zeros or the same influence coefficients in the field point matrices decomposed in the four influence matrices, which can avoid calculating the same terms repeatedly. The separable technique reduces the number of floating‐point operations from O((N)²) to O(N log^a(N)), where N is the number of elements and a is a small constant independent of N. Finally, the FMM is shown to reduce the CPU time and memory requirement, thus enabling us to apply boundary element method (BEM) to solve water scattering problems efficiently. Two‐moment FMM formulation was found to be sufficient for convergence in the singular equation. The results are compared well with those of conventional BEM and analytical solutions and show the accuracy and efficiency of the FMM. Copyright © 2008 John Wiley & Sons, Ltd.     

Incompressible Fluids in Thin Domains with Navier Friction Boundary Conditions (I)

This study is motivated by problems arising in oceanic dynamics. Our focus is the Navier–Stokes equations in a three-dimensional domain Ω_ɛ, whose thickness is of order O(ɛ) as ɛ → 0, having non-trivial topography. The velocity field is subject to the Navier friction boundary conditions on the bottom and top boundaries of Ω_ɛ, and to the periodicity condition on its sides. Assume that the friction coefficients are of order O(ɛ^3/4) as ɛ → 0. It is shown that if the initial data, respectively, the body force, belongs to a large set of H¹(Ω_ɛ), respectively, L²(Ω_ɛ), then the strong solution of the Navier–Stokes equations exists for all time. Our proofs rely on the study of the dependence of the Stokes operator on ɛ, and the non-linear estimate in which the contributions of the boundary integrals are non-trivial.     

A single cell high order scheme for the convection-diffusion equation with variable coefficients

A new finite difference scheme for the convection-diffusion equation with variable coefficients is proposed. The difference scheme is defined on a single square cell of size 2h over a 9-point stencil and has a truncation error of order h⁴. The resulting system of equations can be solved by iterative methods. Numerical results of some test problems are given.     

Numerical studies of the fingering phenomena for the thin film equation

We present a new interpretation of the fingering phenomena of the thin liquid film layer through numerical investigations. The governing partial differential equation is h_t + (h²?h³)_x = ??·(h³?Δh), which arises in the context of thin liquid films driven by a thermal gradient with a counteracting gravitational force, where h = h(x, y, t) is the liquid film height. A robust and accurate finite difference method is developed for the thin liquid film equation. For the advection part (h²?h³)_x, we use an implicit essentially non‐oscillatory (ENO)‐type scheme and get a good stability property. For the diffusion part ??·(h³?Δh), we use an implicit Euler's method. The resulting nonlinear discrete system is solved by an efficient nonlinear multigrid method. Numerical experiments indicate that higher the film thickness, the faster the film front evolves. The concave front has higher film thickness than the convex front. Therefore, the concave front has higher speed than the convex front and this leads to the fingering phenomena. Copyright © 2010 John Wiley & Sons, Ltd.     

Numerical solutions of systems with (p,δ)‐structure using local discontinuous Galerkin finite element methods

In this paper, we present LDG methods for systems with (p,δ)‐structure. The unknown gradient and the nonlinear diffusivity function are introduced as auxiliary variables and the original (p,δ) system is decomposed into a first‐order system. Every equation of the produced first‐order system is discretized in the discontinuous Galerkin framework, where two different nonlinear viscous numerical fluxes are implemented. An a priori bound for a simplified problem is derived. The ODE system resulting from the LDG discretization is solved by diagonal implicit Runge–Kutta methods. The nonlinear system of algebraic equations with unknowns the intermediate solutions of the Runge–Kutta cycle is solved using Newton and Picard iterative methodology. The performance of the two nonlinear solvers is compared with simple test problems. Numerical tests concerning problems with exact solutions are performed in order to validate the theoretical spatial accuracy of the proposed method. Further, more realistic numerical examples are solved in domains with non‐smooth boundary to test the efficiency of the method. Copyright © 2014 John Wiley & Sons, Ltd.     

Asymptotics of the frequencies of elastic waves trapped by a small crack in a cylindrical waveguide

An asymptotics of frequencies of waves trapped in a space waveguide with a partially clamped lateral surface and a crack of a small diameter O(h) is obtained. The corresponding eigenvalue is located at a distance O(h ⁶) from the first threshold of the continuous spectrum.     

Hopf Bifurcation in the presence of symmetry

Using group theoretic techniques, we obtain a generalization of the Hopf Bifurcation Theorem to differential equations with symmetry, analogous to a static bifurcation theorem of Cicogna. We discuss the stability of the bifurcating branches, and show how group theory can often simplify stability calculations. The general theory is illustrated by three detailed examples: O(2) acting on R ², O(n) on R ⁿ , and O(3) in any irreducible representation on spherical harmonics.The work of second author was also supported by a visiting position in the Department of Mathematics, University of Houston