Application of transparent boundary conditions to high-order finite-difference schemes for the wave equation in waveguides

We propose a method for generating finite-difference approximations of transparent boundary conditions (TBCs) with the fourth and sixth order in space. It is based on the wave equation solution continuation extra two or three layers of grid points outside the computational domain to use them in central-difference operators on approaching the boundary. We present the theoretical background of the method, give estimates of computational resources, and discuss accuracy and stability results of numerical tests in 1D and 2D cases.     

Boundary Layers and Incompressible Navier‐Stokes‐Fourier Limit of the Boltzmann Equation in Bounded Domain I

We establish the incompressible Navier‐Stokes‐Fourier limit for solutions to the Boltzmann equation with a general cutoff collision kernel in a bounded domain. Appropriately scaled families of DiPerna‐Lions(‐Mischler) renormalized solutions with Maxwell reflection boundary conditions are shown to have fluctuations that converge as the Knudsen number goes to 0. Every limit point is a weak solution to the Navier‐Stokes‐Fourier system with different types of boundary conditions depending on the ratio between the accommodation coefficient and the Knudsen number. The main new result of the paper is that this convergence is strong in the case of the Dirichlet boundary condition. Indeed, we prove that the acoustic waves are damped immediately; namely, they are damped in a boundary layer in time. This damping is due to the presence of viscous and kinetic boundary layers in space. As a consequence, we also justify the first correction to the infinitesimal Maxwellian that one obtains from the Chapman‐Enskog expansion with Navier‐Stokes scaling. This extends the work of Golse and Saint‐Raymond [20,21] and Levermore and Masmoudi [28] to the case of a bounded domain. The case of a bounded domain was considered by Masmoudi and Saint‐Raymond [34] for the linear Stokes‐Fourier limit and Saint‐Raymond [41] for the Navier‐Stokes limit for hard potential kernels. Neither [34] nor [41] studied the damping of the acoustic waves. This paper extends the result of [34,41] to the nonlinear case and includes soft potential kernels. More importantly, for the Dirichlet boundary condition, this work strengthens the convergence so as to make the boundary layer visible. This answers an open problem proposed by Ukai [46]. © 2016 Wiley Periodicals, Inc.     

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.     

Boundary pairs associated with quadratic forms

We introduce a purely functional analytic framework for elliptic boundary value problems in a variational form. We define abstract Neumann and Dirichlet boundary conditions and a corresponding Dirichlet‐to‐Neumann operator, and develop a theory relating resolvents and spectra of these operators. We illustrate the theory by many examples including Jacobi operators, Laplacians on spaces with (non‐smooth) boundary, the Zaremba (mixed boundary conditions) problem and discrete Laplacians.     

Numerical solution to a linearized KdV equation on unbounded domain

Exact absorbing boundary conditions for a linearized KdV equation are derived in this paper. Applying these boundary conditions at artificial boundary points yields an initial‐boundary value problem defined only on a finite interval. A dual‐Petrov‐Galerkin scheme is proposed for numerical approximation. Fast evaluation method is developed to deal with convolutions involved in the exact absorbing boundary conditions. In the end, some numerical tests are presented to demonstrate the effectiveness and efficiency of the proposed method.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Interplay between the Inverse Scattering Method and Fokas's Unified Transform with an Application

It is known that the initial‐boundary value problem for certain integrable Partial Differential Equations (PDEs) on the half‐line with integrable boundary conditions can be mapped to a special case of the inverse scattering method (ISM) on the full‐line. This can also be established within the so‐called unified transform (UT) of Fokas for initial‐boundary value problems with linearizable boundary conditions. In this paper, we show a converse to this statement within the Ablowitz‐Kaup‐Newell‐Segur (AKNS) scheme: the ISM on the full‐line can be mapped to an initial‐boundary value problem with linearizable boundary conditions. To achieve this, we need a matrix version of the UT that was introduced by the author to study integrable PDEs on star‐graphs. As an application of the result, we show that the new, nonlocal reduction of the AKNS scheme introduced by Ablowitz and Musslimani to obtain the nonlocal nonlinear Schrödinger (NLS) equation can be recast as an old, local reduction, thus putting the nonlocal NLS and the NLS equations on equal footing from the point of view of the reduction group theory of Mikhailov.     

On an initial‐boundary value problem for a wide‐angle parabolic equation in a waveguide with a variable bottom

We consider the third‐order Claerbout‐type wide‐angle parabolic equation (PE) of underwater acoustics in a cylindrically symmetric medium consisting of water over a soft bottom B of range‐dependent topography. There is strong indication that the initial‐boundary value problem for this equation with just a homogeneous Dirichlet boundary condition posed on B may not be well‐posed, for example when B is downsloping. We impose, in addition to the above, another homogeneous, second‐order boundary condition, derived by assuming that the standard (narrow‐angle) PE holds on B, and establish a priori H² estimates for the solution of the resulting initial‐boundary value problem for any bottom topography. After a change of the depth variable that makes B horizontal, we discretize the transformed problem by a second‐order accurate finite difference scheme and show, in the case of upsloping and downsloping wedge‐type domains, that the new model gives stable and accurate results. We also present an alternative set of boundary conditions that make the problem exactly energy conserving; one of these conditions may be viewed as a generalization of the Abrahamsson–Kreiss boundary condition in the wide‐angle case. Copyright © 2008 John Wiley & Sons, Ltd.     

Matrix representations of Sturm‐Liouville problems with coupled eigenparameter‐dependent boundary conditions and transmission conditions

We study matrix representations of Sturm‐Liouville problems with coupled eigenparameter‐dependent boundary conditions and transmission conditions. Meanwhile, given any matrix eigenvalue problem with coupled eigenparameter‐dependent boundary conditions and transmission conditions, we construct a class of Sturm‐Liouville problems with given boundary conditions and transmission conditions such that they have the same eigenvalues.     

Modification of the lie‐algebraic scheme and approximation error estimations

A new modification of the the Lie‐algebraic scheme for solving partial differential equations with initial and boundary conditions based on constructing quasirepresentations of the Heisenberg‐Weyl algebra operators involving boundary conditions is proposed. Approximation errors for the modified scheme are evaluated. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Transparent boundary conditions based on the pole condition for time‐dependent,two‐dimensional problems

The pole condition approach for deriving transparent boundary conditions is extended to the time‐dependent, two‐dimensional case. Nonphysical modes of the solution are identified by the position of poles of the solution's spatial Laplace transform in the complex plane. By requiring the Laplace transform to be analytic on some problem‐dependent complex half‐plane, these modes can be suppressed. The resulting algorithm computes a finite number of coefficients of a series expansion of the Laplace transform, thereby providing an approximation to the exact boundary condition. The resulting error decays super‐algebraically with the number of coefficients, so relatively few additional degrees of freedom are sufficient to reduce the error to the level of the discretization error in the interior of the computational domain. The approach shows good results for the Schrödinger and the drift‐diffusion equation but, in contrast to the one‐dimensional case, exhibits instabilities for the wave and Klein–Gordon equation. Numerical examples are shown that demonstrate the good performance in the former and the instabilities in the latter case. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Boundary value problems on manifolds with fibered boundary

We define a class of boundary value problems on manifolds with fibered boundary. This class is in a certain sense a deformation between the classical boundary value problems and the Atiyah–Patodi–Singer problems in subspaces (it contains both as special cases). The boundary conditions in this theory are taken as elements of the C *‐algebra generated by pseudodifferential operators and families of pseudodifferential operators in the fibers. We prove the Fredholm property for elliptic boundary value problems and compute a topological obstruction (similar to Atiyah–Bott obstruction) to the existence of elliptic boundary conditions for a given elliptic operator. Geometric operators with trivial and nontrivial obstruction are given. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Second order nonlocal boundary value problems at resonance

We present sufficient conditions for the existence of positive solutions for some second order boundary value problems at resonance. The boundary conditions that we study are quite general, involve a Stieltjes integral and include, as particular cases, multi‐point and integral boundary conditions. Our results are based on a Leggett‐Williams norm‐type theorem due to O'Regan and Zima. We employ a general abstract approach which allows us to improve and complement recent results in the literature. © 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim     

Asymptotics of eigenfrequencies and eigenmodes of non‐homogeneous inextensible filament with an end load

We consider a class of non‐selfadjoint operators generated by the equation and the boundary conditions, which govern small vibrations of an ideal filament with non‐conservative boundary conditions at one end and a heavy load at the other end. The filament has a non‐constant density and is subject to a viscous damping with a non‐constant damping coefficient. The boundary conditions contain two arbitrary complex parameters. We derive the spectral asymptotics for the aforementioned two‐parameter family of non‐selfadjoint operators. In the forthcoming papers, based on the asymptotical results of the present paper, we will prove the Riesz basis property of the eigenfunctions. The spectral results obtained in the aforementioned papers will allow us to solve boundary and/or distributed controllability problems for the filament using the spectral decomposition method. Copyright © 2001 John Wiley & Sons, Ltd.     

Nonlinear Schrödinger equation in a semi-strip: Evolution of the Weyl–Titchmarsh function and recovery of the initial condition and rectangular matrix solutions from the boundary conditions

Rectangular matrix solutions of the defocusing nonlinear Schrödinger equation (dNLS) are studied in quarter-plane and semi-strip. Evolution of the corresponding Weyl–Titchmarsh (Weyl) function is described in terms of the initial Weyl function and boundary conditions. In the next step, the initial Weyl function is recovered (for the quarter-plane case) from the long-time asymptotics of the wave function considered at the boundary. Thus, it is shown that the evolution of the Weyl function is uniquely defined by the boundary conditions. Moreover, a procedure to recover solutions of dNLS (uniquely defined by the boundary conditions) is given. In a somewhat different way, the same boundary value problem is also dealt with in a semi-strip (for the case of a quasi-analytic initial condition).     

Analysis of united boundary‐domain integro‐differential and integral equations for a mixed BVP with variable coefficient

The mixed (Dirichlet–Neumann) boundary‐value problem for the ‘Laplace’ linear differential equation with variable coefficient is reduced to boundary‐domain integro‐differential or integral equations (BDIDEs or BDIEs) based on a specially constructed parametrix. The BDIDEs/BDIEs contain integral operators defined on the domain under consideration as well as potential‐type operators defined on open sub‐manifolds of the boundary and acting on the trace and/or co‐normal derivative of the unknown solution or on an auxiliary function. Some of the considered BDIDEs are to be supplemented by the original boundary conditions, thus constituting boundary‐domain integro‐differential problems (BDIDPs). Solvability, solution uniqueness, and equivalence of the BDIEs/BDIDEs/BDIDPs to the original BVP, as well as invertibility of the associated operators are investigated in appropriate Sobolev spaces. Copyright © 2005 John Wiley & Sons, Ltd.     

On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

二维不可压缩磁流体方程边界层分离的条件

该文研究了二维不可压缩磁流体方程的解,其中要求磁流体的速度满足Dirichlet边界条件、磁场在边界上的值与时间无关. 利用Taylor展开式和不可压缩流的结构分歧理论, 得到了磁流体方程发生边界层分离的条件, 它取决于外力、初值和磁场在边界上的取值, 并且该条件可以预测磁流体边界层分离发生的时间与地点.     

Unconditionally stable modified methods for the solution of two‐ and three‐dimensional telegraphic equation with Robin boundary conditions

In this article, we discuss modified three level implicit difference methods of order two in time and four in space for the numerical solution of two‐ and three‐dimensional telegraphic equation with Robin boundary conditions. Ghost points are introduced to obtain fourth‐order approximations for boundary conditions. Matrix stability analysis is carried out to prove stability of the method for telegraphic equations in two and three dimensions with Neumann boundary conditions. Numerical experiments are carried out and the results are found to be better when compared with the results obtained by other existing methods.     

On the resolvent arising in a parameter‐elliptic multi‐order boundary problem

In this paper we consider a boundary problem for a parameter‐elliptic, multi‐order system of differential equations defined over a bounded region in $\mathbb {R}^n$ and under limited smoothness assumptions as well as under boundary conditions which include those of Dirichlet. Information is then derived concerning the asymptotic behaviour of the trace of a power of the resolvent of the Hilbert space operator, in general non‐selfadjoint, induced by the boundary problem under null boundary conditions. This information will then be used in a subsequent work to derive various results pertaining to the asymptotic behaviour of the eigenvalues of this operator.