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.     

Convergence to equilibrium for a fully hyperbolic phase‐field model with Cattaneo heat flux law

We consider a fully hyperbolic phase‐field model in this paper. Our model consists of a damped hyperbolic equation of second order with respect to the phase function χ(t) , which is coupled with a hyperbolic system of first order with respect to the relative temperature θ(t) and the heat flux vector q (t). We prove the well‐posedness of this system subject to homogeneous Neumann boundary condition and no‐heat flux boundary condition. Then, we show that this dynamical system is a dissipative one. Finally, using the celebrated ?ojasiewicz–Simon inequality and by constructing an auxiliary functional, we prove that the solution of this problem converges to an equilibrium as time goes to infinity. We also obtain an estimate of the decay rate to equilibrium. Copyright © 2008 John Wiley & Sons, Ltd.     

Global Solutions to a Penrose–Fife Phase-field Model Under Flux Boundary Conditions for the Inverse Temperature

In this paper, we study an initial-boundary value problem for a system of phase-field equations arising from the Penrose–Fife approach to model the kinetics of phase transitions. In contrast to other recent works in the field, the correct form of the boundary condition for the temperature field is assumed which leads to additional difficulties in the mathematical treatment. It is demonstrated that global existence of strong solutions can be shown under essentially the same assumptions on the data as in the previous papers where a simplified boundary condition for the heat exchange with the surrounding medium has been used.     

A high order accurate numerical method for solving two‐dimensional dual‐phase‐lagging equation with temperature jump boundary condition in nanoheat conduction

Dual‐phase‐lagging (DPL) equation with temperature jump boundary condition (Robin's boundary condition) shows promising for analyzing nanoheat conduction. For solving it, development of higher‐order accurate and unconditionally stable (no restriction on the mesh ratio) numerical schemes is important. Because the grid size may be very small at nanoscale, using a higher‐order accurate scheme will allow us to choose a relative coarse grid and obtain a reasonable solution. For this purpose, recently we have presented a higher‐order accurate and unconditionally stable compact finite difference scheme for solving one‐dimensional DPL equation with temperature jump boundary condition. In this article, we extend our study to a two‐dimensional case and develop a fourth‐order accurate compact finite difference method in space coupled with the Crank–Nicolson method in time, where the Robin's boundary condition is approximated using a third‐order accurate compact method. The overall scheme is proved to be unconditionally stable and convergent with the convergence rate of fourth‐order in space and second‐order in time. Numerical errors and convergence rates of the solution are tested by two examples. Numerical results coincide with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1742–1768, 2015     

The scattering of plane elastic waves by a one‐dimensional periodic surface

The two‐dimensional scattering problem for time‐harmonic plane waves in an isotropic elastic medium and an effectively infinite periodic surface is considered. A radiation condition for quasi‐periodic solutions similar to the condition utilized in the scattering of acoustic waves by one‐dimensional diffraction gratings is proposed. Under this condition, uniqueness of solution to the first and third boundary‐value problems is established. We then proceed by introducing a quasi‐periodic free field matrix of fundamental solutions for the Navier equation. The solution to the first boundary‐value problem is sought as a superposition of single‐ and double‐layer potentials defined utilizing this quasi‐periodic matrix. Existence of solution is established by showing the equivalence of the problem to a uniquely solvable second kind Fredholm integral equation. Copyright © 1999 John Wiley & Sons, Ltd.     

Scattering by a highly oscillating surface

The boundary function method [A. B. Vasil'eva, V. F. Butuzov, and L. V. Kalachev, The boundary function method for singular perturbation problems, SIAM Studies in Applied Mathematics, Philadelphia, 1995] is used to build an asymptotic expansion at any order of accuracy of a scalar time‐harmonic wave scattered by a perfectly reflecting doubly periodic surface with oscillations at small and large scales. Error bounds are rigorously established, in particular in an optimal way on the relevant part of the field. It is also shown how the maximum principle can be used to design a homogenized surface whose reflected wave yields a first‐order approximation of the actual one. The theoretical derivations are illustrated by some numerical experiments, which in particular show that using the homogenized surface outperforms the usual approach consisting in setting an effective boundary condition on a flat boundary. Copyright © 2014 John Wiley & Sons, Ltd.     

Two-parameter extremum problems of boundary control for stationary thermal convection equations

Two-parameter extremum problems of boundary control are formulated for the stationary thermal convection equations with Dirichlet boundary conditions for velocity and with mixed boundary conditions for temperature. The cost functional is defined as the root mean square integral deviation of the desired velocity (vorticity, or pressure) field from one given in some part of the flow region. Controls are the boundary functions involved in the Dirichlet condition for velocity on the boundary of the flow region and in the Neumann condition for temperature on part of the boundary. The uniqueness of the extremum problems is analyzed, and the stability of solutions with respect to certain perturbations in the cost functional and one of the functional parameters of the original model is estimated. Numerical results for a control problem associated with the minimization of the vorticity norm aimed at drag reduction are discussed.     

Well-posedness,stability and numerical results for the thermoelastic behavior of a coupled joint-beam PDE-ODE system modeling the transverse motions of the antennas of a space structure

A mathematical model for both axial and transverse motions of two beams with cylindrical cross-sections coupled through a joint is presented and analyzed. The motivation for this problem comes from the need to accurately model damping and joint dynamics for the next generation of inflatable/rigidizable space structures. Thermo-elastic damping is included in the two beams and the motions are coupled through a joint which includes an internal moment. Thermal response in each beam is modeled by two temperature fields. The first field describes the circumferentially averaged temperature along the beam, and is linked to the axial deformation of the beam. The second describes the circumferential variation and is coupled to transverse bending. The resulting equations of motion consist of four, second-order in time, partial differential equations, four, first-order in time, partial differential equations, four second order ordinary differential equations, and certain compatibility boundary conditions. The system is written as an abstract differential equation in an appropriate Hilbert space, consisting of function spaces describing the distributed beam deflections and temperature fields, and a finite-dimensional space that projects important features at the joint boundary. Semigroup theory is used to prove that the system is well-posed, and that with positive damping parameters the resulting semigroup is exponentially stable. Steady states are characterized and several numerical approximation results are presented. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Hybrid boundary element formulation for acoustic wave propagation

The so‐called hybrid stress boundary element method (HSBEM) is introduced in a frequency domain formulation for the computation of acoustic radiation and scattering in closed and in finite domains. Different from other boundary element formulations, the HSBEM is based on an extended Hellinger‐Reissner variational principle and leads to a Hermitian, frequency‐dependent stiffness equation. Due to this, the method is very well suited for treating fluid structure interaction problems since the effort for the coupling the structure, discretized by a finite elements, and the fluid, discretized by the HSBEM is strongly reduced. To arrive at a boundary integral formulation, the field variables are separated into boundary variables, which are approximated by piecewise polynomial functions, and domain variables, which are approximated by a superposition of singular fundamental solutions weighed by source strength. This approximation cancels the domain integral over the equation of motion in the hybrid principle and leads to a boundary integral formulation, incorporating singular integrals. Comparing to previous results published by the authors, new considerations concerning the interpretation of singular contributions in the stiffness matrix for exterior domain problems are communicated here.     

The resistive coated sphere in the presence of a point generated wave field

We consider the low‐frequency scattering problem of a point source generated incident field by a small penetrable sphere. The sphere, which is also lossy, contains in its interior a co‐ecentric spherical core on the boundary of which an impedance boundary condition is satisfied. An appropriate modification of the incident wave field allows for the reduction of the solution to the corresponding scattering problem of plane wave incidence, by moving the point source to infinity. For the near field, we obtain the low‐frequency coefficients of the zeroth and the first order. This was done with the help of the corresponding solution for the hard core problem and an appropriate use of linearity with respect to the Robin parameter. In the far field, we derive the leading non‐vanishing terms for the normalized scattering amplitude and the scattering cross‐section, which are both of the second order, as well as for the absorption cross‐section, which is of the zeroth order. The special cases of a lossy or a lossless penetrable sphere, of a resistive sphere, and of a hard sphere are recovered by an appropriate choice of the physical or the geometrical parameters. Copyright © 1999 John Wiley & Sons, Ltd.     

APPROXIMATION, STABILITY AND FAST EVALUATION OF EXACT ARTIFICIAL BOUNDARY CONDITION FOR THE ONE-DIMENSIONAL HEAT EQUATION

In this paper we consider the numerical solution of the one-dimensional heat equation on unbounded domains. First an exact semi-discrete artificial boundary condition is derived by discretizing the time variable with the Crank-Nicolson method. The semi-discretized heat equation equipped with this boundary condition is then proved to be unconditionally stable, and its solution is shown to have second-order accuracy. In order to reduce the computational cost, we develop a new fast evaluation method for the convolution operation involved in the exact semi-discrete artificial boundary condition. A great advantage of this method is that the unconditional stability held by the semi-discretized heat equation is preserved. An error estimate is also given to show the dependence of numerical errors on the time step and the approximation accuracy of the convolution kernel. Finally, a simple numerical example is presented to validate the theoretical results.     

Local-in-time well-posedness for compressible MHD boundary layer

In this paper, we are concerned with the motion of electrically conducting fluid governed by the two-dimensional non-isentropic viscous compressible MHD system on the half plane with no-slip condition on the velocity field, perfectly conducting wall condition on the magnetic field and Dirichlet boundary condition on the temperature on the boundary. When the viscosity, heat conductivity and magnetic diffusivity coefficients tend to zero in the same rate, there is a boundary layer which is described by a Prandtl-type system. Under the non-degeneracy condition on the tangential magnetic field instead of monotonicity of velocity, by applying a coordinate transformation in terms of the stream function of magnetic field as motivated by the recent work [27], we obtain the local-in-time well-posedness of the boundary layer system in weighted Sobolev spaces.     

Superconvergence and stability for boundary penalty techniques of finite difference methods

The finite difference method (FDM) is used for Dirichlet problems of Poisson's equation, and the Dirichlet boundary condition is dealt with by boundary penalty techniques. Two penalty techniques, penalty‐integrals and penalty‐collocations (i.e., fixing), are proposed in this paper. The error bounds in the discrete H¹ norm and the infinite norms are derived. The stability analysis is based on the new effective condition number (Cond_eff) but not on the traditional condition number (Cond). The bounds of Cond_eff are explored to display that both the penalty‐integral and the penalty‐collocation techniques have good stability; the huge Cond is misleading. Since the penalty‐collocation technique (i.e., the fixing technique) is simpler, it has been applied in engineering problem for a long time. It is worthy to point out that this paper is the first time to provide a theoretical justification for such a popular penalty‐collocation (fixing) technique. Hence the penalty‐collocation is recommended for dealing with the complicated constraint conditions such as the clamped and the simply support boundary conditions of biharmonic equations. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Time Domain Impedance Boundary Conditions for a Slip Mean FlowBoundary

In modeling the physical condition of an impedance boundary, the assumption of either particle displacement continuity (PDC) or particle normal velocity continuity (PVC) at the interface between the acoustic treatment and the adjacent fluid needs to be used. Although it is well accepted that the impedance boundary condition derived from the PDC is the appropriate impedance boundary condition when there is a slip mean flow at the liner surface, the time domain impedance boundary condition is however unstable due to the Kelvin‐Helmholtz instability associated with the ”vortex sheet.” In this paper, an effective time domain impedance boundary condition for a slip mean flow boundary is proposed and validated. Several relevant issues related to the PDC and PVC are discussed. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Asymptotic behavior for a class of the renewal nonlinear equation with diffusion

In this paper, we consider nonlinear age‐structured equation with diffusion under nonlocal boundary condition and non‐negative initial data. More precisely, we prove that under some assumptions on the nonlinear term in a model of McKendrick–Von Foerster with diffusion in age, solutions exist and converge (long‐time convergence) towards a stationary solution. In the first part, we use classical analysis tools to prove the existence, uniqueness, and the positivity of the solution. In the second part, using comparison principle, we prove the convergence of this solution towards the stationary solution. Copyright © 2012 John Wiley & Sons, Ltd.     

Long‐Time Asymptotics for the Focusing Nonlinear Schrödinger Equation with Nonzero Boundary Conditions at Infinity and Asymptotic Stage of Modulational Instability

We characterize the long‐time asymptotic behavior of the focusing nonlinear Schrödinger (NLS) equation on the line with symmetric, nonzero boundary conditions at infinity by using a variant of the recently developed inverse scattering transform (IST) for such problems and by employing the nonlinear steepest‐descent method of Deift and Zhou for oscillatory Riemann‐Hilbert problems. First, we formulate the IST over a single sheet of the complex plane without introducing the uniformization variable that was used by Biondini and Kova?i? in 2014. The solution of the focusing NLS equation with nonzero boundary conditions is thereby associated with a matrix Riemann‐Hilbert problem whose jumps grow exponentially with time for certain portions of the continuous spectrum. This growth is the signature of the well‐known modulational instability within the context of the IST. We then eliminate this growth by performing suitable deformations of the Riemann‐Hilbert problem in the complex spectral plane. The results demonstrate that the solution of the focusing NLS equation with nonzero boundary conditions remains bounded at all times. Moreover, we show that, asymptotically in time, the xt ‐plane decomposes into two types of regions: a left far‐field region and a right far‐field region, where the solution equals the condition at infinity to leading order up to a phase shift, and a central region in which the asymptotic behavior is described by slowly modulated periodic oscillations. Finally, we show how, in the latter region, the modulus of the leading‐order solution, initially obtained as a ratio of Jacobi theta functions, can be reduced to the well‐known elliptic solutions of the focusing NLS equation. These results provide the first characterization of the long‐time behavior of generic perturbations of a constant background in a modulationally unstable medium. © 2017 Wiley Periodicals, Inc.     

Studying the emerging global brain: Analyzing and visualizing the impact of co‐authorship teams

This article introduces a suite of approaches and measures to study the impact of co‐authorship teams based on the number of publications and their citations on a local and global scale. In particular, we present a novel weighted graph representation that encodes coupled author‐paper networks as a weighted co‐authorship graph. This weighted graph representation is applied to a dataset that captures the emergence of a new field of science and comprises 614 articles published by 1036 unique authors between 1974 and 2004. To characterize the properties and evolution of this field, we first use four different measures of centrality to identify the impact of authors. A global statistical analysis is performed to characterize the distribution of paper production and paper citations and its correlation with the co‐authorship team size. The size of co‐authorship clusters over time is examined. Finally, a novel local, author‐centered measure based on entropy is applied to determine the global evolution of the field and the identification of the contribution of a single author's impact across all of its co‐authorship relations. A visualization of the growth of the weighted co‐author network, and the results obtained from the statistical analysis indicate a drift toward a more cooperative, global collaboration process as the main drive in the production of scientific knowledge. © 2005 Wiley Periodicals, Inc. Complexity 10: 57–67, 2005     

Uniform regularity and vanishing viscosity limit for the chemotaxis‐Navier‐Stokes system in a 3D bounded domain

We investigate the uniform regularity and vanishing viscosity limit for the incompressible chemotaxis‐Navier‐Stokes system with Navier boundary condition for velocity field and Neumann boundary condition for cell density and chemical concentration in a 3D bounded domain. It is shown that there exists a unique strong solution of the incompressible chemotaxis‐Navier‐Stokes system in a finite time interval, which is independent of the viscosity coefficient. Moreover, this solution is uniformly bounded in a conormal Sobolev space, which allows us to take the vanishing viscosity limit to obtain the incompressible chemotaxis‐Euler system.