An iterative solution of the rough-surface scattering problem

Abstract

An iterative solution to the problem of scattering from a one-dimensional rough surface is obtained for the Dirichlet boundary condition. The advantages of this method are that bounds for convergence of the solution can be established and that the solution may readily be iterated to sufficiently high order in the interaction to examine the rate at which it converges. Absolute convergence of the iterative solution is also a sufficient condition for the convergence of the operator expansion method for surfaces on which the slope is everywhere less than unity. A numerical example of scattering from an echelette grating is considered, and bounds for convergence established. It is found that for scattering from such surfaces the rate at which the iterative solution converges decreases as the surface slope is increased. Corresponding results are found for the operator expansion method.     

基于小波变换的最小二乘相位解缠算法

最小二乘法是求解二维相位解缠问题最稳健的方法之一,其本质是在最小二乘意义下使缠绕相位的离散偏导数与解缠相位的偏导数整体偏差最小,并等效为可求解一大型的稀疏线性方程系统。由于系统矩阵结构的稀疏性,在采用迭代法求解时收敛速度非常慢。为了改善收敛特性,提出一种基于多分辨率表示的离散小波变换相位解缠算法。利用小波变换将原线性系统转化成具有较好收敛条件的等价新系统。仿真实验表明,该方法能够很好的恢复真实相位,其解缠效果优于Gauss-Seidel松弛迭代和多重网格法。     

Arbitrarily accurate approximate inertial manifolds of fixed dimension

By employing an embedding result due to Mañé, and its recent strengthening due to Foias and Olson it is shown that a global attractor with finite fractal (box counting) dimension d lies within an arbitrarily small neighbourhood of a smooth graph over the space spanned by the first [[2d + 1]] Fourier-Galerkin modes. The proof is, however, nonconstructive.     

微重力环境下无限长柱体内角毛细流动解析近似解研究

应用同伦分析法研究无限长柱体内角毛细流动解析近似解问题,给出了级数解的递推公式.不同于其他解析近似方法,该方法从根本上克服了摄动理论对小参数的过分依赖,其有效性与所研究的非线性问题是否含有小参数无关,适用范围广.同伦分析法提供了选取基函数的自由,可以选取较好的基函数,更有效地逼近问题的解,通过引入辅助参数和辅助函数来调节和控制级数解的收敛区域和收敛速度,同伦分析法为内角毛细流动问题的解析近似求解开辟了一个全新的途径.通过具体算例,将同伦分析法与四阶龙格库塔方法数值解做了比较,结果表明,该方法具有很高的计算精度.     

非协调数值流形方法的稳定性和收敛性分析

在流形元的基础上,提出了非协调数值流形方法,非协调数值流形方法的优点是在不增加广义节点自由度的前提下,大大提高数值流形方法的计算精度和计算效率.利用内部自由度静力凝聚处理,推导了消除内参后的单元应变矩阵和单元刚度矩阵.在Hilbert空间内,从最小势能原理出发对非协调数值流形方法的稳定性和收敛性进行了分析和讨论,得到了保证非协调流形元解唯一存在和收敛的基本条件,完善了非协调数值流形方法的理论基础.数值试验表明,新单元构造过程简单,有较高的精度,从而证明了本方法的可行性. 关键词： 数值流形方法 非协调元 稳定性分析 收敛性分析     

非协调数值流形方法的稳定性和收敛性分析

在流形元的基础上，提出了非协调数值流形方法，非协调数值流形方法的优点是在不增加广义节点自由度的前提下，大大提高数值流形方法的计算精度和计算效率.利用内部自由度静力凝聚处理，推导了消除内参后的单元应变矩阵和单元刚度矩阵.在Hilbert空间内，从最小势能原理出发对非协调数值流形方法的稳定性和收敛性进行了分析和讨论，得到了保证非协调流形元解唯一存在和收敛的基本条件，完善了非协调数值流形方法的理论基础.数值试验表明，新单元构造过程简单，有较高的精度，从而证明了本方法的可行性.     

微重力下圆管毛细流动解析近似解研究

应用同伦分析法研究微重力环境下圆管毛细流动解析近似解问题, 给出了级数解的表达公式. 不同于其他解析近似方法, 该方法从根本上克服了摄动理论对小参数的过分依赖, 其有效性与所研究的非线性问题是否含有小参数无关, 适用范围广. 同伦分析法提供了选取基函数的自由, 可以选取较好的基函数, 更有效地逼近问题的解, 通过引入辅助参数和辅助函数来调节和控制级数解的收敛区域和收敛速度, 同伦分析法为圆管毛细流动问题的解析近似求解开辟了一个全新的途径. 通过具体算例, 将同伦分析法与四阶龙格库塔方法数值解做了比较, 结果表明, 该方法具有很高的计算精度. 关键词： 圆管 微重力 毛细流动 同伦分析法     

Analytic Solution for Steady Slip Flow between Parallel Plates with Micro-Scale Spacing

The Navier-Stokes equations for slip flow between two very closely spaced parallel plates are transformed to an ordinary differential equation based on the pressure gradient along the flow direction using a new similarity transformation. A powerful easy-to-use homotopy analysis method was used to obtain an analytical solution. The convergence theorem for the homotopy analysis method is presented. The solutions show that the second-order homotopy analysis method solution is accurate enough for the current problem.     

A new real-space algorithm for realistic density functional calculations

We present the implementation of a fast real-space algorithm for density functional calculations for atomic nanoclusters. The numerical method is based on a fourth-order operator splitting technique for the solution of the Kohn-Sham equation [1]. The convergence of the procedure is about one order of magnitude better than that of previously used second-order operator factorizations. The method has now been extended to deal with non-local pseudopotentials of the Kleinman-Bylander [2] type, permitting calculations for realistic systems, without significantly degrading the convergence rate. We demonstrate the convergence of the method for the examples C and C₆₀ and present examples of structure calculations of Na and Mg clusters.     

Simulation of low-Reynolds-number flow via a time-independent lattice-Boltzmann method

We present a numerical method to solve the equations for low-Reynolds-number (Stokes) flow in porous media. The method is based on the lattice-Boltzmann approach, but utilizes a direct solution of time-independent equations, rather than the usual temporal evolution to steady state. Its computational efficiency is 1-2 orders of magnitude greater than the conventional lattice-Boltzmann method. The convergence of the permeability of random arrays of spheres has been analyzed as a function of mesh resolution at several different porosities. For sufficiently large spheres, we have found that the convergence is quadratic in the mesh resolution.     

Accuracy preserving limiter for the high-order accurate solution of the Euler equations

Higher-order finite-volume methods have been shown to be more efficient than second-order methods. However, no consensus has been reached on how to eliminate the oscillations caused by solution discontinuities. Essentially non-oscillatory (ENO) schemes provide a solution but are computationally expensive to implement and may not converge well for steady-state problems. This work studies the extension of limiters used for second-order methods to the higher-order case. Requirements for accuracy and efficient convergence are discussed. A new limiting procedure is proposed. Ringleb’s flow problem is used to demonstrate that nearly nominal orders of accuracy for schemes up to fourth-order can be achieved in smooth regions using the new limiter. Results for the fourth-order accurate solution of transonic flow demonstrates good convergence properties and significant qualitative improvement of the solution relative the second-order method. The new limiter can also be successfully applied to reduce the dissipation of second-order schemes with minimal sacrifices in convergence properties relative to existing approaches.     

Solution-limited time stepping to enhance reliability in CFD applications

A method for enhancing the reliability of implicit computational algorithms and decreasing their sensitivity to initial conditions without adversely impacting their efficiency is investigated. Efficient convergence is maintained by specifying a large global Courant (CFL) number while reliability is improved by limiting the local CFL number such that the solution change in any cell is less than a specified tolerance. The method requires control over two key issues: obtaining a reliable estimate of the magnitude of the solution change and defining a realistic limit for its allowable variation. The magnitude of the solution change is estimated from the calculated residual in a manner that requires negligible computational time. An upper limit on the local solution change is attained by a proper non-dimensionalization of variables in different flow regimes within a single problem or across different problems. The method precludes unphysical excursions in Newton-like iterations in highly non-linear regions where Jacobians are changing rapidly as well as non-physical results such as negative densities, temperatures or species mass fractions during the computation. The method is tested against a series of problems all starting from quiescent initial conditions to identify its characteristics and to verify the approach. The results reveal a substantial improvement in convergence reliability of implicit CFD applications that enables computations starting from simple initial conditions without user intervention.     

A iterative method of bound state energy calculation

An iterative method of solution of the Lippmann-Schwinger-type equation is proposed. This method is applicable to the bound state energy calculations of strongly coupled particles and can also be applied to the Faddeev equations. The convergence of this method is tested on the Lippmann-Schwinger equation.     

Numerical solution of 3D Green's function for the dynamic system of anisotropic elasticity

In this Letter, we used homotopy perturbation method to obtain numerical solution of the 3D Green's function for the dynamic system of anisotropic elasticity. Application of homotopy perturbation method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results obtained from convolution of Green's function and data of the Cauchy problem are compared with the exact solution for cubic media. The results reveal that the proposed method is very effective and simple.     

Modeling and Computation of CO2 Allowance Derivatives Under Jump-Diffusion Processes

In this paper, we study carbon emission trading whose market is gaining popularity as a policy instrument for global climate change. The mathematical model is presented for pricing options on $CO_2$ emission allowance futures with jump diffusion processes, and a so-called fitted finite volume method is proposed to solve the pricing model for the spatial discretization, in which the Crank-Nicolson is employed for time stepping. In addition, the stability and the convergence of the fully discrete scheme are given, and some numerical results, which are compared with the closed form solution and the Monte Carlo simulation solution, are provided to demonstrate the rates of convergence and the robustness of the numerical method.     

A numerical solution of the layer-to-layer transition problem as a waveguide diffraction problem

Application of net-point methods to the solution of the layer-to-layer transition problem leads to the necessity to restrict the domain and formulate artificial boundary conditions. In the present work the introduction of an artificial coaxial for reducing the original problem to a waveguide diffraction problem is applied. The test results of the finite-element program that we developed, which demonstrate the high accuracy of the method, are considered. The investigated dependence of the solution on the artificial boundary location shows the rapid convergence of the method.     

Effects of condition number on preconditioning for low Mach number flows

The effects of the condition number on convergence characteristics and solution quality for the preconditioned Navier–Stokes equations are studied. A general approach to the construction of preconditioning parameters is proposed to account for the effects of the condition number on these parameters. To verify this technique, laminar flows past a circular cylinder at Reynolds numbers of 20 and 40, and laminar flows past a NACA0012 airfoil at Reynolds numbers of 2500 and 5000 are solved. It is shown that the condition number has effects on the convergence characteristics and solution qualities, and also that a condition number exists that optimizes the convergence characteristics and solution quality.     

Verification of variable-density flow solvers using manufactured solutions

The method of manufactured solutions (MMS) is used to verify the convergence properties of a low-Mach number, variable-density flow code. Three MMS problems relevant to combustion applications are presented and tested on a variety of structured and unstructured grids. Several issues are investigated, including the use of tabulated state properties (i.e., density) and the effect of sub-iterations in the time-advancement method. The MMS implementations provide a quantitative framework to evaluate the impact of these practices on the code’s convergence and order-of-accuracy. Simulation results show that linear interpolation of the equation-of-state causes numerical fluctuations that impede convergence and reduce accuracy. Likewise, the sub-iterative time-advancement scheme requires a significant number of outer iterations to subdue splitting errors in highly nonlinear combustion problems. These findings highlight the importance of careful code and solution verification in the simulation of variable-density flows.     

Improved Local Projection for the Generalized Stokes Problem

We analyze pressure stabilized finite element methods for the solution of the generalized Stokes problem and investigate their stability and convergence properties. An important feature of the methods is that the pressure gradient unknowns can be eliminated locally thus leading to a decoupled system of equations. Although the stability of the method has been established, for the homogeneous Stokes equations, the proof given here is based on the existence of a special interpolant with additional orthogonal property with respect to the projection space. This makes it much simpler and more attractive. The resulting stabilized method is shown to lead to optimal rates of convergence for both velocity and pressure approximations.     

A simple multigrid scheme for solving the Poisson equation with arbitrary domain boundaries

We present a new multigrid scheme for solving the Poisson equation with Dirichlet boundary conditions on a Cartesian grid with irregular domain boundaries. This scheme was developed in the context of the Adaptive Mesh Refinement (AMR) schemes based on a graded-octree data structure. The Poisson equation is solved on a level-by-level basis, using a “one-way interface” scheme in which boundary conditions are interpolated from the previous coarser level solution. Such a scheme is particularly well suited for self-gravitating astrophysical flows requiring an adaptive time stepping strategy. By constructing a multigrid hierarchy covering the active cells of each AMR level, we have designed a memory-efficient algorithm that can benefit fully from the multigrid acceleration. We present a simple method for capturing the boundary conditions across the multigrid hierarchy, based on a second-order accurate reconstruction of the boundaries of the multigrid levels. In case of very complex boundaries, small scale features become smaller than the discretization cell size of coarse multigrid levels and convergence problems arise. We propose a simple solution to address these issues. Using our scheme, the convergence rate usually depends on the grid size for complex grids, but good linear convergence is maintained. The proposed method was successfully implemented on distributed memory architectures in the RAMSES code, for which we present and discuss convergence and accuracy properties as well as timing performances.