Numerical solution of singular perturbation problems by a terminal boundary-value technique

In this paper, we present a new approach for numerically solving linear singularly perturbed two-point boundary-value problems in ordinary differential equations with a boundary layer on the left end of the interval. The original problem is divided into outer and inner region problems. A terminal boundary condition in implicit form is introduced. Then, the outer region problem is solved as a two-point boundary-value problem (TPBVP), and an explicit terminal boundary condition is obtained. In turn, the inner region problem is modified and solved as a TPBVP using the explicit terminal boundary condition. The proposed method is iterative on the terminal point of the inner region. Three numerical examples have been solved to demonstrate the applicability of the method.     

Numerical treatment of singularly perturbed two point boundary value problems

We propose a method for numerically solving linear singularly perturbed two point boundary value problems in ordinary differential equations with a boundary layer on the left end of the underlying interval. This is a practical method and can be easily implemented on a computer. The original problem is divided into inner and outer region differential equation systems. The reduced problem is solved to obtain the terminal boundary condition. Then, a new inner region problem is created and solved as a two point boundary value problem (TPBVP). In turn, the outer region problem is also solved as a TPBVP. Both these TPBVPs are efficiently treated by employing a slightly modified classical finite difference scheme coupled with discrete invariant imbedding algorithm to obtain the numerical solutions. The stability of some recurrence relations involved in the algorithm is investigated. The proposed method is iterative on the terminal point. Some numerical examples are included, and the computational results are compared with exact solutions. It is observed that the accuracy predicted can always be achieved with very little computational effort.     

Approximate method for the numerical solution of singular perturbation problems

We present an approximate method for the numerical solution of linear singularly perturbed two point boundary value problems in ordinary differential equations with a boundary layer on the left end of the underlying interval. It is motivated by the asymptotic behavior of singular perturbation problems. The original problem is divided into inner and outer region problems. The reduced problem is solved to obtain the terminal boundary condition. Then, a new inner region problem is created and solved as a two point boundary value problem. In turn, the outer region problem is also modified and the resulting problem is efficiently treated by employing the trapezoidal formula coupled with discrete invariant imbedding algorithm. The proposed method is iterative on the terminal point. Some numerical experiments have been included to demonstrate its applicability.     

Laplace方程有孔椭圆区域边值问题的解析解

本文利用相似流动替换方法 ,解决了中心有圆孔的椭园形区域上 Laplace方程第一类边值问题 ;采用分区域解法 ,给出了中心有椭园孔的椭园形区域上 Laplace方程第一类边值问题的解析通解 .这一结果在许多工程领域有重要应用 ,本文给出了油藏工程实例     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.     

Analytical solution of the quasi-static thermoelasticity problem in a pressurized thick-walled cylinder subjected to transient thermal loading

Thermoelasticity problem in a thick-walled cylinder is solved analytically using the finite Hankel transform. Time-dependent thermal boundary conditions are assumed to act on the inner surface of the cylinder. For the mechanical boundary conditions two different cases are assumed: Traction–displacement problem (traction is prescribed on the inner surface and the fixed displacement boundary condition on the outer one) and Traction–Traction problem (tractions are prescribed on both the inner and outer surfaces of the hollow cylinder). The quasi-static solution of the thermoelasticity problem is derived analytically, i.e., the transient thermal response of the cylinder is derived and then, quasi-static structural problem is solved and closed form relations are extracted for the thermal stresses in the two problems. The results show to be in accordance with that cited in the literature in the special cases.     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.Received: February 12, 2004     

Factorization and imbedding for general linear boundary value problems

A new direction in the theory of general linear boundary value problems is explored. The starting point is an explicit Volterra factorization of the Green's matrix (and related kernels) associated with the problem. This result leads to (1) imbedding of the boundary value problems, (2) initial value algorithms for their solution, and (3) comparison theorems relating two different boundary value problems with a common boundary condition. Extensions and connections with earlier work in this area are presented.     

The coupling of bem and fem for the two-dimensional viscous flow problem

In this paper we propose a numerical scheme for treating the problem of sJow viscous flow past an obstacle in the plane. This scheme is a combination of boundary element and finite element methods. By introducing an auxiliary boundary curve, we divide the region under consideration into two subregions, an inner and an outer region. In the inner region, we employ a finite element method (FEM) for solving a system of simplified field equations with proper natural boundary conditions. In the outer region, the solution is expressed in the form of a simple-layer potential with density function satisfying a system of modified integral equations of the first kind. The latter are solved by a boundary element method (BEM). Both solutions are matched on the common auxiliary boundary curve. Error estimates in suitable function spaces are derived in terms of the mesh widths as well as the small parameters, the Reynolds numbers     

An Asymptotic-Numerical Method for a Class of Weakly Coupled System of Singularly Perturbed Convection-Diffusion Equations

A weakly coupled convection dominated system of m-equations is analyzed. A higher order accurate asymptotic-numerical method is presented. The solutions of convection dominated problem are known to exhibit multi-scale character. There exist narrow region across the boundary of the domain where the solution exhibit steep gradient. This region is termed as boundary layer region and the solution of problem is said to have a boundary layer. Outside of this region, the solution of system behaves smoothly. To capture this multi-scale nature given system is factorized into two explicit systems. The degenerate system of initial value problems (IVPs), obtained by setting ??=?0, corresponds to the smooth solution, which lies outside of boundary layers. For solution inside boundary layers, a system of boundary value problems (BVPs) is obtained using stretching transformation. Regardless of this simple factorization, solutions of these systems preserve the key features of the given coupled system. Runge–Kutta method is used to solve the degenerate system of IVPs, whereas the system of BVPs is solved analytically. Stability and consistency of the proposed method is established. A uniform convergence of higher order is obtained. Possible extension to differential difference equations are also brought to attention. A comparative study of the present method with some state of art existing numerical schemes is carried out by means of several test problems. The results so obtained demonstrate the effectiveness and potential of present approach.     

Semi‐analytical solution of MHD flow through boundary integrals on the pipe wall

A mathematical model is given for the magnetohydrodynamic (MHD) pipe flow as an inner Dirichlet problem in a 2D circular cross section of the pipe, coupled with an outer Dirichlet or Neumann magnetic problem. Inner Dirichlet problem is given as the coupled convection‐diffusion equations for the velocity and the induced current of the fluid coupling also to the outer problem, which is defined with the Laplace equation for the induced magnetic field of the exterior region with either Dirichlet or Neumann boundary condition. Unique solution of inner Dirichlet problem is obtained theoretically reducing it into two boundary integral equations defined on the boundary by using the corresponding fundamental solutions. Exterior solution is also given theoretically on the pipe wall with Poisson integral, and it is unique with Dirichlet boundary condition but exists with an additive constant obtained through coupled boundary and solvability conditions in Neumann wall condition. The collocation method is used to discretize these boundary integrals on the pipe wall. Thus, the proposed procedure is an improved theoretical analysis for combining the solution methods for the interior and exterior regions, which are consolidated numerically showing the flow behavior. The solution is simulated for several values of problem parameters, and the well‐known MHD characteristics are observed inside the pipe for increasing values of Hartmann number maintaining the continuity of induced currents on the pipe wall.     

Maximin Approach to the Ship Collision Avoidance Problem via Multiple-Subarc Sequential Gradient-Restoration Algorithm

The ideal strategy for ship collision avoidance under emergency conditions is to maximize wrt the controls the timewise minimum distance between a host ship and an intruder ship. This is a maximin problem or Chebyshev problem of optimal control in which the performance index being maximinimized is the distance between the two ships. Based on the multiple-subarc sequential gradient-restoration algorithm, a new method for solving the maximin problem is developed.Key to the new method is the observation that, at the maximin point, the time derivative of the performance index must vanish. With the zero derivative condition being treated as an inner boundary condition, the maximin problem can be converted into a Bolza problem in which the performance index, evaluated at the inner boundary, is being maximized wrt the controls. In turn, the Bolza problem with an added inner boundary condition can be solved via the multiple-subarc sequential gradient-restoration algorithm (SGRA).The new method is applied to two cases of the collision avoidance problem: collision avoidance between two ships moving along the same rectilinear course and collision avoidance between two ships moving along orthogonal courses. For both cases, we are basically in the presence of a two-subarc problem, the first subarc corresponding to the avoidance phase of the maneuver and the second subarc corresponding to the recovery phase. For stiff systems, the robustness of the multiple-subarc SGRA can be enhanced via increase in the number of subarcs. For the ship collision avoidance problem, a modest increase in the number of subarcs from two to three (one subarc in the avoidance phase, two subarcs in the recovery phase) helps containing error propagation and achieving better convergence results.     

Multipoint Boundary-Value Solution of Two-Point Boundary-Value Problems

An iterative scheme, in which two-point boundary-value problems (TPBVP) are solved as multipoint boundary-value problems (MPBVP), which are independent TPBVPs in each iteration and on each subdomain, is derived for second-order ordinary differential equations. Several equations are solved for illustration. In particular, the algorithm is described in detail for the first boundary-value problem (FBVP) and second boundary-value problem (SBVP). A possible extension to higher-order BVPs is discussed briefly. The procedure may be used when the original TPBVP cannot be solved (does not converge) in a single long domain. It is suitable for implementation on computers with parallel processing. However, that issue is beyond the scope of this paper. The long domain is cut into a large number of subdomains and, based on assumed boundary conditions at the interface points, the resulting local BVPs are solved by any convenient conventional method. The local solutions are then patched by using simple matching formulas, which are derived below, rather than solving large systems of algebraic equations, as it is done in similar existing methods. Assuming that the local solutions are obtained by the most efficient methods, the overall convergence speed depends on the speed of matching. The proposed matching algorithm is based on a fixed-point iteration and has only a linear convergence rate. The rate can be made quadratic by applying standard accelerating schemes, which is beyond the scope of this article.     

多个同频摇荡剖面引起的水面波辐射

在内场中使用简单Green函数的边界元方法与外场的速度势特征函数展开式相结合,用于求解多个同频摇荡剖面引起的水面波辐射问题的频域解·　方法适用于外场为定深的水域以及内场的复杂边界条件,各剖面的摇荡模态、幅值和相位可以互不相同·　利用摄动展开完整地求解了流场的二阶速度势和各个剖面所受的一、二阶水动力·　与单个剖面的情况相比,数值结果证实了多个剖面辐射引起的诸如水波共振和负附加质量等水动力干扰现象,这对于多体结构的锚泊系统和其它海洋工程设施的设计是很重要的·     

Fast Iterative Solution of Saddle Point Problems in Optimal Control Based on Wavelets

In this paper, wavelet techniques are employed for the fast numerical solution of a control problem governed by an elliptic boundary value problem with boundary control. A quadratic cost functional involving natural norms of the state and the control is to be minimized. Firstly the constraint, the elliptic boundary value problem, is formulated in an appropriate weak form that allows to handle varying boundary conditions explicitly: the boundary conditions are treated by Lagrange multipliers, leading to a saddle point problem. This is combined with a fictitious domain approach in order to cover also more complicated boundaries.Deviating from standard approaches, we then use (biorthogonal) wavelets to derive an equivalent infinite discretized control problem which involves only ₂-norms and -operators. Classical methods from optimization yield the corresponding optimality conditions in terms of two weakly coupled (still infinite) saddle point problems for which a unique solution exists. For deriving finite-dimensional systems which are uniformly invertible, stability of the discretizations has to be ensured. This together with the ₂-setting circumvents the problem of preconditioning: all operators have uniformly bounded condition numbers independent of the discretization.In order to numerically solve the resulting (finite-dimensional) linear system of the weakly coupled saddle point problems, a fully iterative method is proposed which can be viewed as an inexact gradient scheme. It consists of a gradient algorithm as an outer iteration which alternatingly picks the two saddle point problems, and an inner iteration to solve each of the saddle point problems, exemplified in terms of the Uzawa algorithm. It is proved here that this strategy converges, provided that the inner systems are solved sufficiently well. Moreover, since the system matrix is well-conditioned, it is shown that in combination with a nested iteration strategy this iteration is asymptotically optimal in the sense that it provides the solution on discretization level J with an overall amount of arithmetic operations that is proportional to the number of unknows N _J on that level.Finally, numerical results are provided.     

Branch-and-Sandwich: a deterministic global optimization algorithm for optimistic bilevel programming problems. Part I: Theoretical development

We present a global optimization algorithm, Branch-and-Sandwich, for optimistic bilevel programming problems that satisfy a regularity condition in the inner problem. The functions involved are assumed to be nonconvex and twice continuously differentiable. The proposed approach can be interpreted as the exploration of two solution spaces (corresponding to the inner and the outer problems) using a single branch-and-bound tree. A novel branching scheme is developed such that classical branch-and-bound is applied to both spaces without violating the hierarchy in the decisions and the requirement for (global) optimality in the inner problem. To achieve this, the well-known features of branch-and-bound algorithms are customized appropriately. For instance, two pairs of lower and upper bounds are computed: one for the outer optimal objective value and the other for the inner value function. The proposed bounding problems do not grow in size during the algorithm and are obtained from the corresponding problems at the parent node.     

三角形弹性夹杂对裂纹的影响

研究了三角形弹性夹杂和裂纹之间的相互影响问题。应用Chau和Wang导出的面力边值问题的边界积分方程为基本方程,用夹杂和基体交界面上的面力和位移的连续性条件为补充方程,从而得到了一组能够解决夹杂和裂纹相互影响问题的方程,最后的方程组用一种新的边界单元法求解。计算了各种不同的夹杂和基体的材料常数以及夹杂和基体之间不同距离情况下裂纹尖端的应力强度因子。文中结果对研究新型复合材料有一定的应用价值。     

Kadomtsev–Petviashvili Equation on the Half-Plane

We study the boundary value problem for the Kadomtsev–Petviashvili equation on the half-plane y > 0 with a homogeneous condition along the boundary. We show that the problem can be efficiently solved using the dressing method. We present explicit solutions for particular cases of the boundary value problem.     

Numerical treatment of singularly perturbed two point boundary value problems exhibiting boundary layers

A boundary value method for solving a class of nonlinear singularly perturbed two point boundary value problems with a boundary layer at one end is proposed. Using singular perturbation analysis the method consists of solving two problems; namely, a reduced problem and a boundary layer correction problem. We use Pade’ approximation to obtain the solution of the latter problem and to satisfy the condition at infinity. Numerical examples will be given to illustrate the method.     

Application of Neumann-Ulam scheme to solving the first boundary value problem for a parabolic equation

Statistical estimates of the solutions of boundary value problems for parabolic equations with constant coefficients are constructed on paths of random walks. The phase space of these walks is a region in which the problem is solved or the boundary of the region. The simulation of the walks employs the explicit form of the fundamental solution; therefore, these algorithms cannot be directly applied to equations with variable coefficients. In the present work, unbiased and low-bias estimates of the solution of the boundary value problem for the heat equation with a variable coefficient multiplying the unknown function are constructed on the paths of a Markov chain of random walk on balloids. For studying the properties of the Markov chains and properties of the statistical estimates, the author extends von Neumann-Ulam scheme, known in the theory of Monte Carlo methods, to equations with a substochastic kernel. The algorithm is based on a new integral representation of the solution to the boundary value problem.