Analysis of FDTD to UPML for Maxwell equations in polar coordinates

An FDTD system associated with uniaxial perfectly matched layer(UPML) for an electromagnetic scattering problem in two-dimensional space in polar coordinates is considered.Particularly the FDTD system of an initial-boundary value problems of the transverse magnetic(TM) mode to Maxwell’s equations is obtained by Yee’s algorithm,and the open domain of the scattering problem is truncated by a circle with a UPML.Besides,an artificial boundary condition is imposed on the outer boundary of the UPML.Afterwards,stability of the FDTD system on the truncated domain is established through energy estimates by the Gronwall inequality.Numerical experiments are designed to approve the theoretical analysis.     

Stability analysis of FDTD to UPML for time dependent Maxwell equations

We study an finite-difference time-domain (FDTD) system of uniaxial perfectly matched layer (UPML) method for electromagnetic scattering problems. Particularly we analyze the discrete initial-boundary value problems of the transverse magnetic mode (TM) to Maxwell’s equations with Yee’s algorithm. An exterior domain in two spacial dimension is truncated by a square with a perfectly matched layer filled by a certain artificial medium. Besides, an artificial boundary condition is imposed on the outer boundary of the UPML. Using energy method, we obtain the stability of this FDTD system on the truncated domain. Numerical experiments are designed to approve the theoretical analysis.      

STABILITY ANALYSIS OF YEE SCHEMES TO PML AND UPML FOR MAXWELL EQUATIONS

We utilize Fourier methods to analyze the stability of the Yee difference schemes for Berenger PML （perfectly matched layer） as well as the UPML （uniaxial perfectly matched layer） systems of two-dimensional Maxwell equations. Using a practical spectrum stability concept, we find that the two schemes are spectrum stable under the same conditions for mesh sizes. Besides, we prove that the UPML schemes with the same damping in both directions are stable. Numerical examples are given to confirm the stability analysis for the PML method.     

Analysis of voltages induced on power outlets due to atmospheric discharges on Radio Base Stations

For the first time, full-wave simulations regarding voltages induced on power outlets installed inside buildings, due to lightning strokes on a Radio Base Station located nearby, are performed. The scenario consists of nine buildings with outlets connected to low-voltage distribution lines, conductive ground, a Radio Base Station and grounding systems. Loads connected to the power outlets are also considered. This scenario was modeled with a computer software developed in this work that can numerically represent/model real-world complex structures with realistic parameters. In order to obtain realistic results, Maxwell’s equations are solved numerically by using the FDTD method, which generates full-wave solutions of the problems. Here, electrical conductors are represented with the aid of a thin-wire technique. The analyzed domain is truncated by using the UPML formulation. In order to deal with large tridimensional numerical models, a Beowulf cluster with 16 CPUs is used to accelerate the calculation process. The induced voltages at the energy sockets inside the buildings have been calculated initially without an electric grounding mesh connected to them. In a second moment, the calculation of these induced voltages has been performed for the same structure with a grounding mesh connected to it. In a third simulation, electric loads with resistive–inductive characteristics have been added to the scenario (connected to the energy sockets), simulating residential equipment.     

First‐order system least squares for the Oseen equations

Following earlier work for Stokes equations, a least squares functional is developed for two‐ and three‐dimensional Oseen equations. By introducing a velocity flux variable and associated curl and trace equations, ellipticity is established in an appropriate product norm. The form of Oseen equations examined here is obtained by linearizing the incompressible Navier–Stokes equations. An algorithm is presented for approximately solving steady‐state, incompressible Navier–Stokes equations with a nested iteration‐Newton‐FOSLS‐AMG iterative scheme, which involves solving a sequence of Oseen equations. Some numerical results for Kovasznay flow are provided. Copyright © 2006 John Wiley & Sons, Ltd.     

Numerical solutions of index-1 differential algebraic equations can be computed in polynomial time

The cost of solving an initial value problem for index-1 differential algebraic equations to accuracy ɛ is polynomial in ln(1/ɛ). This cost is obtained for an algorithm based on the Taylor series method for solving differential algebraic equations developed by Pryce. This result extends a recent result by Corless for solutions of ordinary differential equations. The results of the standard theory of information-based complexity give exponential cost for solving ordinary differential equations, being based on a different model.     

Weak solutions for equations defined by accretive operators II: relaxation limits

In the first part of this paper we define solutions for certain nonlinear equations defined by accretive operators, “dissipative solution”. This kind of solution is equivalent to the viscosity solutions for Hamilton-Jacobi equations and to the entropy solutions for conservation laws.In this paper we use dissipative solutions to obtain several relaxation limits for systems of semilinear transport equations and quasilinear conservation laws. These converge to diffusion second-order equations and in one case to a single conservation law. The relaxation limit is obtained using a version of the perturbed test function method to pass to the limit. This guarantees existence for the considered equations.     

A new conservation theorem

A general theorem on conservation laws for arbitrary differential equations is proved. The theorem is valid also for any system of differential equations where the number of equations is equal to the number of dependent variables. The new theorem does not require existence of a Lagrangian and is based on a concept of an adjoint equation for non-linear equations suggested recently by the author. It is proved that the adjoint equation inherits all symmetries of the original equation. Accordingly, one can associate a conservation law with any group of Lie, Lie-Bäcklund or non-local symmetries and find conservation laws for differential equations without classical Lagrangians.     

On rigged immersions

A self-contained account is given in an efficient formalism of rigged immersions of one manifold-with-connection in another, leading to the analogues of the Gauss, Codazzi and Ricci equations discovered by Schouten. The equations expressing their interdependence are then derived and it is shown that in general one of the two sets of “Codazzi” equations is a consequence of the other set and the Gauss and Ricci equations. The formalism is specialised to the Riemannian case, where it is shown that, for large codimension (specific limits being given), all butn components of the Codazzi equations are determined by the other equations. A local theorem on the existence of rigged immersions is proved.     

Large deviations for the two-dimensional Navier–Stokes equations with multiplicative noise

A Wentzell–Freidlin type large deviation principle is established for the two-dimensional Navier–Stokes equations perturbed by a multiplicative noise in both bounded and unbounded domains. The large deviation principle is equivalent to the Laplace principle in our function space setting. Hence, the weak convergence approach is employed to obtain the Laplace principle for solutions of stochastic Navier–Stokes equations. The existence and uniqueness of a strong solution to (a) stochastic Navier–Stokes equations with a small multiplicative noise, and (b) Navier–Stokes equations with an additional Lipschitz continuous drift term are proved for unbounded domains which may be of independent interest.     

Measure diffusions and related explosion problems

For random measure-valued stochastic partial differential equations for biological processes, growth represented by scalar partial differential equations at each point of the support and spread being a diffusion on R ^d, solutions are constructed by smearing the growth processes at each spatial point and composing the resulting generator with the generator for the spread. If these solutions are unique the equation is called solvable. We find conditions for the noise term of a solvable equations to have trivial effect and we identify some non-solvable equations, for example the diffusion-free bilinear equation. The search led to an investigation of explosion and the effect of point barriers for scalar stochastic differential equations with linear drift; this is used to explain the clustering effect in the usual superprocess.     

Traveling waves for delayed non-local diffusion equations with crossing-monostability

This paper is concerned with the traveling waves for a class of delayed non-local diffusion equations with crossing-monostability. Based on constructing two associated auxiliary delayed non-local diffusion equations with quasi-monotonicity and a profile set in a suitable Banach space using the traveling wave fronts of the auxiliary equations, the existence of traveling waves is proved by Schauder’s fixed point theorem. The result implies that the traveling waves of the delayed non-local diffusion equations with crossing-monostability are persistent for all values of the delay τ?0.     

Conical diffraction by multilayer gratings: a recursive integral equation approach

The paper is devoted to an integral equation algorithm for studying the scattering of plane waves by multilayer diffraction gratings under oblique incidence. The scattering problem is described by a system of Helmholtz equations with piecewise constant coefficients in ?² coupled by special transmission conditions at the interfaces between different layers. Boundary integral methods lead to a system of singular integral equations, containing at least two equations for each interface. To deal with an arbitrary number of material layers we present the extension of a recursive procedure developed by Maystre for normal incidence, which transforms the problem to a sequence of equations with 2×2 operator matrices on each interface. Necessary and sufficient conditions for the applicability of the algorithm are derived.     

Global continuation of forced oscillations of retarded motion equations on manifolds

We investigate T-periodic parametrized retarded functional motion equations on (possibly) noncompact manifolds; that is, constrained second order retarded functional differential equations. For such equations we prove a global continuation result for T-periodic solutions. The approach is topological and is based on the degree theory for tangent vector fields as well as on the fixed point index theory.Our main theorem is a generalization to the case of retarded equations of an analogous result obtained by the last two authors for second order differential equations on manifolds. As corollaries we derive a Rabinowitz-type global bifurcation result and a Mawhin-type continuation principle. Finally, we deduce the existence of forced oscillations for the retarded spherical pendulum under general assumptions.     

Stochastic evolution equations with general white noise disturbance

Existence and uniqueness theorems are proved for a general class of stochastic linear abstract evolution equations, with a general type of stochastic forcing term. The abstract evolution equation is modeled using an evolution operator (or 2-parameter semigroup) approach and this includes linear partial differential equations and linear differential delay equations. The stochastic forcing term is modeled by defining an Itô stochastic integral with respect to a Hilbert space-valued orthogonal increments process, which can be used to model both Gaussian and non-Gaussian white noise processes. The theory is illustrated by examples of stochastic partial differential equations and delay equations, which arise in filtering problems for distributed and delay systems.     

Painlevé Classification Problems Featuring Essential Singularities

In this article we construct and solve all Painlevé-type differential equations of the second order and second degree that are built upon, in a natural well-defined sense, the "sn-log" equation of Painlevé, the general integral of which admits a movable essential singularity (elliptic function of a logarithm). This equation (which was studied by Painlevé in the years 1893–1902) is frequently cited in the modern literature to elucidate various aspects of Painlevé analysis and integrability of differential equations, especially the difficulty of detecting essential singularities by local singularity analysis of differential equations. Our definition of the Painlevé property permits movable essential singularities, provided there is no branching. While the essential singularity presents no serious technical problems, we do need to introduce new techniques for handling "exotic" Painlevé equations, which are Painlevé equations whose singular integrals admit movable branch points in the leading terms. We find that the corresponding full class of Painlevé-type equations contains three, and only three, equations, which we denote SD-326-I, SD-326-II, and SD-326-III, each solvable in terms of elliptic functions. The first is Painlevé's own generalization of his sn-log equation. The second and third are new, the third being a 15-parameter exotic master equation. The appendices contain results (in general, without uniqueness proofs) of related Painlevé classification problems, including full generalizations of two other second-degree equations discovered by Painlevé, additional examples of exotic Painlevé equations and Painlevé equations admitting movable essential singularities, and third-order equations featuring sn-log and other essential singularities.     

Testing regularity of functional equations with computer

One of the standard methods of solving functional equations is reducing the equations to a form which is easily handled by the methods of analysis, for example differential equations, partial differential equations, integral equations, etc. For the reduction we must know some “strong” regularity properties of the unknown functions, which regularity follows from the “week” properties of the known functions. Our long-term plan is to create a method not only for specialists in research but for professionals in other areas using functional equations—for example engineers, economists. As a first attempt we worked out a program for some particular, but fairly general type of equations in the Computer Algebra System Maple^?, which enables an easy detection of the applicability of known regularity theorems.