A parareal approach of semi‐linear parabolic equations based on general waveform relaxation

We present a parareal approach of semi‐linear parabolic equations based on general waveform relaxation (WR) at the partial differential equation (PDE) level. An algorithm for initial‐boundary value problem and two algorithms for time‐periodic boundary value problem are constructed. The convergence analysis of three algorithms are provided. The results show that the algorithm for initial‐boundary value problem is superlinearly convergent while both algorithms for the time‐periodic boundary value problem linearly converge to the exact solutions at most. Numerical experiments show that the parareal algorithms based on general WR at the PDE level, compared with the parareal algorithm based on the classical WR at the ordinary differential equations (ODEs) level (the PDEs is discretized into ODEs), require much fewer number of iterations to converge.     

Finite Element Solution of Conical Diffraction Problems

This paper is devoted to the numerical study of diffraction by periodic structures of plane waves under oblique incidence. For this situation Maxwell's equations can be reduced to a system of two Helmholtz equations in R ² coupled via quasiperiodic transmission conditions on the piecewise smooth interfaces between different materials. The numerical analysis is based on a strongly elliptic variational formulation of the differential problem in a bounded periodic cell involving nonlocal boundary operators. We obtain existence and uniqueness results for discrete solutions and provide the corresponding error analysis.     

Matrix decomposition algorithms for elliptic boundary value problems: a survey

We provide an overview of matrix decomposition algorithms (MDAs) for the solution of systems of linear equations arising when various discretization techniques are applied in the numerical solution of certain separable elliptic boundary value problems in the unit square. An MDA is a direct method which reduces the algebraic problem to one of solving a set of independent one-dimensional problems which are generally banded, block tridiagonal, or almost block diagonal. Often, fast Fourier transforms (FFTs) can be employed in an MDA with a resulting computational cost of O(N ² logN) on an N × N uniform partition of the unit square. To formulate MDAs, we require knowledge of the eigenvalues and eigenvectors of matrices arising in corresponding two–point boundary value problems in one space dimension. In many important cases, these eigensystems are known explicitly, while in others, they must be computed. The first MDAs were formulated almost fifty years ago, for finite difference methods. Herein, we discuss more recent developments in the formulation and application of MDAs in spline collocation, finite element Galerkin and spectral methods, and the method of fundamental solutions. For ease of exposition, we focus primarily on the Dirichlet problem for Poisson’s equation in the unit square, sketch extensions to other boundary conditions and to more involved elliptic problems, including the biharmonic Dirichlet problem, and report extensions to three dimensional problems in a cube. MDAs have also been used extensively as preconditioners in iterative methods for solving linear systems arising from discretizations of non-separable boundary value problems.     

Solution branches of a semilinear elliptic problem at corank-2 bifurcation points

Bifurcations of a semilinear elliptic problem on the unit square with the Dirichlet boundary conditions are studied at corank-2 bifurcation points. We show the existence of bifurcating solution branches and their parameterizations via a nonsingular enlarged problem.     

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.     

Optimal finite difference grids and rational approximations of the square root I. Elliptic problems

The main objective of this paper is optimization of second‐order finite difference schemes for elliptic equations, in particular, for equations with singular solutions and exterior problems. A model problem corresponding to the Laplace equation on a semi‐infinite strip is considered. The boundary impedance (Neumann‐to‐Dirichlet map) is computed as the square root of an operator using the standard three‐point finite difference scheme with optimally chosen variable steps. The finite difference approximation of the boundary impedance for data of given smoothness is the problem of rational approximation of the square root on the operator's spectrum. We have implemented Zolotarev's optimal rational approx‐imant obtained in terms of elliptic functions. We have also found that a geometrical progression of the grid steps with optimally chosen parameters is almost as good as the optimal approximant. For bounded operators it increases from second to exponential the convergence order of the finite difference impedance with the convergence rate proportional to the inverse of the logarithm of the condition number. For the case of unbounded operators in Sobolev spaces associated with elliptic equations, the error decays as the exponential of the square root of the mesh dimension. As an example, we numerically compute the Green function on the boundary for the Laplace equation. Some features of the optimal grid obtained for the Laplace equation remain valid for more general elliptic problems with variable coefficients. © 2000 John Wiley & Sons, Inc.     

Planforms in two and three dimensions

Summary When solving systems of PDE with two space dimensions it is often assumed that the solution is spatially doubly periodic. This assumption is usually made in systems such as the Boussinesq equation or reaction-diffusion equations where the equations have Euclidean invariance. In this article we use group theoretic techniques to determine a large class of spatially doubly periodic solutions that are forced to existence near a steady-state bifurcation from a translation-invariant equilibrium.This type of bifurcation problem has been considered by many authors when studying a number of different systems of PDE. Typically, these studies focus at the beginning on equilibria that are spatially periodic with respect to a fixed planar lattice type-such as square or hexagonal. Our focus is different in that we attempt to find all spatially periodic equilibria that bifurcate on all lattices. This point of view leads to some technical simplifications such as being able to restrict to translation free irreducible representations.Of course, many of the types of solutions that we find are well-known-such as hexagon and roll solutions on a hexagonal lattice. This coordinated group theoretic approach does lead, however, to solutions which seem not to have been discussed previously (antisquare solutions on a square lattice) as well as to a more complete classification of the symmetry types of possible solutions. Moreover, our methods extend to triply periodic solutions of PDE with three spatial variables. Some of these results, namely those concerned with primitive cubic lattices, are presented here. The complete results on triply periodic solutions may be found in [6, 7].In honor of Klaus Kirchgässner on the occasion of his sixtieth birthdayResearch supported in part by NSF/DARPA (DMS-8700897) and by the Texas Advanced Research Program (ARP-1100).     

A gap in the spectrum of the Neumann–Laplacian on a periodic waveguide

We study a spectral problem related to the Laplace operator in a singularly perturbed periodic waveguide. The waveguide is a quasi-cylinder which contains a periodic arrangement of inclusions. On the boundary of the waveguide, we consider both Neumann and Dirichlet conditions. We prove that provided the diameter of the inclusion is small enough the spectrum of Laplace operator contains band gaps, i.e. there are frequencies that do not propagate through the waveguide. The existence of the band gaps is verified using the asymptotic analysis of elliptic operators.     

A solution for antiplane‐strain local problems using elliptic integrals of Cauchy type

Quasi‐periodic piecewise analytic solutions, without poles, are found for the local antiplane‐strain problems. Such problems arise from applying the asymptotic homogenization method to an elastic problem in a parallel fiber‐reinforced periodic composite that presents an imperfect contact of spring type between the fiber and the matrix. Our methodology consists of rewriting the contact conditions in a complex appropriate form that allow us to use the elliptic integrals of Cauchy type. Several general conditions are assumed including that the fibers are disposed of arbitrary manner in the unit cell, that all fibers present imperfect contact with different constants of imperfection, and that their cross section is smooth closed arbitrary curves. Finally, we obtain a family of piecewise analytic solutions for the local antiplane‐strain problems that depend of a real parameter. When we vary this parameter, it is possible to improve classic bounds for the effective coefficients. Copyright © 2017 John Wiley & Sons, Ltd.     

Homogenization of the oscillating Dirichlet boundary condition in general domains

We prove the homogenization of the Dirichlet problem for fully nonlinear uniformly elliptic operators with periodic oscillation in the operator and in the boundary condition for a general class of smooth bounded domains. This extends the previous results of Barles and Mironescu (2012) [4] in half spaces. We show that homogenization holds despite a possible lack of continuity in the homogenized boundary data. The proof is based on a comparison principle with partial Dirichlet boundary data which is of independent interest.     

OPTIMAL HARVESTING OF A SPATIALLY EXPLICIT FISHERY MODEL

Abstract We consider an optimal fishery harvesting problem using a spatially explicit model with a semilinear elliptic PDE, Dirichlet boundary conditions, and logistic population growth. We consider two objective functionals: maximizing the yield and minimizing the cost or the variation in the fishing effort (control). Existence, necessary conditions, and uniqueness for the optimal harvesting control for both cases are established. Results for maximizing the yield with Neumann (no‐flux) boundary conditions are also given. The optimal control when minimizing the variation is characterized by a variational inequality instead of the usual algebraic characterization, which involves the solutions of an optimality system of nonlinear elliptic partial differential equations. Numerical examples are given to illustrate the results.     

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.     

Asymptotic evaluation of effective complex moduli of fibre‐reinforced viscoelastic composite materials

We propose an asymptotic approach for the evaluation of effective complex moduli of viscoelastic fibre‐reinforced composite materials. Our method is based on the homogenization technique. We start with a non‐trivial expansion of the input plane‐strain boundary value problem by ratios of visco‐elastic constants. This allows to simplify the governing equations to forms analogous to the complex transport problem. Then we apply the asymptotic homogenization method, coming from the original problem on multi‐connected domain to the cell problem, defined on a unit cell of the periodic structure. For the analytical solution of the cell problem we apply the boundary perturbation technique, the asymptotic expansion by a distance between two neighbouring fibres and the method of two‐point Padé approximants. As results we derive uniform analytical representations for effective complex moduli, valid for all values of the components volume fractions and properties.     

A fully discrete nonlinear Galerkin method for the 3D Navier–Stokes equations

The purpose of this paper is twofold: (i) We show that the Fourier‐based Nonlinear Galerkin Method (NLGM) constructs suitable weak solutions to the periodic Navier–Stokes equations in three space dimensions provided the large scale/small scale cutoff is appropriately chosen. (ii) If smoothness is assumed, NLGM always outperforms the Galerkin method by a factor equal to 1 in the convergence order of the H ¹‐norm for the velocity and the L²‐norm for the pressure. This is a purely linear superconvergence effect resulting from standard elliptic regularity and holds independently of the nature of the boundary conditions (whether periodicity or no‐slip BC is enforced). © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Preconditioning for boundary control problems in incompressible fluid dynamics

PDE‐constrained optimization problems arise in many physical applications, prominently in incompressible fluid dynamics. In recent research, efficient solvers for optimization problems governed by the Stokes and Navier–Stokes equations have been developed, which are mostly designed for distributed control. Our work closes a gap by showing the effectiveness of an appropriately modified preconditioner to the case of Stokes boundary control. We also discuss the applicability of an analogous preconditioner for Navier–Stokes boundary control and provide some numerical results.     

Homogenization of the Stokes Problem With Non-homogeneous Slip Boundary Conditions

We study the Stokes system with non-homogeneous Fourier boundary conditions depending on a parameter, in a domain with periodic inclusions of the size of the period. Following the values of this parameter, we obtain at the limit a Darcy's law, a Brinkmann type equation or a Stokes type equation. We also present a physical model to which the results apply. This model describes the flow of an incompressible viscous fluid through a porous medium under the action of an exterior electric field.     

Malliavin calculus for the stochastic 2D Navier—Stokes equation

We consider the incompressible, two‐dimensional Navier‐Stokes equation with periodic boundary conditions under the effect of an additive, white‐in‐time, stochastic forcing. Under mild restrictions on the geometry of the scales forced, we show that any finite‐dimensional projection of the solution possesses a smooth, strictly positive density with respect to Lebesgue measure. In particular, our conditions are viscosity independent. We are mainly interested in forcing that excites a very small number of modes. All of the results rely on proving the nondegeneracy of the infinite‐dimensional Malliavin matrix. © 2006 Wiley Periodicals Inc.     

On non‐stationary viscous incompressible flow through a cascade of profiles

The paper deals with theoretical analysis of non‐stationary incompressible flow through a cascade of profiles. The initial‐boundary value problem for the Navier–Stokes system is formulated in a domain representing the exterior to an infinite row of profiles, periodically spaced in one direction. Then the problem is reformulated in a bounded domain of the form of one space period and completed by the Dirichlet boundary condition on the inlet and the profile, a suitable natural boundary condition on the outlet and periodic boundary conditions on artificial cuts. We present a weak formulation and prove the existence of a weak solution. Copyright © 2006 John Wiley & Sons, Ltd.     

Existence and uniqueness of the solution of linear degenerate PDEs in weighted Sobolev space with nonhomogeneous boundary condition

We prove the existence and uniqueness of solution to the nonhomogeneous degenerate elliptic PDE of second order with boundary data in weighted Orlicz‐Slobodetskii space. Our goal is to consider the possibly general assumptions on the involved constraints: the class of weights, the boundary data, and the admitted coefficients. We also provide some estimates on the spectrum of our degenerate elliptic operator.     

Well-posedness for a cauchy problem associated to time dependent free boundaries with nonlocal leading terms

We study a class of free boundary problems, where the normal velocity of the interface is proportional to the derivative of the solution of an elliptic PDE; we give a simple, explicit criterion for the well-posedness of the linearized Cauchy problem. The method is then applied to two classical problems; the stefan problem and the Muskat problem.