A new type of boundary treatment for wave propagation

Numerical approximation of wave propagation can be done very efficiently on uniform grids. The Yee scheme is a good example. A serious problem with uniform grids is the approximation of boundary conditions at a boundary not aligned with the grid. In this paper, boundary conditions are introduced by modifying appropriate material coefficients at a few grid points close to the embedded boundary. This procedure is applied to the Yee scheme and the resulting method is proven to be \(L^2\)-stable in one space dimension. Depending on the boundary approximation technique it is of first or second order accuracy even if the boundary is located at an arbitrary point relative to the grid. This boundary treatment is applied also to a higher order discretization resulting in a third order accurate method. All algorithms have the same staggered grid structure in the interior as well as across the boundaries for efficiency. A numerical example with the extension to two space dimensions is included.     

Properties of grid boundary value problems for functions defined on grid cells and faces

Properties of a version of MFD method are studied for a grid problem on a polyhedral grid in which the grid scalars are defined on grid cells and the grid flows are specified by their local normal coordinates on the plane faces of cells. In a domain with curvilinear boundary, a grid inhomogeneous boundary value problem for stationary diffusion-type equations is considered. An operator statement of the grid problem is given, and a local approximation of the equations and boundary conditions is studied.     

Analytical and numerical investigation of the spectra of three-point difference operators

The properties of the spectra of discrete spatially one-dimensional problems of convection — diffusion type with constant coefficients and nonstandard boundary conditions are examined in the framework of stability of explicit algorithms for time-dependent problems of mathematical physics. An analytical method is proposed for finding isolated limit points of the operator spectrum. Limit points are determined for the difference transport equation with different versions of nonreflecting boundary conditions and for an approximation of the heat conduction equation on a grid with condensation near the boundary. Stability and other properties of the spectrum are also established numerically. __________ Translated from Prikladnaya Matematika i Informatika, No. 27, pp. 25–45, 2007.     

Power law Stokes equations with threshold slip boundary conditions: Numerical methods and implementation

For the power law Stokes equations driven by nonlinear slip boundary conditions of friction type, we propose three iterative schemes based on augmented Lagrangian approach and interior point method to solve the finite element approximation associated to the continuous problem. We formulate the variational problem which in this case is a variational inequality and construct the weak solution of the continuous problem. Next, we formulate two alternating direction methods based on augmented Lagrangian formalism in order to separate the velocity from the symmetric part the velocity gradient and tangential part of the velocity. Thirdly, we present some salient points of a path‐following variant of the interior point method associated to the finite element approximation of the problem. Some numerical experiments are performed to confirm the validity of the schemes and allow us to compare them.     

Nontrivial solutions for asymptotically linear hamiltonian systems with Lagrangian boundary conditions

In this article, we study the existence of nontrivial solutions for a class of asymptotically linear Hamiltonian systems with Lagrangian boundary conditions by the Galerkin approximation methods and the L-index theory developed by the first author.     

A new coupled approach high accuracy numerical method for the solution of 3D non-linear biharmonic equations

In this paper, we derive a new fourth order finite difference approximation based on arithmetic average discretization for the solution of three-dimensional non-linear biharmonic partial differential equations on a 19-point compact stencil using coupled approach. The numerical solutions of unknown variable u(x,y,z) and its Laplacian ∇²u are obtained at each internal grid point. The resulting stencil algorithm is presented which can be used to solve many physical problems. The proposed method allows us to use the Dirichlet boundary conditions directly and there is no need to discretize the derivative boundary conditions near the boundary. We also show that special treatment is required to handle the boundary conditions. The new method is tested on three problems and the results are compared with the corresponding second order approximation, which we also discuss using coupled approach.     

Nonconformal schemes of the finite-element method for nonlinear hyperbolic conservation laws

We suggest a method for constructing grid schemes for initial-boundary value problems for many-dimensional nonlinear systems of first-order equations of hyperbolic type on the basis of the Galerkin-Petrov limit approximation to the mixed statement of an original problem. Our grid schemes are versions of the nonconformal finite-element method in which the approximate solution is constructed in the space of piecewise polynomial functions that admit discontinuities on the boundary of triangulation elements of the design domain.     

L 2-Topology and Lagrangians in the Space of Connections Over a Riemann Surface

We examine the L ²-topology of the gauge orbits over a closed Riemann surface. We prove a subtle local slice theorem based on the div-curl lemma of harmonic analysis, and deduce local pathwise connectedness of the gauge orbits. Based on a quantitative version of the connectivity, we generalize compactness results for anti-self-dual instantons with Lagrangian boundary conditions to general gauge-invariant Lagrangian submanifolds. This provides the foundation for the construction of instanton Floer homology for pairs of a 3-manifold with boundary and a Lagrangian in the configuration space over the boundary.     

Approximation de quelques problèmes de type Stokes par une méthode d'éléments finis mixtes

Résumé Nous présentons dans cet article une méthode d'éléments finis mixtes qui permet la résolution des équations de Stokes avec des conditions aux limites de type Fourier ou Neumann. Pour cette méthode nous démontrons que les estimations de l'erreur d'approximation sont optimales; en vitesse et en pression. Ces résultats de convergences généralisent à ce type non standard de conditions aux limites les travaux de Glowinski-Pironneau [9, 10] pour le probleme de Stokes avec des conditions aux limites de Dirichlet.

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Mixed-finite element approximation of stokes type problems

Summary We present in this paper a mixed-finite element approximation of Stokes equations with boundary conditions of Fourier's or Neumann's type. For this approximation we prove that the error estimates for the velocity-vector and for the pressure are optimal. These results of convergence generalize to this kind of boundary conditions the Glowinski-Pironneau's approximation of Stokes problem with Dirichlet's boundary conditions [9, 10].

     

A uniformly convergent hybrid scheme for singularly perturbed system of reaction-diffusion Robin type boundary-value problems

This paper deals with the study on system of reaction diffusion differential equations for Robin or mixed type boundary value problems (MBVPs). A cubic spline approximation has been used to obtain the difference scheme for the system of MBVPs, on a piecewise uniform Shishkin mesh defined in the whole domain. It has been shown that our proposed scheme, i.e., central difference approximation for outer region with cubic spline approximation for inner region of boundary layers, leads to almost second order parameter uniform convergence whereas the standard method i.e., the forward-backward approximation for mixed boundary conditions with central difference approximation inside the domain leads to almost first order convergence on Shishkin mesh. Numerical results are provided to show the efficiency and accuracy of these methods.     

Dérivation par rapport au domaine pour un problème aux limites avec condition de Signorini

This work deals with a nonlinear inverse problem of reconstructing an unknown boundary γ, the boundary conditions prescribed on γ being of Signorini type, by using boundary measurements. The problem is turned into an optimal shape design one, by constructing a Kohn-Vogelius-like cost function, the only minimum of which is proved to be the unknown boundary. Furthermore, we prove that the derivative of this cost function with respect to a direction θ depends only on the state u⁰, and not on its Lagrangian derivative u¹ (θ).     

On problem of the dynamics of a viscoelastic medium with memory on an infinite interval

The existence of a weak solution of a boundary value problem for a viscoelasticity model with memory on an infinite time interval is proved. The proof relies on an approximation of the original boundary value problem by regularized ones on finite time intervals and makes use of recent results concerning the solvability of Cauchy problems for systems of ordinary differential equations in the class of regular Lagrangian flows.     

Uniform asymptotics of the boundary values of the solution in a linear problem on the run-up of waves on a shallow beach

We consider the Cauchy problem with spatially localized initial data for a two-dimensional wave equation with variable velocity in a domain Ω. The velocity is assumed to degenerate on the boundary ?Ω of the domain as the square root of the distance to ?Ω. In particular, this problems describes the run-up of tsunami waves on a shallow beach in the linear approximation. Further, the problem contains a natural small parameter (the typical source-to-basin size ratio) and hence admits analysis by asymptotic methods. It was shown in the paper “Characteristics with singularities and the boundary values of the asymptotic solution of the Cauchy problem for a degenerate wave equation” [1] that the boundary values of the asymptotic solution of this problem given by a modified Maslov canonical operator on the Lagrangian manifold formed by the nonstandard characteristics associatedwith the problemcan be expressed via the canonical operator on a Lagrangian submanifold of the cotangent bundle of the boundary. However, the problem as to how this restriction is related to the boundary values of the exact solution of the problem remained open. In the present paper, we show that if the initial perturbation is specified by a function rapidly decaying at infinity, then the restriction of such an asymptotic solution to the boundary gives the asymptotics of the boundary values of the exact solution in the uniform norm. To this end, we in particular prove a trace theorem for nonstandard Sobolev type spaces with degeneration at the boundary.     

Simulation of the Plasma-Sheath Equation on Condensing Grids

We consider the numerical solution of a Tonks–Langmuir integro-differential equation with an Emmert kernel, which describes the behavior of the potential both in the main plasma volume and in the thin boundary (Langmuir) layer. In the volume plasma the potential varies insignificantly, while in the thin layer near the wall (the sheath) it experiences rapid variation. To correctly resolve the behavior of the sheath solution, the numerical region is partitioned into several intervals with a uniform discrete grid in each interval. The interval lengths and the grid increments are successively halved. The second derivative is approximated at the halving points using a nonsymmetrical stencil, which ensures second-order approximation. Near the boundary of the numerical region a step-doubling condensation grid is used, which also ensures second-order approximation of the second-derivative operator. The condensation grid and the numerical algorithm are constructed. Some numerical results are reported.     

Weak solvability of a fractional Voigt viscoelasticity model

The existence of a weak solution of a boundary value problem for a fractional Voigt viscoelasticity model is proved. The proof relies on an approximation of the original boundary value problem by regularized ones and recent results concerning the solvability of Cauchy problems for systems of ordinary differential equations in the class of regular Lagrangian flows.     

Approximation of boundary values in the boundary element method

Various techniques may be applied to the approximation of the unknown boundary functions involved in the boundary element method (BEM). Several techniques have been examined numerically to find the most efficient. Techniques considered were: Lagrangian polynomials of the zeroth, first and second orders; spline functions; and the novel weighted minimization technique used successfully in the finite difference method (FDM) for arbitrarily irregular meshes. All these approaches have been used in the BEM for the numerical analysis of plates with various boundary conditions.Both coarse and fine grids on the boundary have been assumed. Maximal errors of the deflections of each plate and the bending moments have been found and the effective computer CPU times determined.Analysis of the results showed that, for the same computer time, the greatest accuracy was obtained by the weighted FDM approach. In the case of the Lagrange approximation, higher order polynomials have proved more efficient. The spline technique yielded more accurate results, but with a higher CPU time.Two discretization approaches have been investigated: the least-squares technique and the collocation method. Despite the fact that the simultaneous algebraic equations obtained were not symmetric, the collocation approach has been confirmed as clearly superior to the least-squares technique, because of the amount of computation time used.     

A new high accuracy finite difference discretization for the solution of 2D nonlinear biharmonic equations using coupled approach

In this article, using coupled approach, we discuss fourth order finite difference approximation for the solution of two dimensional nonlinear biharmonic partial differential equations on a 9‐point compact stencil. The solutions of unknown variable and its Laplacian are obtained at each internal grid points. This discretization allows us to use the Dirichlet boundary conditions only and there is no need to discretize the derivative boundary conditions. We require only system of two equations to obtain the solution and its Laplacian. The proposed fourth order method is used to solve a set of test problems and produce high accuracy numerical solutions. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Fractional variational problems depending on indefinite integrals

We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and natural boundary conditions, which provide a generalization of the previous results found in the literature. Isoperimetric problems, problems with holonomic constraints and depending on higher-order Caputo derivatives, as well as fractional Lagrange problems, are considered.     

New higher-order compact finite difference schemes for 1D heat conduction equations

In this paper, we present two higher-order compact finite difference schemes for solving one-dimensional (1D) heat conduction equations with Dirichlet and Neumann boundary conditions, respectively. In particular, we delicately adjust the location of the interior grid point that is next to the boundary so that the Dirichlet or Neumann boundary condition can be applied directly without discretization, and at the same time, the fifth or sixth-order compact finite difference approximations at the grid point can be obtained. On the other hand, an eighth-order compact finite difference approximation is employed for the spatial derivative at other interior grid points. Combined with the Crank–Nicholson finite difference method and Richardson extrapolation, the overall scheme can be unconditionally stable and provides much more accurate numerical solutions. Numerical errors and convergence rates of these two schemes are tested by two examples.     

Semi-cardinal interpolation and difference equations: From cubic B-splines to a three-direction box-spline construction

This paper considers the problem of interpolation on a semi-plane grid from a space of box-splines on the three-direction mesh. Building on a new treatment of univariate semi-cardinal interpolation for natural cubic splines, the solution is obtained as a Lagrange series with suitable localization and polynomial reproduction properties. It is proved that the extension of the natural boundary conditions to box-spline semi-cardinal interpolation attains half of the approximation order of the cardinal case.