Note on the flux condition and pressure drop in the resolvent problem of the Stokes system

In [4] H. Sohr and the author considered theL ^q-theory of the resolvent problem of the generalized Stokes system in an aperture domain. This type of unbounded domain consists of two disjoint half spaces which are separated from each other by a wall but connected by a hole (aperture) in this wall. Due to this geometry the flux of the velocity field through the hole and the pressure drop at infinity are important physical and mathematical quantities. In this note we show that in order to single out a unique solution of the resolvent problem we must prescribe the flux for largeq, but that for smallq neither the flux nor the pressure drop can be prescribed. Only if the dimension is greater than two there is a certain range of values ofq where we must prescribe either the flux or the pressure drop. As a limit case we also investigate strong solutions of the Stokes system.     

A Least‐Squares Formulation for the Shallow Water Equations with Small Viscosity

A least‐squares finite element method for the shallow water equations with viscosity parameter μ > 0 is proposed and studied. The shallow water equations are reformulated as a first order system by adding a new variable for the velocity flux. The reformulated first order system is combined with a characteristic‐based time discretization and a least squares approach. For the correct boundary treatment in the limit case μ → 0, a trace theorem is presented. For the numerical computation of the velocity, the finite element spaces introduced recently by Mardal, Tai and Winther (SIAM Journal on Numerical Analysis 40, pp. 1605–1631) are used. The degrees of freedom in these spaces can be identified with the normal and tangential components, respectively. Numerical results for some test examples are shown. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Complete flux scheme for parabolic singularly perturbed differential‐difference equations

In this study, we investigate the concept of the complete flux (CF) obtained as a solution to a local boundary value problem (BVP) for a given parabolic singularly perturbed differential‐difference equation (SPDDE) with modified source term to propose an efficient complete flux‐finite volume method (CF‐FVM) for parabolic SPDDE which is μ‐ and ?‐uniform method where μ, ? are shift and perturbation parameters, respectively. The proposed numerical method is shown to be consistent, stable, and convergent and has been successfully implemented on three test problems.     

A nonlinear elliptic problem with terms concentrating in the boundary

In this paper, we investigate the behavior of a family of steady‐state solutions of a nonlinear reaction diffusion equation when some reaction and potential terms are concentrated in a ε‐neighborhood of a portion Γ of the boundary. We assume that this ε‐neighborhood shrinks to Γ as the small parameter ε goes to zero. Also, we suppose the upper boundary of this ε‐strip presents a highly oscillatory behavior. Our main goal here was to show that this family of solutions converges to the solutions of a limit problem, a nonlinear elliptic equation that captures the oscillatory behavior. Indeed, the reaction term and concentrating potential are transformed into a flux condition and a potential on Γ, which depends on the oscillating neighborhood. Copyright © 2012 John Wiley & Sons, Ltd.     

Hartmann duct flow at moderate magnetic Reynolds numbers

The application of a uniform external magnetic field on the turbulent duct flow of an electrically conducting fluid leads to several interesting changes in the structure and the mean charateristics of the flow. This is fairly well understood from the existing studies of duct flows in the low magnetic Reynolds number (R_m) limit. In this paper, we present the results for magnetohydrodynamic duct flow at moderate R_m obtained from direct numerical simulations (DNS). Several differences are observed to occur in this case as compared to low R_m flows, such as increased Hartmann layer thickness and enhanced large scale turbulence in the core region of the duct cross-section due to partial expulsion of magnetic flux. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Conservative flux recovery from the Q1 conforming finite element method on quadrilateral grids

Compared with standard Galerkin finite element methods, mixed methods for second‐order elliptic problems give readily available flux approximation, but in general at the expense of having to deal with a more complicated discrete system. This is especially true when conforming elements are involved. Hence it is advantageous to consider a direct method when finding fluxes is just a small part of the overall modeling processes. The purpose of this article is to introduce a direct method combining the standard Galerkin Q1 conforming method with a cheap local flux recovery formula. The approximate flux resides in the lowest order Raviart‐Thomas space and retains local conservation property at the cluster level. A cluster is made up of at most four quadrilaterals. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 104–127, 2004     

Frequency spanning homoclinic families

A family of maps or flows depending on a parameter ν which varies in an interval, spans a certain property if along the interval this property depends continuously on the parameter and achieves some asymptotic values along it. We consider families of periodically forced Hamiltonian systems for which the appropriately scaled frequency is spanned, namely it covers the semi-infinite line [0,∞). Under some natural assumptions on the family of flows and its adiabatic limit, we construct a convenient labelling scheme for the primary homoclinic orbits which may undergo a countable number of bifurcations along this interval. Using this scheme we prove that a properly defined flux function is C¹ in ν. Combining this proof with previous results of RK and Poje, immediately establishes that the flux function and the size of the chaotic zone depend on the frequency in a non-monotone fashion for a large class of families of Hamiltonian flows.     

An analysis for the compressible Stokes equations by first‐order system of least‐squares finite element method

This article applies the first‐order system least‐squares (fosls) finite element method developed by Cai, Manteuffel and McCormick to the compressible Stokes equations. By introducing a new dependent velocity flux variable, we recast the compressible Stokes equations as a first‐order system. Then it is shown that the ellipticity and continuity hold for the least‐squares functionals employing the mixture of H^?1 and L², so that the fosls finite element methods yield best approximations for the velocity flux and velocity. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:689–699, 2001     

Robust residual‐ and recovery‐based a posteriori error estimators for a multipoint flux mixed finite element discretization of interface problems

We consider a posteriori error estimation for a multipoint flux mixed finite element method for two‐dimensional elliptic interface problems. Within the class of modified quasi‐monotonically distributed coefficients, we derive a residual‐type a posteriori error estimator of the weighted sum of the scalar and flux errors which is robust with respect to the jumps of the coefficients. Moreover, we develop robust implicit and explicit recovery‐type estimators through gradient recovery in an H(curl)‐conforming finite element space. In particular, we apply a modified L² projection in the implicit recovery procedure so as to reduce the computational cost of the recovered gradient. Numerical experiments confirm the theoretical results.     

Existence of solutions to a phase transition model with microscopic movements

We prove the existence of weak solutions for a 3D phase change model introduced by Michel Frémond in (Non‐smooth Thermomechanics. Springer: Berlin, 2002) showing, via a priori estimates, the weak sequential stability property in the sense already used by the first author in (Comput. Math. Appl. 2007; 53 :461–490). The result follows by passing to the limit in an approximate problem obtained adding a superlinear part (in terms of the gradient of the temperature) in the heat flux law. We first prove well posedness for this last problem and then—using proper a priori estimates—we pass to the limit showing that the total energy is conserved during the evolution process and proving the non‐negativity of the entropy production rate in a suitable sense. Finally, these weak solutions turn out to be the classical solution to the original Frémond's model provided all quantities in question are smooth enough. Copyright © 2008 John Wiley & Sons, Ltd.     

A complete flux scheme for the stationary advection-diffusion-reaction equation

Expressions for the numerical flux of a conservation law of advection-diffusion-reaction type are derived from a local solution of the entire conservation law, including the source term. The resulting complete flux scheme is given for one-dimensional (in Cartesian and spherical coordinates) and two-dimensional model equations. Combined with a finite volume method, the numerical scheme is second order accurate, uniformly in the Peclet numbers. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

ANALYSIS OF THE LIMIT CYCLE OF A GENERALISED VAN DER POL EQUATION BY A TIME TRANSFORMATION METHOD

Abstract

The properties of the limit cycle of a generalised van der Pol equation of the form ü + u = ε (1—u²ⁿ)u, where ε is small and n is any positive integer, are investigated by applying a time transformation perturbation method due to Burton. It is found that as n increases the amplitude of the limit cycle oscillation decreases and its period increases. The time transformation solution is compared with the solution derived using the method of multiple scales and with a numerical solution. It is found that, to first order in ε, the time transformation solution for the limit cycle agrees better with the numerical solution than the multiple scales solution. Both perturbation solutions give the same result for the period of the limit cycle to second order in ε. The accuracy of the time transformation solution decreases as n increases.     

Chemotaxis: from kinetic equations to aggregate dynamics

The hydrodynamic limit for a kinetic model of chemotaxis is investigated. The limit equation is a non local conservation law, for which finite time blow-up occurs, giving rise to measure-valued solutions and discontinuous velocities. An adaptation of the notion of duality solutions, introduced for linear equations with discontinuous coefficients, leads to an existence result. Uniqueness is obtained through a precise definition of the nonlinear flux as well as the complete dynamics of aggregates, i.e. combinations of Dirac masses. Finally a particle method is used to build an adapted numerical scheme.     

Local flux mimetic finite difference methods

We develop a local flux mimetic finite difference method for second order elliptic equations with full tensor coefficients on polyhedral meshes. To approximate the velocity (vector variable), the method uses two degrees of freedom per element edge in two dimensions and n degrees of freedom per n-gonal mesh face in three dimensions. To approximate the pressure (scalar variable), the method uses one degree of freedom per element. A specially chosen quadrature rule for the L ²-product of vector-functions allows for a local flux elimination and reduction of the method to a cell-centered finite difference scheme for the pressure unknowns. Under certain assumptions, first-order convergence is proved for both variables and second-order convergence is proved for the pressure. The assumptions are verified on simplicial meshes for a particular quadrature rule that leads to a symmetric method. For general polyhedral meshes, non-symmetric methods are constructed based on quadrature rules that are shown to satisfy some of the assumptions. Numerical results confirm the theory.     

On Low Mach Number Preconditioning of Finite Volume Schemes

A finite volume method for inviscid unsteady flows at low Mach numbers is studied. The method uses a preconditioning of the dissipation term within the numerical flux function only. It can be observed by numerical experiments, as well as by analysis, that the preconditioned scheme yields a physically corrected pressure distribution and combined with an explicit time integrator it is stable if the time step Δt satisfies the requirement to be 𝒪(M ²) as the Mach number M tends to zero, whereas the corresponding standard method remains stable up to Δt = 𝒪(M ),M → 0, though producing unphysical results. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the Behavior of a Nonstationary Poiseuille Solution as <Emphasis Type="Italic">t</Emphasis> → ∞

A nonstationary Poiseuille solution describing the flow of a viscous incompressible fluid in an infinite cylinder is defined as a solution to an inverse problem for the heat equation. The behavior as t → ∞ of the nonstationary Poiseuille solution corresponding to the prescribed flux F(t) ofthe velocity field is studied. In particular, it is proved that if the flux F(t) tends exponentially to a constant flux F _* then the nonstationary Poiseuille solution tends exponentially as t → ∞ to the stationary Poiseuille solution having the flux F _*.Original Russian Text Copyright © 2005 Pileckas K.__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 890–900, July–August, 2005.     

Comparison of ‘Tail Method’ Exact Confidence Limits for the Difference of Binomial Probabilities

Suppose that Y ₁ and Y ₂ are independent and have Binomial(n ₁,p ₁) and Binomial (n ₂,p ₂) distributions respectively. Also suppose that θ=p ₁−p ₂ is the parameter of interest. We consider the problem of finding an exact confidence limit (either upper or lower) for θ. The solution to this problem is very important for statistical practice in the health and life sciences. The ‘tail method’ provides a solution to this problem. This method finds the exact confidence limit by exact inversion of a hypothesis test based on a specified test statistic. Buehler (J. Am. Stat. Assoc. 52, 482–493, 1957) described, for the first time, a finite-sample optimality property of this confidence limit. Consequently, this confidence limit is sometimes called a Buehler confidence limit. An early tail method confidence limit for θ was described by Santner and Snell (J. Am. Stat. Assoc. 75, 386–394, 1980) who used the maximum likelihood estimator of θ as the test statistic. This confidence limit is known to be very inefficient (see e.g. Cytel Software, StatXact, version 6, vol. 2, 2004). The efficiency of the confidence limit resulting from the tail method depends greatly on the test statistic on which it is based. We use the results of Kabaila (Stat. Probab. Lett. 52, 145–154, 2001) and Kabaila and Lloyd (Aust. New Zealand J. Stat. 46, 463–469, 2004, J. Stat. Plan. Inference 136, 3145–3155, 2006) to provide a detailed explanation for the dependence of this efficiency on the test statistic. We consider test statistics that are estimators, Z-statistics and approximate upper confidence limits. This explanation is used to find the situations in which the tail method exact confidence limits based on test statistics that are estimators or Z-statistics are least efficient.     

Asymptotic behaviour of curved rods by the unfolding method

We consider in this work general curved rods with a circular cross‐section of radius δ. Our aim is to study the asymptotic behaviour of such rods as δ→0, in the framework of the linear elasticity according to the unfolding method. It consists in giving some decompositions of the displacements of such rods, and then in passing to the limit in a fixed domain. A first decomposition concerns the elementary displacements of a curved rod which characterize its translations and rotations, and the residual displacements related to the deformation of the cross‐section. The second decomposition concerns the displacements of the middle‐line of the rod. We prove that such a displacement can be written as the sum of an inextensional displacement and of an extensional one. An extensional displacement will modify the length of the middle‐line, while an inextensional displacement will not change this length in a first approximation. We show that the H¹‐norm of an inextensional displacement is of order 1, while that of an extensional displacement is in general, of order δ. A priori estimates are established and convergence results as δ→0, are given for the displacements. We give their unfolded limits, as well as the unfolded limits of the strain and stress tensors. To prove the convergence of the strain tensor, the introduction of elementary and residual displacements appears as essential. By passing to the limit as δ→0 in the linearized system of the elasticity, we obtain on the one hand, a variational problem that is satisfied by the limit extensional displacement, and on the other hand, a variational problem coupling the limit of inextensional displacements and the limit of the angle of torsion. Copyright © 2004 John Wiley & Sons, Ltd.     

Robust convergence of multi point flux approximation on rough grids

This paper establishes the convergence of a multi point flux approximation control volume method on rough quadrilateral grids. By rough grids we refer to a family of refined quadrilateral grids where the cells are not required to approach parallelograms in the asymptotic limit. In contrast to previous convergence results for these methods we consider here a version where the flux approximation is derived directly in the physical space, and not on a reference cell. As a consequence, less regular grids are allowed. However, the extra cost is that the symmetry of the method is lost.