A low numerical dissipation immersed interface method for the compressible Navier–Stokes equations

A numerical method to solve the compressible Navier–Stokes equations around objects of arbitrary shape using Cartesian grids is described. The approach considered here uses an embedded geometry representation of the objects and approximate the governing equations with a low numerical dissipation centered finite-difference discretization. The method is suitable for compressible flows without shocks and can be classified as an immersed interface method. The objects are sharply captured by the Cartesian mesh by appropriately adapting the discretization stencils around the irregular grid nodes, located around the boundary. In contrast with available methods, no jump conditions are used or explicitly derived from the boundary conditions, although a number of elements are adopted from previous immersed interface approaches. A new element in the present approach is the use of the summation-by-parts formalism to develop stable non-stiff first-order derivative approximations at the irregular grid points. Second-order derivative approximations, as those appearing in the transport terms, can be stiff when irregular grid points are located too close to the boundary. This is addressed using a semi-implicit time integration method. Moreover, it is shown that the resulting implicit equations can be solved explicitly in the case of constant transport properties. Convergence studies are performed for a rotating cylinder and vortex shedding behind objects of varying shapes at different Mach and Reynolds numbers.     

Evaluation of eigenfunctions from compound matrix variables in non-linear elasticity – I. Fourth order systems

We show how the compound matrix method can be used to produce eigenfunctions as well as eigenvalues for bifurcation problems in non-linear elasticity. For typical problems in elasticity the boundary conditions require a different treatment to that required for typical problems in fluid mechanics. For elasticity problems we have to use an additional shooting method to ensure that the boundary conditions are satisfied.     

Difference equations in spin chains with a boundary

Correlation functions and form factors in vertex models or spin chains are known to satisfy certain difference equations called the quantum Knizhnik-Zamolodchikov equations. We find similar difference equations for the case of semi-infinite spin chain systems with integrable boundary conditions. We derive these equations using the properties of the vertex operators and the boundary vacuum state, or alternatively through corner transfer matrix arguments for the eight-vertex model with a boundary. The spontaneous boundary magnetization is found by solving such difference equations. The boundary S-matrix is also proposed and compared, in the sine-Gordon limit, with Ghoshal-Zamolodchikov's result. The axioms satisfied by the form factors in the boundary theory are formulated.     

Non-linear vibrations of a flat plate with initial stresses

Non-linear free vibrations of a simply supported rectangular elastic plate are examined, by using stress equations of free flexural motions of plates with moderately large amplitudes derived by Herrmann. A modal expansion is used for the normal displacement that satisfies the boundary conditions exactly, but the in-plane displacements are satisfied approximately by an averaging technique. Galerkin technique is used to reduce the problem to a system of coupled non-linear ordinary differential equations for the modal amplitudes. These nonlinear differential equations are solved for arbitrary initial conditions by using the multiple-time-scaling technique. Explicit values of the coefficients that appear in the forementioned Galerkin system of equations are given, in terms of non-dimensional parameters characterizing the plate geometry and material properties, for a four-mode case, for which results for specific initial conditions are presented. A comparison of the results with those obtained in previous studies of the problem is presented. In addition, effects of prescribed edge loadings are examined for the four-mode case.     

Two mass relations for mesons from string-quark duality

We generalize a self-consistency equation derived previously by us for the Nambu string to strings carrying SU(6) quantum numbers.The self-consistency equations are derived by considering the propagation of a string with the quantum numbers of the physical vacuum. Since we can map the world sheet that the string sweeps out onto rectangles, and the wave function of the physical vacuum is a constant, the boundary conditions are the same on all four sides of the rectangles. We can then calculate the propagator in two ways and this leads to the self-consistency equations. For the strings carrying SU(6) quantum numbers we consider the propagator o strings with the quantum numbers of the physical vacuum all along the string except for having quark quantum numbers either attached or removed from the ends. We can solve these self-consistency equations in a certain approximation and for this case they lead to mass formulae for mesons that are well satisfied in nature.     

Accuracy analysis of explicit Runge–Kutta methods applied to the incompressible Navier–Stokes equations

This paper investigates the temporal accuracy of the velocity and pressure when explicit Runge–Kutta methods are applied to the incompressible Navier–Stokes equations. It is shown that, at least up to and including fourth order, the velocity attains the classical order of accuracy without further constraints. However, in case of a time-dependent gradient operator, which can appear in case of time-varying meshes, additional order conditions need to be satisfied to ensure the correct order of accuracy. Furthermore, the pressure is only first-order accurate unless additional order conditions are satisfied. Two new methods that lead to a second-order accurate pressure are proposed, which are applicable to a certain class of three- and four-stage methods. A special case appears when the boundary conditions for the continuity equation are independent of time, since in that case the pressure can be computed to the same accuracy as the velocity field, without additional cost. Relevant computations of decaying vortices and of an actuator disk in a time-dependent inflow support the analysis and the proposed methods.     

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection–reaction equation. By using a Fourier–Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.     

The Boundary Value Problem for Helium II

Considering all the dissipative processes in confined helium II, it turns out that the boundary value problem, as given by the Khalatnikov equations and the already known boundary conditions has a unique solution only if one has a further condition concerning the behaviour of helium II at the boundary. In this paper such an additional boundary condition is deduced from the thermodynamics of irreversible processes. The other already known boundary conditions are also generalized, to the extent that all dissipative processes in the helium are considered. Explicit calculations will be made for the free surface case as well as for the case of a rigid immovable wall.     

Numerical solution of momentum balance equations for plasmas with two ion species

In plasmas bounded by material surfaces the Bohm criterion has to be satisfied at the entrance of the Debye sheath near the surface. With a single ion species this constraint prescribes a boundary condition for the momentum balance equation governing the ion mass velocity. If, however, several ion species are present a generalization of the Bohm criterion does not provide enough number of boundary conditions. Additional “intermediate” conditions follow from the requirement that spatial derivatives of the ion velocities are finite everywhere within the plasma volume. The amount of such independent conditions is sufficient to determine, in an iterative way, also the position in the plasma where they have to be imposed. A numerical approach to find unique regular solutions of fluid motion equations, satisfying the generalized Bohm criterion at the plasma boundary, is elaborated and realized for the case of two ion species.     

Implicit velocity correction-based immersed boundary-lattice Boltzmann method and its applications

A version of immersed boundary-lattice Boltzmann method (IB-LBM) is proposed in this work. It is based on the lattice Boltzmann equation with external forcing term proposed by Guo et al. [Z. Guo, C. Zheng, B. Shi, Discrete lattice effects on the forcing term in the lattice Boltzmann method, Phys. Rev. E 65 (2002) 046308], which can well consider the effect of external force to the momentum and momentum flux as well as the discrete lattice effect. In this model, the velocity is contributed by two parts. One is from the density distribution function and can be termed as intermediate velocity, and the other is from the external force and can be considered as velocity correction. In the conventional IB-LBM, the force density (external force) is explicitly computed in advance. As a result, we cannot manipulate the velocity correction to enforce the non-slip boundary condition at the boundary point. In the present work, the velocity corrections (force density) at all boundary points are considered as unknowns which are computed in such a way that the non-slip boundary condition at the boundary points is enforced. The solution procedure of present IB-LBM is exactly the same as the conventional IB-LBM except that the non-slip boundary condition can be satisfied in the present model while it is only approximately satisfied in the conventional model. Numerical experiments for the flows around a circular cylinder and an airfoil show that there is no any penetration of streamlines to the solid body in the present results. This is not the case for the results obtained by the conventional IB-LBM. Another advantage of the present method is its simple calculation of force on the boundary. The force can be directly calculated from the relationship between the velocity correction and the force density.     

Boundary problems for polariton propagation in thin layers and quantum wells

Summary We show how to compute the optical functions (reflection and transmission) of a semiconductor thin slab, in the vicinity of nearly degenerate exciton states. Additional boundary conditions are not required in the coherentwave-function approach and multiple-polariton effects are included since Maxwell equations are satisfied. When the slab thickness is comparable to the exciton Bohr radius, centre of mass quantization results. When the slab thickness is smaller than the Bohr radius, we obtain, quantum well polaritons. Numerical examples appropriate to GaAs are given.     

Finite-size scaling studies of one-dimensional reaction-diffusion systems. Part I. Analytical results

We consider two single-species reaction-diffusion models on one-dimensional lattices of lengthL: the coagulation-decoagulation model and the annihilation model. For the coagulation model the system of differential equations describing the time evolution of the empty interval probabilities is derived for periodic as well as for open boundary conditions. This system of differential equations grows quadratically withL in the latter case. The equations are solved analytically and exact expressions for the concentration are derived. We investigate the finite-size behavior of the concentration and calculate the corresponding scaling functions and the leading corrections for both types of boundary conditions. We show that the scaling functions are independent of the initial conditions but do depend on the boundary conditions. A similarity transformation between the two models is derived and used to connect the corresponding scaling functions.     

Dynamic equations for a fully anisotropic elastic plate

A hierarchy of dynamic plate equations is derived for a fully anisotropic elastic plate. Using power series expansions in the thickness coordinate for the displacement components, recursion relations are obtained among the expansion functions. Adopting these in the boundary conditions on the plate surfaces and along the edges, a set of dynamic equations with pertinent edge boundary conditions are derived on implicit form. These can be truncated to any order and are believed to be asymptotically correct. For the special case of an orthotropic plate, explicit plate equations are presented and compared analytically and numerically to other approximate theories given in the literature. These results show that the present theory capture the plate behavior accurately concerning dispersion curves, eigenfrequencies as well as stress and displacement distributions.     

Non-adiabatic effects in the time dependent level crossing problem

We discuss the exact solution of the time-dependent Schrödinger equation for a system of two crossing levels with a residual interaction. In contrast to the familiar Landau-Zener (LZ) solution used in most applications, we allow for more general boundary conditions; in particular we treat explicitly the case of afinite interval around the crossing point. The exact jumping probability is shown to be extremely sensitive to these boundary conditions; in many realistic cases it is found to be smaller than the LZ value by several orders of magnitude. We also compare the exact excitation energy to the one obtained in the usual cranking approach.     

Exact solution for the fractional cable equation with nonlocal boundary conditions

The fractional cable equation is studied on a bounded space domain. One of the prescribed boundary conditions is of Dirichlet type, the other is of a general form, which includes the case of nonlocal boundary conditions. In real problems nonlocal boundary conditions are prescribed when the data on the boundary can not be measured directly. We apply spectral projection operators to convert the problem to a system of integral equations in any generalized eigenspace. In this way we prove uniqueness of the solution and give an algorithm for constructing the solution in the form of an expansion in terms of the generalized eigenfunctions and three-parameter Mittag-Leffler functions. Explicit representation of the solution is given for the case of double eigenvalues. We consider some examples and as a particular case we recover a recent result. The asymptotic behavior of the solution is also studied.     

Excited TBA equations II: massless flow from tricritical to critical Ising model

We consider the massless tricritical Ising model perturbed by the thermal operator _1,3 in a cylindrical geometry and apply integrable boundary conditions, labelled by the Kac labels (r,s), that are natural off-critical perturbations of known conformal boundary conditions. We derive massless thermodynamic Bethe ansatz (TBA) equations for all excitations by solving, in the continuum scaling limit, the TBA functional equation satisfied by the double-row transfer matrices of the A₄ lattice model of Andrews, Baxter and Forrester (ABF) in Regime IV. The resulting TBA equations describe the massless renormalization group flow from the tricritical to critical Ising model. As in the massive case of Part I, the excitations are completely classified in terms of (m,n) systems but the string content changes by one of three mechanisms along the flow. Using generalized q-Vandermonde identities, we show that this leads to a flow from tricritical to critical Ising characters. The excited TBA equations are solved numerically to follow the continuous flows from the UV to the IR conformal fixed points.     

A pseudospectral method for solution of the three-dimensional incompressible Navier-Stokes equations

A new Chebyshev pseudospectral technique (based on the projection method that was previously applied by the authors to the solution of two-dimensional incompressible Navier-Stokes equations in primitive variables for nonperiodic boundary conditions) is extended to solve the three-dimensional Navier-Stokes equations. The crucial point of the method is the requirement that the continuity equation be satisfied everywhere in the domain, on the boundaries as well as in the interior. The key feature of the work presented in this paper is that the computer storage requirements of the full matrix inversion resulting from direct solution of the pressure Poisson equation in three dimensions is greatly reduced by considering an eigenfunction decomposition. The method was tested on a two-dimensional driven cavity flow and the results were compared with those of the most accurate finite-difference calculation. The three-dimensional driven cavity flow was then calculated at the same Reynolds numbers as the two-dimensional cases, i.e., Re = 100, 400, and 1000. In the calculated results, three-dimensional boundary effects were observed in all cases and became more apparent with increasing Reynolds number.     

A Finite Volume Method for the Approximation of Diffusion Operators on Distorted Meshes

A new finite volume method is presented for discretizing general linear or nonlinear elliptic second-order partial-differential equations with mixed boundary conditions. The advantage of this method is that arbitrary distorted meshes can be used without the numerical results being altered. The resulting algorithm has more unknowns than standard methods like finite difference or finite element methods. However, the matrices that need to be inverted are positive definite, so the most powerful linear solvers can be applied. The method has been tested on a few elliptic and parabolic equations, either linear, as in the case of the standard heat diffusion equation, or nonlinear, as in the case of the radiation diffusion equation and the resistive diffusion equation with Hall term.     

Interaction-round-a-face models with fixed boundary conditions: The ABF fusion hierarchy

We use boundary weights and reflection equations to obtain families of commuting double-row transfer matrices for interaction-round-a-face models with fixed boundary conditions. In particular, we consider the fusion hierarchy of the Andrews-Baxter-Forrester (ABF) models, for which we obtain diagonal, elliptic solutions to the reflection equations, and find that the double-row transfer matrices satisfy functional equations with the same form as in the case of periodic boundary conditions.     

Mass conservative finite volume discretization of the continuity equations in multi-component mixtures

The Stefan–Maxwell equations for multi-component diffusion result in a system of coupled continuity equations for all species in the mixture. We use a generalization of the exponential scheme to discretize this system of continuity equations with the finite volume method. The system of continuity equations in this work is obtained from a non-singular formulation of the Stefan–Maxwell equations, where the mass constraint is not applied explicitly. Instead, all mass fractions are treated as independent unknowns and the constraint is a result of the continuity equations, the boundary conditions, the diffusion algorithm and the discretization scheme. We prove that with the generalized exponential scheme, the mass constraint can be satisfied exactly, although it is not explicitly applied. A test model from the literature is used to verify the correct behavior of the scheme.