A multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

On the Global Relation and the Dirichlet‐to‐Neumann Correspondence

The recently developed Fokas method for solving two‐dimensional Boundary Value Problems (BVP) via the use of global relations is utilized to solve axisymmetric problems in three dimensions. In particular, novel integral representations for the interior and exterior Dirichlet and Neumann problems for the sphere are derived, which recover and improve the already known solutions of these problems. The BVPs considered in this paper can be classically solved using either the finite Legendre transform or the Mellin‐sine transform (which can be derived from the classical Mellin transform in a way similar to the way that the sine transform can be derived from the Fourier transform). The Legendre transform representation is uniformly convergent at the boundary, but it involves a series that is not useful for many applications. The Mellin‐sine transform involves of course an integral but it is not uniformly convergent at the boundary. In this paper: (a) The Legendre transform representation is rederived in a simpler approach using algebraic manipulations instead of solving ODEs. (b) An integral representation, different that the Mellin‐sine transform representation is derived which is uniformly convergent at the boundary. Furthermore, the derivation of the Fokas approach involves only algebraic manipulations, instead of solving an ordinary differential equation.     

An applicable method for solving the shortest path problems

A theorem of Hardy, Littlewood, and Polya, first time is used to find the variational form of the well known shortest path problem, and as a consequence of that theorem, one can find the shortest path problem via quadratic programming. In this paper, we use measure theory to solve this problem. The shortest path problem can be written as an optimal control problem. Then the resulting distributed control problem is expressed in measure theoretical form, in fact an infinite dimensional linear programming problem. The optimal measure representing the shortest path problem is approximated by the solution of a finite dimensional linear programming problem.     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Numerical Projection Method For Inverse Fourier Transform And Its Application

Numerical projection method of the Fourier transform inversion from data given on a finite interval is proposed. It is based on an expansion of the solution into a series of eigenfunctions of the Fourier transform. The number of terms of the expansion depends on the length of the data interval. Convergence of the solution of the method is proved. The projection method for the case of the sine Fourier transform and the set of the odd Hermite functions being its eigenfunctions are examined and applied to numerical Fourier filtering.     

An alternative explicit expression of the kernel of the one dimensional heat equation with Dirichlet conditions

This paper is devoted to the study of the one dimensional non homogeneous heat equation coupled to Dirichlet Boundary Conditions.We obtain the explicit expression of the solution of the linear equation by means of a direct integral in an unbounded domain. The main novelty of this expression relies in the fact that the solution is not given as a series of infinity terms. On our expression the solution is given as a sum of two integrals with a finite number of terms on the kernel.The main novelty is that, on the contrary to the classical method, where the solutions are derived by a direct application of the separation of variables method, on the basis of the spectral theory and the Fourier Series expansion, the solution is obtained by means of the application of the Laplace Transform with respect to the time variable. As a consequence, for any $t\ge 0$ fixed, we must solve an Ordinary Differential Equation on the spatial variable, coupled to Dirichlet Boundary conditions. The solution of such a problem is given by the construction of the related Green’s function.     

Nonreflecting boundary condition for the wave equation

To solve the time-dependent wave equation in an infinite two (three) dimensional domain a circular (spherical) artificial boundary is introduced to restrict the computational domain. To determine the nonreflecting boundary we solve the exterior Dirichlet problem which involves the inverse Fourier transform. The truncation of the continued fraction representation of the ratio of Hankel function, that appear in the inverse Fourier transform, provides a stable and numerically accurate approximation. Consequently, there is a sequence of boundary conditions in both two and three dimensions that are new. Furthermore, only the first derivatives in space and time appear and the coefficients are updated in a simple way from the previous time step. The accuracy of the boundary conditions is illustrated using a point source and the finite difference solution to a Dirichlet problem.     

A Laplace transform technique for the analytical solution of a diffusion- convection equation over a finite domain

A Laplace transform technique has been utilized to obtain two different analytic solutions to a single diffusion-convection equation over a finite domain. One analytic solution is continuous at both ends of the domain of interest, while the other solution is discontinuous at the origin. This difference in the two solutions is explained. An application of the Laplace transform technique to a more complex system of equations, on a finite domain, is noted and an error apparent in a previous paper is corrected.     

Unstructured finite volume method for matrix free explicit solution of stress-strain fields in two dimensional problems with curved boundaries in equilibrium condition

In this paper, a plane stress structural solver which uses a matrix free unstructured finite volume method based on Galerkin approach is introduced for solution of weak form of two dimensional Cauchy equations on linear triangular element meshes. The developed shape function free Galerkin finite volume structural solver explicitly computes stresses and displacements in cartesian coordinate directions for the two dimensional solid mechanic problems in equilibrium condition. The accuracy of the introduced algorithm is assessed by comparison of computed results of two plane-stress cases with curved boundaries under uniformly distributed loads with available analytical solutions. The results of the introduced method are presented in terms of stress and strain contours and its effective parameters on convergence behaviour to equilibrium condition are assessed.     

Convergence of the interpolated coefficient finite element method for the two‐dimensional elliptic sine‐Gordon equations

An interpolated coefficient finite element method is presented and analyzed for the two‐dimensional elliptic sine‐Gordon equations with Dirichlet boundary conditions. It is proved that the discretization scheme admits at least one solution, and that a subsequence of the approximation solutions converges to an exact solution in L²‐norm as the mesh size tends to zero. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

一类双曲反问题的逼近算法及收敛性

该文考虑地球物理勘探中出现的间断特性阻抗的反演问题．利用样条插值理论，把无穷维空间上的反问题用有限维空间上的反问题来近似．利用半群理论，证明了近似反问题之解收敛于原反问题之解．据此可得到求解反问题的一种稳定的近似算法．     

Approximate solutions to infinite dimensional LQ problems over infinite time horizon

This paper is addressed to develop an approximate method to solve a class of infinite dimensional LQ optimal regulator problems over infinite time horizon. Our algorithm is based on a construction of approximate solutions which solve some finite dimensional LQ optimal regulator problems over finite time horizon, and it is shown that these approximate solutions converge strongly to the desired solution in the double limit sense.     

Wavelet-Galerkin method for solving parabolic equations in finite domains

A novel wavelet-Galerkin method tailored to solve parabolic equations in finite domains is presented. The emphasis of the paper is on the development of the discretization formulations that are specific to finite domain parabolic equations with arbitrary boundary conditions based on weak form functionals. The proposed method also deals with the development of algorithms for computing the associated connection coefficients at arbitrary points. Here the Lagrange multiplier method is used to enforce the essential boundary conditions. The numerical results on a two-dimensional transient heat conducting problem are used to validate the proposed wavelet-Galerkin algorithm as an effective numerical method to solve finite domain parabolic equations.     

频域有限元计算的扩展面向目标误差估计

研究了针对频域有限元直接动态分析的面向目标误差估计以及误差范围估计计算方法．面向目标的误差估计方法就是专门针对如何准确和经济地估算特定值误差的一种方法,利用原问题的共轭偶问题进行计算．频域有限元的直接动态分析是模拟频域扫描实验的一种计算方法,专门针对谐振激励的线性动态响应问题,利用将原自由度分解为实部和虚部描述频率的变化,从而计算变形体的动态响应．利用扩展针对有限元的面向目标误差估计的自由度,将该方法应用到直接动态分析中进行误差估计．通过建立同时包含实部和虚部自由度的能量弱形式及偶问题,并将其数值实现,估算频域直接动态分析有限元解的误差及误差范围,并通过悬臂梁的激振算例进行了验证．     

The analysis of a finite element method for the three-species Lotka–Volterra competition-diffusion with Dirichlet boundary conditions

A Galerkin finite element method is developed for the two dimensional/three dimensional nonlinear time-dependent three-species Lotka–Volterra competition-diffusion equations on a bounded domain. The existence and uniqueness of the solution to the numerical formulation are proved. An error estimate for the numerical solution is obtained. Numerical computations are carried out to examine the expected orders of accuracy in the error estimates.     

A new construction of the Clifford-Fourier kernel

In this paper, we develop a new method based on the Laplace transform to study the Clifford-Fourier transform. First, the kernel of the Clifford-Fourier transform in the Laplace domain is obtained. When the dimension is even, the inverse Laplace transform may be computed and we obtain the explicit expression for the kernel as a finite sum of Bessel functions. We equally obtain the plane wave decomposition and find new integral representations for the kernel in all dimensions. Finally we define and compute the formal generating function for the even dimensional kernels.     

Gamma and sine functions for Lie groups and period integrals

We study gamma and sine functions attached to a finite dimensional linear representation of a Lie group including their multiple versions via zeta regularizations. These definitions allow us to understand several multiple gamma and sine functions known so far, such as Barnes' gamma functions, Shintani's sine functions, and their q-analogues, in a unified way. Further, we discuss period integrals for such gamma functions.     

Accuracy of the two-iteration spectral method for phase change problems

The accuracy of the solution of phase change problems using a spectral method is studied. Two iterations in the expansion are used to obtain the interface location of a solidification problem in semi-infinite domain. Asymptotic expansion of the current approach is compared to the existing analytical solution of the problem, and the validity of the expansion is studied. The results indicate the accuracy of a numerical application of the current approach to finite and semi-infinite geometries.     

Transparent boundary conditions based on the pole condition for time‐dependent,two‐dimensional problems

The pole condition approach for deriving transparent boundary conditions is extended to the time‐dependent, two‐dimensional case. Nonphysical modes of the solution are identified by the position of poles of the solution's spatial Laplace transform in the complex plane. By requiring the Laplace transform to be analytic on some problem‐dependent complex half‐plane, these modes can be suppressed. The resulting algorithm computes a finite number of coefficients of a series expansion of the Laplace transform, thereby providing an approximation to the exact boundary condition. The resulting error decays super‐algebraically with the number of coefficients, so relatively few additional degrees of freedom are sufficient to reduce the error to the level of the discretization error in the interior of the computational domain. The approach shows good results for the Schrödinger and the drift‐diffusion equation but, in contrast to the one‐dimensional case, exhibits instabilities for the wave and Klein–Gordon equation. Numerical examples are shown that demonstrate the good performance in the former and the instabilities in the latter case. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Direct pseudo‐spectral method for optimal control of obstacle problem – an optimal control problem governed by elliptic variational inequality

In this paper, a computational technique based on the pseudo‐spectral method is presented for the solution of the optimal control problem constrained with elliptic variational inequality. In fact, our aim in this paper is to present a direct approach for this class of optimal control problems. By using the pseudo‐spectral method, the infinite dimensional mathematical programming with equilibrium constraint, which can be an equivalent form of the considered problem, is converted to a finite dimensional mathematical programming with complementarity constraint. Then, the finite dimensional problem can be solved by the well‐developed methods. Finally, numerical examples are presented to show the validity and efficiency of the technique. Copyright © 2017 John Wiley & Sons, Ltd.