Spectral discretization of Darcy equations coupled with Stokes equations by vorticity–velocity–pressure formulations

We propose to make the numerical analysis of a model coupling the Darcy equations in a porous medium with the Stokes equations in the cracks. The coupling is provided by a pressure continuity on the interface. We describe a discretization by spectral element methods. We derive a priori optimal error estimates and we present some numerical experiments which confirm the results of the analysis.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1628–1651, 2017     

An adaptive time discretization of the classical and the dual porosity model of Richards’ equation

This paper presents a numerical solution to the equations describing Darcian flow in a variably saturated porous medium—a classical Richards’ equation model Richards (1931) [1] and an extension of it that approximates the flow in media with preferential paths—a dual porosity model Gerke and van Genuchten (1993) [8]. A numerical solver to this problem, the DRUtES computer program, was developed and released during our investigation. A new technique which maintains an adaptive time step, defined here as the Retention Curve Zone Approach, was constructed and tested. The aim was to limit the error of a linear approximation to the time derivative part. Finally, parameter identification was performed in order to compare the behavior of the dual porosity model with data obtained from a non-homogenized fracture and matrix flow simulation experiment.     

Ostrowski’s fourth-order iterative method speedily solves cubic equations of state

Pressure-volume-temperature (P-V-T) data are required in simulating chemical plants because the latter usually involve production, separation, transportation, and storage of fluids. In the absence of actual experimental data, the pertinent mathematical model must rely on phase behaviour prediction by the so-called equations of state (EOS). When the plant model is a combination of differential and algebraic equations, simulation generally relies on numerical integration which proceeds in a piecewise fashion unless an approximate solution is needed at a single point. Needless to say, the constituent algebraic equations must be efficiently re-solved before each update of derivatives. Now, Ostrowski’s fourth-order iterative technique is a partial substitution variant of Newton’s popular second-order method. Although simple and powerful, this two-point variant has been utilised very little since its publication over forty years ago. After a brief introduction to cubic equations of state and their solution, this paper solves five of them. The results clearly demonstrate the superiority of Ostrowski’s method over Newton’s, Halley’s, and Chebyshev’s solvers.     

Approximate analytical solutions for Kolmogorov’s equations

This paper reports the explicit analytical solutions for Kolmogorov’s equations. Kolmogorov’s equations are commonly used to describe the structure of local isotropic turbulence, but their exact analytical solutions have not yet been found. In this paper, the closed-form solutions for two kinds of Kolmogorov’s equations are obtained. The derivations of the approximate solutions are based on the homotopy analysis method, which is a new tool for obtaining the approximate analytical solutions of both strong and weak nonlinear differential equations. To examine the validity of the approximate solutions, numerical comparisons between results from the homotopy analysis method and the fourth-order Runge-Kutta method are carried out. It is shown that the results are in good agreement.     

A Green’s function formulation of nonlocal finite-difference schemes for reaction-diffusion equations

Reaction-diffusion equations are commonly used in different science and engineering fields to describe spatial patterns arising from the interaction of chemical or biochemical reactions and diffusive transport mechanisms. The aim of this work is to show that a Green’s function formulation of reaction-diffusion PDEs is a suitable framework to derive FD schemes incorporating both O(h²) accuracy and nonlocal approximations in the whole domain (including boundary nodes). By doing so, the approach departs from a Green’s function formulation of the boundary-value problem to pose an approximation problem based on a domain decomposition. Within each subdomain, the corresponding integral equation is forced to have zero residual at given grid points. Different FD schemes are obtained depending on the numerical scheme used for computing the Green’s integral over each subdomain. Dirichlet and Neumann boundary conditions are considered, showing that the FD scheme based on the Green’s function formulation incorporates, in a natural way, the effects of boundary nodes in the discretization approximation.     

Periodic solutions of abstract functional differential equations with state‐dependent delay

In this paper, we are concerned with the existence of solutions of systems determined by abstract functional differential equations with infinite and state‐dependent delay. We establish the existence of mild solutions and the existence of periodic solutions. Our results are based on local Lipschitz conditions of the involved functions. We apply our results to study the existence of periodic solutions of a partial differential equation with infinite and state‐dependent delay. Copyright © 2016 John Wiley & Sons, Ltd.     

Integrable discretization and numerical simulations of the generalized coupled integrable dispersionless equations

In this paper, we study the generalized coupled integrable dispersionless (GCID) equations and construct two integrable discrete analogues including a semi-discrete system and a full-discrete one. The results are based on the relations among the GCID equations, the sine-Gordon equation and the two-dimensional Toda lattice equation. We also present the N-soliton solutions to the semi-discrete and fully discrete systems in the form of Casorati determinant. In the continuous limit, we show that the fully discrete GCID equations converge to the semi-discrete GCID equations, then further to the continuous GCID equations. By using the integrable semi-discrete system, we design two numerical schemes to the GCID equations and carry out several numerical experiments with solitons and breather solutions.     

On the global stability of a temporal discretization scheme for the Navier-Stokes equations

The time discretization by a linear backward Euler scheme forthe non-stationary viscous incompressible Navier–Stokesequations with a non-zero external force in a bounded 2D domainwith no-slip boundary condition or periodic boundary conditionis studied. Improved global stability results are obtained. The boundedness of the solution sequence in V and D(A) normsuniform with respect to &t for t [0, ) is proved. A similarresult in the V norm was previously obtained by (Geveci, 1989Math. Comp., 53, 43–53) for the non-forced system. A differentapproach is used here. As a corollary, the global attractorfor the approximation scheme is proved to exist, which is boundedin both V and D(A) spaces, thus compact in both H and V spaces.Applying the same techniques developed here, we are able toimprove the main result of (Hill and Süli 2000 IMA J. Numer.Anal., 20, 633–667) by showing that besides the existenceof a global attractor, the whole solution sequence is uniformlybounded in V as well, which is of significance from the pointof view of computing. As a corollary of local convergence results,upper semi-continuity of the attractor with respect to the numericalperturbation induced by the linear scheme is also establishedin both H and V spaces. Finally, some preliminary estimates,which are to our knowledge the first of their kind, on the dimensionsof the attractors in H and V spaces are also obtained.     

Two grid finite element discretization method for semi‐linear hyperbolic integro‐differential equations

In this paper, we will investigate a two grid finite element discretization method for the semi‐linear hyperbolic integro‐differential equations by piecewise continuous finite element method. In order to deal with the semi‐linearity of the model, we use the two grid technique and derive that once the coarse and fine mesh sizes H, h satisfy the relation h = H² for the two‐step two grid discretization method, the two grid method achieves the same convergence accuracy as the ordinary finite element method. Both theoretical analysis and numerical experiments are given to verify the results.     

Spectral numerical schemes for time-dependent convection with viscosity dependent on temperature

This article proposes spectral numerical methods to solve the time evolution of convection problems with viscosity strongly dependent on temperature at infinite Prandtl number. Although we verify the proposed techniques solely for viscosities that depend exponentially on temperature, the methods are extensible to other dependence laws. The set-up is a 2D domain with periodic boundary conditions along the horizontal coordinate which introduces a symmetry in the problem. This is the O(2) symmetry, which is particularly well described by spectral methods and motivates the use of these methods in this context. We examine the scope of our techniques by exploring transitions from stationary regimes towards time dependent regimes. At a given aspect ratio, stable stationary solutions become unstable through a Hopf bifurcation, after which the time-dependent regime is solved by the spectral techniques proposed in this article.     

Nicholson’s blowflies differential equations revisited: Main results and open problems

This review covers permanence, oscillation, local and global stability of solutions for Nicholson’s blowflies differential equation. Some generalizations, including the most recent results for equations with a distributed delay and models with periodic coefficients, are considered.     

Flux-splitting dispersion-relation-preserving dual-compact upwind scheme for solving the Maxwell’s equations on non-staggered grids

This study proposes a flux-splitting Maxwell’s equations solver for modeling electromagnetic waves in two-dimensional non-staggered grids. A fifth-order spatially accurate dual-compact upwind scheme was developed in a three-point grid stencil to approximate the first-order derivative term. The integrity of the proposed finite-difference time-domain method for solving TM-mode Maxwell’s equations verified using two-dimensional test problems. The benchmark Mie-scattering problem was also shown to be in good agreement with the semi-analytic result.     

Time discretization of ornsteinuhlenbeck equations and stochastic navier-stokes equations with a generalized noise

An implicit scheme is considered to approximate an abstract Ornstein-Uhlenbeck equation and a 2-dimensional stochastic Navier-Stokes equation with a general white noise. The aim is to prove convergence of solutions, in different acceptions (pathwise, in probability, in distribution), under a corresponding approximation of the noise     

Lur’e equations and even matrix pencils

In this work, we consider the so-called Lur’e matrix equations that arise e.g. in model reduction and linear-quadratic infinite time horizon optimal control. We characterize the set of solutions in terms of deflating subspaces of even matrix pencils. In particular, it is shown that there exist solutions which are extremal in terms of definiteness. It is shown how these special solutions can be constructed via deflating subspaces of even matrix pencils.     

Nyström discretization of parabolic boundary integral equations

A Nyström method for the discretization of thermal layer potentials is proposed and analyzed. The method is based on considering the potentials as generalized Abel integral operators in time, where the kernel is a time dependent surface integral operator. The time discretization is the trapezoidal rule with a corrected weight at the endpoint to compensate for singularities of the integrand. The spatial discretization is a standard quadrature rule for surface integrals of smooth functions. We will discuss stability and convergence results of this discretization scheme for second-kind boundary integral equations of the heat equation. The method is explicit, does not require the computation of influence coefficients, and can be combined easily with recently developed fast heat solvers.     

Global existence of solutions for flows of fluids with pressure and shear dependent viscosities

There is clear and incontrovertible evidence that the viscosity of many liquids depends on the pressure. While the density, as the pressure is increased by orders of magnitude, suffers small changes in its value, the viscosity changes dramatically. It can increase exponentially with pressure. In many fluids, there is also considerable evidence for the viscosity to depend on the rate of deformation through the symmetric part of the velocity gradient, and most fluids shear thin, i.e., viscosity decreases with an increase in the rate of shear. In this paper, we study the flow of fluids whose viscosity depends on both the pressure and the symmetric part of the velocity gradient. We find that the shear thinning nature of the fluid can be gainfully exploited to obtain global existence of solution, which would not be possible otherwise. Previous studies of fluids with pressure dependent viscosity require strong restrictions to all data, or assume forms that are clearly contrary to experiments, namely that the viscosity decreases with the pressure. We are able to establish existence of space periodic solutions that are global in time for both the two- and three-dimensional problem, without restricting ourselves to small data.     

Spectral method for vorticity‐stream function form of Navier–Stokes equations with slip boundary conditions

In this paper, we propose a spectral method for the vorticity‐stream function form of the Navier–Stokes equations with slip boundary conditions. The numerical solutions fulfill the incompressibility and the physical boundary conditions automatically. The stability and convergence of the proposed methods are proven. Numeric results demonstrate the efficiency of suggested algorithm. Copyright © 2011 John Wiley & Sons, Ltd.     

Low order Crouzeix-Raviart type nonconforming finite element methods for the 3D time-dependent Maxwell’s equations

Two Crouzeix-Raviart type nonconforming elements are used in a finite element scheme as well in a mixed finite element scheme for time-dependent Maxwell’s equations in three dimensions. The error estimates are obtained under anisotropic meshes, which are the same as those for conforming elements under regular meshes.