An unusual self-adjoint linear partial differential operator

In an American Mathematical Society Memoir, published in 2003, the authors Everitt and Markus apply their prior theory of symplectic algebra to the study of symmetric linear partial differential expressions, and the generation of self-adjoint differential operators in Sobolev Hilbert spaces. In the case when the differential expression has smooth coefficients on the closure of a bounded open region, in Euclidean space, and when the region has a smooth boundary, this theory leads to the construction of certain self-adjoint partial differential operators which cannot be defined by applying classical or generalized conditions on the boundary of the open region.

This present paper concerns the spectral properties of one of these unusual self-adjoint operators, sometimes called the ``Harmonic' operator.

The boundary value problems considered in the Memoir (see above) and in this paper are called regular in that the cofficients of the differential expression do not have singularities within or on the boundary of the region; also the region is bounded and has a smooth boundary. Under these and some additional technical conditions it is shown in the Memoir, and emphasized in this present paper, that all the self-adjoint operators considered are explicitly determined on their domains by the partial differential expression; this property makes a remarkable comparison with the case of symmetric ordinary differential expressions.

In the regular ordinary case the spectrum of all the self-adjoint operators is discrete in that it consists of a countable number of eigenvalues with no finite point of accumulation, and each eigenvalue is of finite multiplicity. Thus the essential spectrum of all these operators is empty.

This spectral property extends to the present partial differential case for the classical Dirichlet and Neumann operators but not to the Harmonic operator. It is shown in this paper that the Harmonic operator has an eigenvalue of infinite multiplicity at the origin of the complex spectral plane; thus the essential spectrum of this operator is not empty.

Both the weak and strong formulations of the Harmonic boundary value problem are considered; these two formulations are shown to be equivalent.

In the final section of the paper examples are considered which show that the Harmonic operator, defined by the methods of symplectic algebra, has a domain that cannot be determined by applying either classical or generalized local conditions on the boundary of the region.

     

Convergence of a non-stiff boundary integral method for interfacial flows with surface tension

Boundary integral methods to simulate interfacial flows are very sensitive to numerical instabilities. In addition, surface tension introduces nonlinear terms with high order spatial derivatives into the interface dynamics. This makes the spatial discretization even more difficult and, at the same time, imposes a severe time step constraint for stable explicit time integration methods.

A proof of the convergence of a reformulated boundary integral method for two-density fluid interfaces with surface tension is presented. The method is based on a scheme introduced by Hou, Lowengrub and Shelley [ J. Comp. Phys. 114 (1994), pp. 312-338] to remove the high order stability constraint or stiffness. Some numerical filtering is applied carefully at certain places in the discretization to guarantee stability. The key of the proof is to identify the most singular terms of the method and to show, through energy estimates, that these terms balance one another.

The analysis is at a time continuous-space discrete level but a fully discrete case for a simple Hele-Shaw interface is also studied. The time discrete analysis shows that the high order stiffness is removed and also provides an estimate of how the CFL constraint depends on the curvature and regularity of the solution.

The robustness of the method is illustrated with several numerical examples. A numerical simulation of an unstably stratified two-density interfacial flow shows the roll-up of the interface; the computations proceed up to a time where the interface is about to pinch off and trapped bubbles of fluid are formed. The method remains stable even in the full nonlinear regime of motion. Another application of the method shows the process of drop formation in a falling single fluid.

     

On numerical blow-up sets

In this paper we study numerical blow-up sets for semidicrete approximations of the heat equation with nonlinear boundary conditions. We prove that the blow-up set either concentrates near the boundary or is the whole domain.

     

Error estimates for the finite element approximation of linear elastic equations in an unbounded domain

In this paper we present error estimates for the finite element approximation of linear elastic equations in an unbounded domain. The finite element approximation is formulated on a bounded computational domain using a nonlocal approximate artificial boundary condition or a local one. In fact there are a family of nonlocal approximate boundary conditions with increasing accuracy (and computational cost) and a family of local ones for a given artificial boundary. Our error estimates show how the errors of the finite element approximations depend on the mesh size, the terms used in the approximate artificial boundary condition, and the location of the artificial boundary. A numerical example for Navier equations outside a circle in the plane is presented. Numerical results demonstrate the performance of our error estimates.

     

Mathematical analysis of absorbing boundary conditions for the wave equation: the corner problem

Our goal in this work is to establish the existence and the uniqueness of a smooth solution to what we call in this paper the corner problem, that is to say, the wave equation together with absorbing conditions at two orthogonal boundaries. First we set the existence of a very smooth solution to this initial boundary value problem. Then we show the decay in time of energies of high order--higher than the order of the boundary conditions. This result shows that the corner problem is strongly well-posed in spaces smaller than in the half-plane case. Finally, specific corner conditions are derived to select the smooth solution among less regular solutions. These conditions are required to derive complete numerical schemes.

     

Absorbing boundary conditions for the wave equation and parallel computing

Absorbing boundary conditions have been developed for various types of problems to truncate infinite domains in order to perform computations. But absorbing boundary conditions have a second, recent and important application: parallel computing. We show that absorbing boundary conditions are essential for a good performance of the Schwarz waveform relaxation algorithm applied to the wave equation. In turn this application gives the idea of introducing a layer close to the truncation boundary which leads to a new way of optimizing absorbing boundary conditions for truncating domains. We optimize the conditions in the case of straight boundaries and illustrate our analysis with numerical experiments both for truncating domains and the Schwarz waveform relaxation algorithm.

     

A new stabilizing technique for boundary integral methods for water waves

Boundary integral methods to compute interfacial flows are very sensitive to numerical instabilities. A previous stability analysis by Beale, Hou and Lowengrub reveals that a very delicate balance among terms with singular integrals and derivatives must be preserved at the discrete level in order to maintain numerical stability. Such balance can be preserved by applying suitable numerical filtering at certain places of the discretization. While this filtering technique is effective for two-dimensional (2-D) periodic fluid interfaces, it does not apply to nonperiodic fluid interfaces. Moreover, using the filtering technique alone does not seem to be sufficient to stabilize 3-D fluid interfaces.

Here we introduce a new stabilizing technique for boundary integral methods for water waves which applies to nonperiodic and 3-D interfaces. A stabilizing term is added to the boundary integral method which exactly cancels the destabilizing term produced by the point vortex method approximation to the leading order. This modified boundary integral method still has the same order of accuracy as the point vortex method. A detailed stability analysis is presented for the point vortex method for 2-D water waves. The effect of various stabilizing terms is illustrated through careful numerical experiments.

     

First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original boundary by a different one. In doing so we establish the existence of the first-passage time density and provide an upper bound for this function. In the case of processes with diffusion interval equal to ℝ this is extended to a lower bound, as well as bounds for the first crossing time of a lower boundary. An extension to some time-inhomogeneous diffusions is given. These results are illustrated by numerical examples.      

Vorticity-velocity-pressure formulation for Stokes problem

We propose a three-field formulation for efficiently solving a two-dimensional Stokes problem in the case of nonstandard boundary conditions. More specifically, we consider the case where the pressure and either normal or tangential components of the velocity are prescribed at some given parts of the boundary. The proposed computational methodology consists in reformulating the considered boundary value problem via a mixed-type formulation where the pressure and the vorticity are the principal unknowns while the velocity is the Lagrange multiplier. The obtained formulation is then discretized and a convergence analysis is performed. A priori error estimates are established, and some numerical results are presented to highlight the perfomance of the proposed computational methodology.

     

Numerical methods for the solution of a system of Eikonal equations with Dirichlet boundary conditions

In this Note, we discuss the numerical solution of a system of Eikonal equations with Dirichlet boundary conditions. Since the problem under consideration has infinitely many solutions, we look for those solutions which are nonnegative and of maximal (or nearly maximal) L¹-norm. The computational methodology combines penalty, biharmonic regularization, operator splitting, and finite element approximations. Its practical implementation requires essentially the solution of cubic equations in one variable and of discrete linear elliptic problems of the Poisson and Helmholtz type. As expected, when the spatial domain is a square whose sides are parallel to the coordinate axes, and when the Dirichlet data vanishes at the boundary, the computed solutions show a fractal behavior near the boundary, and particularly, close to the corners. To cite this article: B. Dacorogna et al., C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Construction and recognition of hyperbolic 3-manifolds with geodesic boundary

We extend to the context of hyperbolic 3-manifolds with geodesic boundary Thurston's approach to hyperbolization by means of geometric triangulations. In particular, we introduce moduli for (partially) truncated hyperbolic tetrahedra, and we discuss consistency and completeness equations. Moreover, building on previous work of Ushijima, we extend Weeks' tilt formula algorithm, which computes the Epstein-Penner canonical decomposition, to an algorithm that computes the Kojima decomposition.

Our theory has been exploited to classify all the orientable finite-volume hyperbolic -manifolds with non-empty compact geodesic boundary admitting an ideal triangulation with at most four tetrahedra. The theory is particularly interesting in the case of complete finite-volume manifolds with geodesic boundary in which the boundary is non-compact. We include this case using a suitable adjustment of the notion of ideal triangulation, and we show how this case arises within the theory of knots and links.

     

Total variation diminishing Runge-Kutta schemes

In this paper we further explore a class of high order TVD (total variation diminishing) Runge-Kutta time discretization initialized in a paper by Shu and Osher, suitable for solving hyperbolic conservation laws with stable spatial discretizations. We illustrate with numerical examples that non-TVD but linearly stable Runge-Kutta time discretization can generate oscillations even for TVD (total variation diminishing) spatial discretization, verifying the claim that TVD Runge-Kutta methods are important for such applications. We then explore the issue of optimal TVD Runge-Kutta methods for second, third and fourth order, and for low storage Runge-Kutta methods.

     

Existence and stability of nonconstant positive steady states of morphogenesis models

In this paper, we study a one‐dimensional morphogenesis model considered by C. Stinner et al. (Math. Meth. Appl. Sci.2012;35: 445–465). Under homogeneous boundary conditions, we prove the existence of nonconstant positive steady states through local bifurcation theories. Then we rigorously study the stability of these nonconstant solutions when the sensitivity functions are chosen to be linear and logarithmic, respectively. Finally, we present numerical solutions to illustrate the formation of stable inhomogeneous spatial patterns. Our numerical simulations show that this model can develop very complicated and interesting structures even over one‐dimensional finite domains. Copyright © 2014 John Wiley & Sons, Ltd.     

Boundary element methods for potential problems with nonlinear boundary conditions

Galerkin boundary element methods for the solution of novel first kind Steklov-Poincaré and hypersingular operator boundary integral equations with nonlinear perturbations are investigated to solve potential type problems in two- and three-dimensional Lipschitz domains with nonlinear boundary conditions. For the numerical solution of the resulting Newton iterate linear boundary integral equations, we propose practical variants of the Galerkin scheme and give corresponding error estimates. We also discuss the actual implementation process with suitable preconditioners and propose an optimal hybrid solution strategy.

     

Analysis of a FEM/BEM coupling method for transonic flow computations

A sensitive issue in numerical calculations for exterior flow problems, e.g.around airfoils, is the treatment of the far field boundary conditions on a computational domain which is bounded. In this paper we investigate this problem for two-dimensional transonic potential flows with subsonic far field flow around airfoil profiles. We take the artificial far field boundary in the subsonic flow region. In the far field we approximate the subsonic potential flow by the Prandtl-Glauert linearization. The latter leads via the Green representation theorem to a boundary integral equation on the far field boundary. This defines a nonlocal boundary condition for the interior ring domain. Our approach leads naturally to a coupled finite element/boundary element method for numerical calculations. It is compared with local boundary conditions. The error analysis for the method is given and we prove convergence provided the solution to the analytic transonic flow problem around the profile exists.

     

The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations

In this paper, we address some fundamental issues concerning “time marching” numerical schemes for computing steady state solutions of boundary value problems for nonlinear partial differential equations. Simple examples are used to illustrate that even theoretically convergent schemes can produce numerical steady state solutions that do not correspond to steady state solutions of the boundary value problem. This phenomenon must be considered in any computational study of nonunique solutions to partial differential equations that govern physical systems such as fluid flows. In particular, numerical calculations have been used to “suggest” that certain Euler equations do not have a unique solution. For Burgers' equation on a finite spatial interval with Neumann boundary conditions the only steady state solutions are constant (in space) functions. Moreover, according to recent theoretical results, for any initial condition the corresponding solution to Burgers' equation must converge to a constant as t → ∞. However, we present a convergent finite difference scheme that produces false nonconstant numerical steady state “solutions.” These erroneous solutions arise out of the necessary finite floating point arithmetic inherent in every digital computer. We suggest the resulting numerical steady state solution may be viewed as a solution to a “nearby” boundary value problem with high sensitivity to changes in the boundary conditions. Finally, we close with some comments on the relevance of this paper to some recent “numerical based proofs” of the existence of nonunique solutions to Euler equations and to aerodynamic design.     

HP a-priori error estimates for a non-dissipative spectral discontinuous Galerkin method to solve the Maxwell equations in the time domain

In this paper, we present the -convergence analysis of a non-dissipative high-order discontinuous Galerkin method on unstructured hexahedral meshes using a mass-lumping technique to solve the time-dependent Maxwell equations. In particular, we underline the spectral convergence of the method (in the sense that when the solutions and the data are very smooth, the discretization is of unlimited order). Moreover, we see that the choice of a non-standard approximate space (for a discontinuous formulation) with the absence of dissipation can imply a loss of spatial convergence. Finally we present a numerical result which seems to confirm this property.

     

An a posteriori error estimate for a first-kind integral equation

In this paper we present a new a posteriori error estimate for the boundary element method applied to an integral equation of the first kind. The estimate is local and sharp for quasi-uniform meshes and so improves earlier work of ours. The mesh-dependence of the constants is analyzed and shown to be weaker than expected from our previous work. Besides the Galerkin boundary element method, the collocation method and the qualocation method are considered. A numerical example is given involving an adaptive feedback algorithm.

     

An approximate inertial manifolds approach to postprocessing the Galerkin method for the Navier-Stokes equations

In a recent paper we have introduced a postprocessing procedure for the Galerkin method for dissipative evolution partial differential equations with periodic boundary conditions. The postprocessing technique uses approximate inertial manifolds to approximate the high modes (the small scale components) in the exact solutions in terms of the Galerkin approximations, which in this case play the role of the lower modes (large scale components). This procedure can be seen as a defect-correction technique. But contrary to standard procedures, the correction is computed only when the time evolution is completed. Here we extend these results to more realistic boundary conditions. Specifically, we study in detail the two-dimensional Navier-Stokes equations subject to homogeneous (nonslip) Dirichlet boundary conditions. We also discuss other equations, such as reaction-diffusion systems and the Cahn-Hilliard equations.

     

Mathematical Analysis and Numerical Simulation of a Nonlinear Thermoelastic System

Abstract

In this paper, we give a theoretical and numerical analysis of a model for small vertical vibrations of an elastic membrane coupled with a heat equation and subject to linear mixed boundary conditions. We establish the existence, uniqueness, and a uniform decay rate for global solutions to this nonlinear non-local thermoelastic coupled system with linear boundary conditions. Furthermore, we introduced a numerical method based on finite element discretization in a spatial variable and finite difference scheme in time which results in a nonlinear system to be solved by Newton’s method. Numerical experiments for one-dimensional and two-dimensional cases are presented in order to estimate the rate of convergence of the numerical solution that confirm our analysis and show the efficiency of the method.