A stable boundary elements method for magnetohydrodynamic channel flows at high Hartmann numbers

The article is devoted to extension of boundary element method (BEM) for solving coupled equations in velocity and induced magnetic field for time dependent magnetohydrodynamic (MHD) flows through a rectangular pipe. The BEM is equipped with finite difference approach to solve MHD problem at high Hartmann numbers up to 10⁶. In fact, the finite difference approach is used to approximate partial derivatives of unknown functions at boundary points respect to outward normal vector. It yields a numerical method with no singular boundary integrals. Besides, a new approach is suggested in this article where transforms 2D singular BEM's integrals to 1D nonsingular ones. The new approach reduces computational cost, significantly. Note that the stability of the numerical scheme is proved mathematically when computational domain is discretized uniformly and Hartmann number is 40 times bigger than length of boundary elements. Numerical examples show behavior of velocity and induced magnetic field across the sections.     

Parallel triangularization of substructured finite element problems

Much of the computational effort of the finite element process involves the solution of a system of linear equations. The coefficient matrix of this system, known as the global stiffness matrix, is symmetric, positive definite, and generally sparse. An important technique for reducing the time required to solve this system is substructuring or matrix partitioning. Substructuring is based on the idea of dividing a structure into pieces, each of which can then be analyzed relatively independently. As a result of this division, each point in the finite element discretization is either interior to a substructure or on a boundary between substructures. Contributions to the global stiffness matrix from connections between boundary points form the K_bb matrix. This paper focuses on the triangularization of a general K_bb matrix on a parallel machine.     

Two-scale sparse finite element approximations

To reduce computational cost,we study some two-scale finite element approximations on sparse grids for elliptic partial differential equations of second order in a general setting.Over any tensor product domain ?R~d with d = 2,3,we construct the two-scale finite element approximations for both boundary value and eigenvalue problems by using a Boolean sum of some existing finite element approximations on a coarse grid and some univariate fine grids and hence they are cheaper approximations.As applications,we obtain some new efficient finite element discretizations for the two classes of problem:The new two-scale finite element approximation on a sparse grid not only has the less degrees of freedom but also achieves a good accuracy of approximation.     

The comparison between the DRBEM and DQM solution of nonlinear reaction–diffusion equation

In this study, both the dual reciprocity boundary element method and the differential quadrature method are used to discretize spatially, initial and boundary value problems defined by single and system of nonlinear reaction–diffusion equations. The aim is to compare boundary only and a domain discretization method in terms of accuracy of solutions and computational cost. As the time integration scheme, the finite element method is used achieving solution in terms of time block with considerably large time steps. The comparison between the dual reciprocity boundary element method and the differential quadrature method solutions are made on some test problems. The results show that both methods achieve almost the same accuracy when they are combined with finite element method time discretization. However, as a method providing very good accuracy with considerably small number of grid points differential quadrature method is preferrable.     

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).     

Asymptotic expansions of finite element solutions to Robin problems in H 3 and their application in extrapolation cascadic multigrid method

For the Poisson equation with Robin boundary conditions,by using a few techniques such as orthogonal expansion(M-type),separation of the main part and the finite element projection,we prove for the first time that the asymptotic error expansions of bilinear finite element have the accuracy of O(h3)for u∈H3.Based on the obtained asymptotic error expansions for linear finite elements,extrapolation cascadic multigrid method(EXCMG)can be used to solve Robin problems effectively.Furthermore,by virtue of Richardson not only the accuracy of the approximation is improved,but also a posteriori error estimation is obtained.Finally,some numerical experiments that confirm the theoretical analysis are presented.     

Coupling of FEM and BEM in Shape Optimization

In the present paper we consider the numerical solution of shape optimization problems which arise from shape functionals of integral type over a compact region of the unknown shape, especially L ²-tracking type functionals. The underlying state equation is assumed to satisfy a Poisson equation with Dirichlet boundary conditions. We proof that the shape Hessian is not strictly H ^1/2-coercive at the optimal domain which implies ill-posedness of the optimization problem under consideration. Since the adjoint state depends directly on the state, we propose a coupling of finite element methods (FEM) and boundary element methods (BEM) to realize an efficient first order shape optimization algorithm. FEM is applied in the compact region while the rest is treated by BEM. The coupling of FEM and BEM essentially retains all the structural and computational advantages of treating the free boundary by boundary integral equations.This research has been carried out when the second author stayed at the Department of Mathematics, Utrecht University, The Netherlands, supported by the EU-IHP project Nonlinear Approximation and Adaptivity: Breaking Complexity in Numerical Modelling and Data Representation     

An Adaptive Local (AL) Basis for Elliptic Problems with Complicated Discontinuous Coefficients

We develop a generalized finite element method for the discretization of elliptic partial differential equations in heterogeneous media. In [5] a semidiscrete method has been introduced to set up an adaptive local finite element basis (AL basis) on a coarse mesh with mesh size H which, typically, does not resolve the matrix of the media while the textbook finite element convergence rates are preserved. This method requires O(log(1/H)^d+1) basis functions per mesh point where d denotes the spatial dimension of the computational domain. We present a fully discrete version of this method, where the AL basis is constructed by solving finite-dimensional localized problems, and which preserves the optimal convergence rates. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Nondegeneracy of critical points of the mean curvature of the boundary for Riemannian manifolds

Let M be a compact smooth Riemannian manifold of finite dimension n+1 with boundary ? M which is a compact n-dimensional submanifold of M. We show that for generic Riemannian metric g, all the critical points of the mean curvature of ?M are nondegenerate.     

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.

     

Boundary criterion for integral operators

Integral operators of the form \(L_K^{ - 1} f(x) = \int\limits_\Omega {K(x,t)f(t)dt}\) for the case of a finite domain Ω ? Rⁿ with smooth boundary ?Ω are considered. Conditions on the real kernel K(x, t) of an integral operator under which this operator satisfies a well-defined boundary condition for the corresponding differential equation are found. The application of the results is demonstrated on the example of a Sturm–Liouville equation, for which the derivation of the general form of well-posed boundary value problems is presented.     

Inverse spectral problem for integro-differential operators

In this paper, we study the inverse spectral problem on a finite interval for the integro-differential operator ? which is the perturbation of the Sturm-Liouville operator by the Volterra integral operator. The potential q belongs to L ₂[0, π] and the kernel of the integral perturbation is integrable in its domain of definition. We obtain a local solution of the inverse reconstruction problem for the potential q, given the kernel of the integral perturbation, and prove the stability of this solution. For the spectral data we take the spectra of two operators given by the expression for ? and by two pairs of boundary conditions coinciding at one of the finite points.     

On the solution of Maxwell's equations in polygonal domains

This paper is concerned with the structure of the singular and regular parts of the solution of time‐harmonic Maxwell's equations in polygonal plane domains and their effective numerical treatment. The asymptotic behaviour of the solution near corner points of the domain is studied by means of discrete Fourier transformation and it is proved that the solution of the boundary value problem does not belong locally to H² when the boundary of the domain has non‐acute angles. A splitting of the solution into a regular part belonging to the space H², and an explicitly described singular part is presented. For the numerical treatment of the boundary value problem, we propose a finite element discretization which combines local mesh grading and the singular field methods and derive a priori error estimates that show optimal convergence as known for the classical finite element method for problems with regular solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Subspaces of matrices with special rank properties

Let K be a field and let M_m×n(K) denote the space of m×n matrices over K. We investigate properties of a subspace M of M_m×n(K) of dimension n(m-r+1) in which each non-zero element of M has rank at least r and enumerate the number of elements of a given rank in M when K is finite. We also provide an upper bound for the dimension of a constant rank r subspace of M_m×n(K) when K is finite and give non-trivial examples to show that our bound is optimal in some cases. We include a similar a bound for the maximum dimension of a constant rank subspace of skew-symmetric matrices over a finite field.     

Sparse convolution quadrature for time domain boundary integral formulations of the wave equation

S. A. Sauter Institut für Mathematik, Universität Zürich, Winterthurerstrasse 190, CH-8057 Zürich, Switzerland ^{Many important physical applications are governed by the waveequation. The formulation as time domain boundary integral equationsinvolves retarded potentials. For the numerical solution ofthis problem, we employ the convolution quadrature method forthe discretization in time and the Galerkin boundary elementmethod for the space discretization. We introduce a simple apriori cut-off strategy where small entries of the system matricesare replaced by zero. The threshold for the cut-off is determinedby an a priori analysis which will be developed in this paper.This analysis will also allow to estimate the effect of additionalperturbations such as panel clustering and numerical integrationon the overall discretization error. This method reduces thestorage complexity for time domain integral equations from O(M2N)to O(M2N logM), where N denotes the number of time steps andM is the dimension of the boundary element space.}     

A Priori Error Estimates for Finite Element Methods for H (2,1)-Elliptic Equations

The convergence of finite element methods for linear elliptic boundary value problems of second and forth order is well understood. In this article, we introduce finite element approximations of some linear semi-elliptic boundary value problem of mixed order on a two-dimensional rectangular domain Q. The equation is of second order in one direction and forth order in the other and appears in the optimal control of parabolic partial differential equations if one eliminates the control and the state (or the adjoint state) in the first order optimality conditions. We establish a regularity result and estimate for the finite element error of conforming approximations of this equation. The finite elements in use have a tensor product structure, in one dimension we use linear, quadratic or cubic Lagrange elements in the other dimension cubic Hermite elements. For these elements, we prove the error bound O(h ² + τ ^k ) in the energy norm and O((h ² + τ ^k )(h ² + τ)) in the L ²(Q)-norm.     

A parameter-uniform numerical method for time-dependent singularly perturbed differential-difference equations

A numerical study is made for solving a class of time-dependent singularly perturbed convection–diffusion problems with retarded terms which often arise in computational neuroscience. To approximate the retarded terms, a Taylor’s series expansion has been used and the resulting time-dependent singularly perturbed differential equation is approximated using parameter-uniform numerical methods comprised of a standard implicit finite difference scheme to discretize in the temporal direction on a uniform mesh by means of Rothe’s method and a B-spline collocation method in the spatial direction on a piecewise-uniform mesh of Shishkin type. The method is shown to be accurate of order O(M⁻¹ + N⁻² ln³N), where M and N are the number of mesh points used in the temporal direction and in the spatial direction respectively. An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. Numerical results are given to illustrate the parameter-uniform convergence of the numerical approximations. Comparisons of the numerical solutions are performed with an upwind and midpoint upwind finite difference scheme on a piecewise-uniform mesh to demonstrate the efficiency of the method.     

Compatible wavelet-Galerkin method to solve stokes interior problem with circular boundary

This article addresses Neumann boundary value interior problem of Stokes equations with circular boundary. By using natural boundary element method, the Stokes interior problem is reduced into an equivalent natural integral equation with a hyper-singular kernel, which is viewed as Hadamard finite part. Based on trigonometric wavelet functions, the compatible wavelet space is constructed so that it can serve as Galerkin trial function space. In proposed compatible wavelet-Galerkin method, the simple and accurate computational formulae of the entries in stiffness matrix are obtained by singularity removal technique. It is also proved that the stiffness matrix is almost a block diagonal matrix, and its diagonal sub-blocks all are both symmetric and circulant submatrices. These good properties indicate that a 2 ^J+3 × 2 ^J+3 stiffness matrix can be determined only by its 2 ^J + 3J + 1 entries. It greatly decreases the computational complexity. Some error estimates for the compatible wavelet-Galerkin projection solutions are established. Finally, several numerical examples are given to demonstrate the validity of the proposed approach.     

A fast algorithm for the evaluation of heat potentials

Numerical methods for solving the heat equation via potential theory have been hampered by the high cost of evaluating heat potentials. When M points are used in the discretization of the boundary and N time steps are computed, an amount of work of the order O(N²M²) has traditionally been required. In this paper, we present an algorithm which requires an amount of work of the order O(NM), and we observe speedups of five orders of magnitude for large-scale problems. Thus, the method makes it possible to solve the heat equation by potential theory in practical situations.     

Nonlinear fourth-order elliptic equations with nonlocal boundary conditions

This paper is concerned with a class of fourth-order nonlinear elliptic equations with nonlocal boundary conditions, including a multi-point boundary condition in a bounded domain of Rn. Also considered is a second-order elliptic equation with nonlocal boundary condition, and the usual multi-point boundary problem in ordinary differential equations. The aim of the paper is to show the existence of maximal and minimal solutions, the uniqueness of a positive solution, and the method of construction for these solutions. Our approach to the above problems is by the method of upper and lower solutions and its associated monotone iterations. The monotone iterative schemes can be developed into computational algorithms for numerical solutions of the problem by either the finite difference method or the finite element method.