Numerical implementation of the EDEM for modified Helmholtz BVPs on annular domains

In a recent paper by the current authors a new methodology called the Extended-Domain-Eigenfunction-Method (EDEM) was proposed for solving elliptic boundary value problems on annular-like domains. In this paper we present and investigate one possible numerical algorithm to implement the EDEM. This algorithm is used to solve modified Helmholtz BVPs on annular-like domains. Two examples of annular-like domains are studied. The results and performance are compared with those of the well-known boundary element method (BEM). The high accuracy of the EDEM solutions and the superior efficiency of the EDEM over the BEM, make EDEM an excellent alternate candidate to use in the animation industry, where speed is a predominant requirement, and by the scientific community where accuracy is the paramount objective.     

Modelling and simulation of moving interfaces in gas-assisted injection moulding process

The mathematical models of gas–liquid two-phase flow are introduced, in which the multi-mode eXtended Pom–Pom (XPP) model is selected to predict the viscoelastic behavior of polymer melt. The gas-penetration process is simulated using Level Set/SIMPLEC methods, which can capture the moving interfaces at different time, including the gas–melt interface and the melt front. The physical features such as velocity, temperature and elasticity are described at different time. The influences of gas delay time and injection pressure on gas-penetration time and penetration length are analyzed. The numerical results show that the Level Set/SIMPLEC methods can precisely trace the two moving interfaces in gas-penetration process, the fractional coverage increases at very low Deborah numbers, while at higher Deborah numbers the fractional coverage decreases, and the penetration length is affected significantly by gas delay time and injection pressure.     

Analysis of a one-dimensional free boundary flow problem

A one-dimensional free surface problem is considered. It consists in Burgers’ equation with an additional diffusion term on a moving interval. The well-posedness of the problem is investigated and existence and uniqueness results are obtained locally in time. A semi-discretization in space with a piecewise linear finite element method is considered. A priori and a posteriori error estimates are given for the semi-discretization in space. A time splitting scheme allows to obtain numerical results in agreement with the theoretical investigations.Supported by the Swiss National Science Foundation     

Mathematical Modelling of Heat Flow in Czochralski Crystal Pulling

A mathematical model of the heat flow in the holm region incrystal pulling by the Czochralski technique is developed. Thisis a moving boundary problem with two moving boundaries, thephase change surface and the air—liquid meniscus. Usingthe enthalpy method and co-ordinate transformation techniques,the problem is cast into a form suitable for numerical solution.A numerical scheme is outlined, and some results for the growthof germanium crystals are shown.     

Marching schemes for inverse acoustic scattering problems

Summary For the numerical solution of inverse Helmholtz problems the boundary value problem for a Helmholtz equation with spatially variable wave number has to be solved repeatedly. For large wave numbers this is a challenge. In the paper we reformulate the inverse problem as an initial value problem, and describe a marching scheme for the numerical computation that needs only n² log n operations on an n × n grid. We derive stability and error estimates for the marching scheme. We show that the marching solution is close to the low-pass filtered true solution. We present numerical examples that demonstrate the efficacy of the marching scheme.     

On Stokes flow with variable and degenerate surface tension coefficient

Short-time existence, uniqueness, and regularity results are shown for the moving boundary problem of a free drop of liquid governed by the Stokes equations and driven by surface tension. The value of the surface tension coefficient is variable, not necessarily strictly positive, and transported with the flow on the moving surface.By a perturbation of identity approach, the problem is transformed into a nonlinear, nonlocal first order degenerate parabolic evolution equation on a fixed reference manifold. Its solvability is proved by deriving a priori estimates and using Galerkin approximations.     

The analytical solution of two interesting hyperbolic problems as a test case for a finite volume method with a new grid refinement technique

A finite volume method with grid adaption is applied to two hyperbolic problems: the ultra-relativistic Euler equations, and a scalar conservation law. Both problems are considered in two space dimensions and share the common feature of moving shock waves. In contrast to the classical Euler equations, the derivation of appropriate initial conditions for the ultra-relativistic Euler equations is a non-trivial problem that is solved using one-dimensional shock conditions and the Lorentz invariance of the system. The discretization of both problems is based on a finite volume method of second order in both space and time on a triangular grid. We introduce a variant of the min-mod limiter that avoids unphysical states for the Euler system. The grid is adapted during the integration process. The frequency of grid adaption is controlled automatically in order to guarantee a fine resolution of the moving shock fronts. We introduce the concept of “width refinement” which enlarges the width of strongly refined regions around the shock fronts; the optimal width is found by a numerical study. As a result we are able to improve efficiency by decreasing the number of adaption steps. The performance of the finite volume scheme is compared with several lower order methods.     

用Level Set算法模拟孤立波与前台阶的相互作用

进一步研究了Level Set方法的数学基础,研究了求解有自由水面水动力学问题的具体方法。并在此基础上,对孤立波与前台阶相互作用这一问题进行了计算及研究,取得了与实验结果相符合的计算结果。     

Controllability method for acoustic scattering with spectral elements

We formulate the Helmholtz equation as an exact controllability problem for the time-dependent wave equation. The problem is then discretized in time domain with central finite difference scheme and in space domain with spectral elements. This approach leads to high accuracy in spatial discretization. Moreover, the spectral element method results in diagonal mass matrices, which makes the time integration of the wave equation highly efficient. After discretization, the exact controllability problem is reformulated as a least-squares problem, which is solved by the conjugate gradient method. We illustrate the method with some numerical experiments, which demonstrate the significant improvements in efficiency due to the higher order spectral elements. For a given accuracy, the controllability technique with spectral element method requires fewer computational operations than with conventional finite element method. In addition, by using higher order polynomial basis the influence of the pollution effect is reduced.     

Monotone iterative sequences for nonlinear boundary value problems of fractional order

In this paper we extend the maximum principle and the method of upper and lower solutions to boundary value problems with the Caputo fractional derivative. We establish positivity and uniqueness results for the problem. We then introduce two well-defined monotone sequences of upper and lower solutions which converge uniformly to the actual solution of the problem. A numerical iterative scheme is introduced to obtain an accurate approximate solution for the problem. The accuracy and efficiency of the new approach are tested through two examples.     

Front propagation in infinite cylinders. II. The sharp reaction zone limit

This paper applies the variational approach developed in part I of this work [22] to a singular limit of reaction–diffusion–advection equations which arise in combustion modeling. We first establish existence, uniqueness, monotonicity, asymptotic decay, and the associated free boundary problem for special traveling wave solutions which are minimizers of the considered variational problem in the singular limit. We then show that the speed of the minimizers of the approximating problems converges to the speed of the minimizer of the singular limit. Also, after an appropriate translation the minimizers of the approximating problems converge strongly on compacts to the minimizer of the singular limit. In addition, we obtain matching upper and lower bounds for the speed of the minimizers in the singular limit in terms of a certain area-type functional for small curvatures of the free boundary. The conclusions of the analysis are illustrated by a number of numerical examples.     

Axisymmetric free surface seepage

Summary Seepage through porous media in most instances is not a two-dimensional flow phenomenon. One such situation which is investigated herein is the flow from a pond with a bottom formed by the rotation of a curve consisting of a small segment being horizontal and the remainder being an arbitrary convex shaped curve. The approach used to solve this free surface axisymmetric seepage problem is an alternating iteration scheme in conjunction with the Baiocchi transformation and method. The problem is split into two overlapping regions, one in which the free surface is treated and the other in which the singularity is treated. This approach does not require moving meshes and allows a very general prescribed shape for the pond boundary. The numerical approach to the reformulated seepage problem is presented along with several numerical results and comparisons. Also presented is a proof of uniqueness of the solution for such problems provided we make a certain smoothness assumption for the free surface.The alternating iteration scheme is proved to converge provided existence and certain smoothness for the iterates and for their free surfaces are assumed. The iterates involved are solutions of certain complementarity systems. The existence and regularity of these solutions is not investigated in this paper.     

Two-dimensional travelling waves over a moving bottom

Two-dimensional travelling waves on an ideal fluid with gravity and surface tension over a periodically moving bottom with a small amplitude are studied. The bottom and the wave travel with a same speed. The exact Euler equations are formulated as a spatial dynamic system by using the stream function. A manifold reduction technique is applied to reduce the system into one of ordinary differential equations with finite dimensions. A homoclinic solution to the normal form of this reduced system persists when higher-order terms are added, which gives a generalized solitary wave—the homoclinic solution connecting a periodic solution.     

The mathematics of scattering by unbounded,rough, inhomogeneous layers

In this paper we study, via variational methods, a boundary value problem for the Helmholtz equation modelling scattering of time harmonic waves by a layer of spatially varying refractive index above an unbounded rough surface on which the field vanishes. In particular, in the 2D case with TE polarization, the boundary value problem models the scattering of time harmonic electromagnetic waves by an inhomogeneous conducting or dielectric layer above a perfectly conducting unbounded rough surface, with the magnetic permeability a fixed positive constant in the medium. Via analysis of an equivalent variational formulation, we show that this problem is well-posed in two important cases: when the frequency is small enough; and when the medium in the layer has some energy absorption. In this latter case we also establish exponential decay of the solution with depth in the layer. An attractive feature is that all constants in our estimates are bounded by explicit functions of the index of refraction and the geometry of the scatterer.     

Exterior nonlinear Neumann problem

We consider the solvability of the Neumann problem for equation (1.1) in exterior domains in both cases: subcritical and critical. We establish the existence of least energy solutions. In the subcritical case the coefficient b(x) is allowed to have a potential well whose steepness is controlled by a parameter λ > 0. We show that least energy solutions exhibit a tendency to concentrate to a solution of a nonlinear problem with mixed boundary value conditions.     

Convergence analysis of trial free boundary methods for the two-dimensional filtration problem

Summary In this paper, we present a scheme of convergence analysis of trial free boundary methods for the two-dimensional filtration (or dam) problem. For the purpose we present a new variational principle of the filtration problem. This variational principle is defined on the set of admissible domains (candidates of the solution) in the dam. Under mild assumptions on the configuration of the dam, we may assume that all admissible domains are mapped from the unit disk by conformal mappings. Thus, proving convergence of trial free boundaries is reduced to proving convergence of the conformal mappings on the unit disk, and it is done using a method in the theory of minimal surfaces. Numerical examples are given.     

Level Set Methods in a Benchmark for Thermoacoustic Instabilities

Gas turbines can suffer from combustion instabilities and combustion driven oscillations. As a prestep a 3D benchmark tube geometry for the complicated interactions between acoustics and thermal heat release is investigated. For the representation of the flame surface a Level Set approach was chosen. The resulting model includes the impact of curvature on the laminar burning velocity as well as the potential flow field and underlying velocity fields due to vorticity and volume expansion across the flame front. The acoustic equations and the thermal heat release are coupled by the acoustic velocity which is also included in the flame model. A numerical simulation of this benchmark problem is presented as a first step toward optimizing or controlling the stability behavior of the system. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new approach to the level function

This article devotes to design a hybrid Level Set Method which compromises the advantages of the level functions designed in [2] and [3].     

Convergence rate analysis of a derivative free landweber iteration for parameter identification in certain elliptic PDEs

We consider the nonlinear inverse problem of identifying a parameter from knowledge of the physical state in an elliptic partial differential equation. For a derivative free Landweber method, convergence rates are proven under a weak source condition not involving the standard Fréchet derivative of the nonlinear parameter-to-output map. This source condition is discussed both for the estimation of state- and space-dependent parameters in higher dimensions. Finally, numerical results are presented.This work was supported by the Austrian National Science Foundation FWF under grant SFB F013 project F1308.     

Matrix decomposition MFS algorithms for elasticity and thermo-elasticity problems in axisymmetric domains

In this work, we propose an efficient matrix decomposition algorithm for the Method of Fundamental Solutions when applied to three-dimensional boundary value problems governed by elliptic systems of partial differential equations. In particular, we consider problems arising in linear elasticity in axisymmetric domains. The proposed algorithm exploits the block circulant structure of the coefficient matrices and makes use of fast Fourier transforms. The algorithm is also applied to problems in thermo-elasticity. Several numerical experiments are carried out.