A 8-neighbor model lattice Boltzmann method applied to mathematical–physical equations

A lattice Boltzmann method (LBM) 8-neighbor model (9-bit model) is presented to solve mathematical–physical equations, such as, Laplace equation, Poisson equation, Wave equation and Burgers equation. The 9-bit model has been verified by several test cases. Numerical simulations, including 1D and 2D cases, of each problem are shown, respectively. Comparisons are made between numerical predictions and analytic solutions or available numerical results from previous researchers. It turned out that the 9-bit model is computationally effective and accurate for all different mathematical–physical equations studied. The main benefits of the new model proposed is that it is faster than the previous existing models and has a better accuracy.     

Existence and zero‐electron‐mass limit of strong solutions to the stationary compressible Navier‐Stokes‐Poisson equation with large external force

In this study, we consider a viscous compressible model of plasma and semiconductors, which is expressed as a compressible Navier‐Stokes‐Poisson equation. We prove that there exists a strong solution to the boundary value problem of the steady compressible Navier‐Stokes‐Poisson equation with large external forces in bounded domain, provided that the ratio of the electron/ions mass is appropriately small. Moreover, the zero‐electron‐mass limit of the strong solutions is rigorously verified. The main idea in the proof is to split the original equation into 4 parts, a system of stationary incompressible Navier‐Stokes equations with large forces, a system of stationary compressible Navier‐Stokes equations with small forces, coupled with 2 Poisson equations. Based on the known results about linear incompressible Navier‐Stokes equation, linear compressible Navier‐Stokes, linear transport, and Poisson equations, we try to establish uniform in the ratio of the electron/ions mass a priori estimates. Further, using Schauder fixed point theorem, we can show the existence of a strong solution to the boundary value problem of the steady compressible Navier‐Stokes‐Poisson equation with large external forces. At the same time, from the uniform a priori estimates, we present the zero‐electron‐mass limit of the strong solutions, which converge to the solutions of the corresponding incompressible Navier‐Stokes‐Poisson equations.     

The method of fundamental solutions with eigenfunction expansion method for nonhomogeneous diffusion equation

In this article we describe a numerical method to solve a nonhomogeneous diffusion equation with arbitrary geometry by combining the method of fundamental solutions (MFS), the method of particular solutions (MPS), and the eigenfunction expansion method (EEM). This forms a meshless numerical scheme of the MFS‐MPS‐EEM model to solve nonhomogeneous diffusion equations with time‐independent source terms and boundary conditions for any time and any shape. Nonhomogeneous diffusion equation with complex domain can be separated into a Poisson equation and a homogeneous diffusion equation using this model. The Poisson equation is solved by the MFS‐MPS model, in which the compactly supported radial basis functions are adopted for the MPS. On the other hand, utilizing the EEM the diffusion equation is first translated to a Helmholtz equation, which is then solved by the MFS together with the technique of the singular value decomposition (SVD). Since the present meshless method does not need mesh generation, nodal connectivity, or numerical integration, the computational effort and memory storage required are minimal as compared with other numerical schemes. Test results for two 2D diffusion problems show good comparability with the analytical solutions. The proposed algorithm is then extended to solve a problem with irregular domain and the results compare very well with solutions of a finite element scheme. Therefore, the present scheme has been proved to be very promising as a meshfree numerical method to solve nonhomogeneous diffusion equations with time‐independent source terms of any time frame, and for any arbitrary geometry. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Diffusion relaxation limit of a nonisentropic hydrodynamic model for semiconductors

In this paper, we discussed a general multidimensional nonisentropic hydrodynamical model for semiconductors with small momentum relaxation time. The model is self‐consistent in the sense that the electric field, which forms a forcing term in the momentum equation, is determined by the coupled Poisson equation. With the help of the Maxwell‐type iteration, we prove that, as the relaxation time tends to zero, periodic initial‐value problem of certain scaled multidimensional nonisentropic hydrodynamic model has a unique smooth solution existing in the time interval where the corresponding classical drift‐diffusion model has smooth solutions. Meanwhile, we justify a formal derivation of the drift‐diffusion models from the nonisentropic hydrodynamic models. Copyright © 2007 John Wiley & Sons, Ltd.     

Single dopant diffusion in semiconductor technology

The paper deals with the analysis of pair diffusion models in semiconductor technology. The underlying model contains reaction‐drift‐diffusion equations for the mobile point defects and dopant‐defect pairs as well as reaction equations for immobile dopants which are coupled with a non‐linear Poisson equation for the chemical potential of the electrons. For homogeneous structures we present an existence and uniqueness result for strong solutions. Starting with energy estimates we derive further a priori estimates such that fixed point arguments due to Leray–Schauder guarantee the solvability of the model equations. Copyright © 2004 John Wiley & Sons, Ltd.     

Closed-form solution to a real option problem with regime switching

I investigate the optimal investment timing model in which investment is feasible in only one of the two regimes, which shift at Poisson jump times. I derive the option value and investment threshold in closed forms. I also prove that some solutions in previous models are obtained as the limits of the solution. The closed-form solution can be useful as a new framework to study real option problems with the illiquidity of option exercise opportunities.     

Multiprocessor systems with reserves and preferences

Two models involving multiprocessor systems with two different groups of processors are examined. In the first model, the processors which are in use break down from time to time; one of the two groups is used only when the other one is entirely inoperative. In the second model, the breakdowns are replaced by a Poisson stream of jobs. Again, one group of processors is used in preference to the other one. In both cases, the analysis is based on finding a polynomial in two variables which satisfies a partial differential-functional equation. Exact solutions are obtained.     

Global smooth solutions for a one-dimensional nonisentropic hydrodynamic model with non-constant lattice temperature

In this paper, a one-dimensional nonisentropic hydrodynamic model for semiconductors with non-constant lattice temperature is studied. The model is self-consistent in the sense that the electric field, which forms a forcing term in the momentum equation, is determined by the coupled Poisson equation. The existence and uniqueness of the corresponding stationary solutions are investigated carefully under proper conditions. Then, global existence of the smooth solutions for the Cauchy problem with initial data, which are perturbations of stationary solutions, is established. It is shown that these smooth solutions tend to the stationary solutions exponentially fast as t → ∞.      

Relaxation limit and initial layer to hydrodynamic models for semiconductors

We study a relaxation limit of a solution to the initial-boundary value problem for a hydrodynamic model to a drift-diffusion model over a one-dimensional bounded domain. It is shown that the solution for the hydrodynamic model converges to that for the drift-diffusion model globally in time as a physical parameter, called a relaxation time, tends to zero. It is also shown that the solutions to the both models converge to the corresponding stationary solutions as time tends to infinity, respectively. Here, the initial data of electron density for the hydrodynamic model can be taken arbitrarily large in the suitable Sobolev space provided that the relaxation time is sufficiently small because the drift-diffusion model is a coupled system of a uniformly parabolic equation and the Poisson equation. Since the initial data for the hydrodynamic model is not necessarily in “momentum equilibrium”, an initial layer should occur. However, it is shown that the layer decays exponentially fast as a time variable tends to infinity and/or the relaxation time tends to zero. These results are proven by the decay estimates of solutions, which are derived through energy methods.     

Global existence and asymptotic behavior for a multidimensional nonisentropic hydrodynamic semiconductor model with the heat source

In this paper, a multidimensional nonisentropic hydrodynamic model for semiconductors with the nonconstant lattice temperature is studied. The model is self-consistent in the sense that the electric field, which forms a forcing term in the momentum equation, is determined by the coupled Poisson equation. Global existence to the Cauchy problem for the multidimensional nonisentropic hydrodynamic semiconductor model with the small perturbed initial data is established, and the asymptotic behavior of these smooth solutions is investigated, namely, that the solutions converge to the general steady-state solution exponentially fast as t→+∞ is obtained. Moreover, the existence and uniqueness of the stationary solutions are investigated.     

One-dimensional stochastic Burgers equation driven by Lévy processes

In this paper, we proved the global existence and uniqueness of the strong, weak and mild solutions for one-dimensional Burgers equation perturbed by a Poisson form process, a Poisson form and Q-Wiener process with the Dirichlet bounded condition. We also proved the existence of the invariant measure of these models.     

Regularity criteria for a mathematical model for the deformation of electrolyte droplets

We prove some regularity criteria for the strong solutions to a mathematical model for the deformation of electrolyte droplets introduced by Ryham, Liu, and Zikatanov [R. J. Ryham, C. Liu, L. Zikatanov, Mathematical models for the deformation of electrolyte droplets, Discrete Contin. Dyn. Syst. Ser. B 8 (2007) 649–661]. This model is a strongly coupled system which contains the incompressible Navier–Stokes equations, the Poisson–Nernst–Planck equations and the Allen–Cahn equation, and finds many promising applications in microfluidics and materials science engineering.     

A simplified quantum energy-transport model for semiconductors

The existence of global-in-time weak solutions to a quantum energy-transport model for semiconductors is proved. The equations are formally derived from the quantum hydrodynamic model in the large-time and small-velocity regime. They consist of a nonlinear parabolic fourth-order equation for the electron density, including temperature gradients; an elliptic nonlinear heat equation for the electron temperature; and the Poisson equation for the electric potential. The equations are solved in a bounded domain with periodic boundary conditions. The existence proof is based on an entropy-type estimate, exponential variable transformations, and a fixed-point argument. Furthermore, we discretize the equations by central finite differences and present some numerical simulations of a one-dimensional ballistic diode.     

Lattice evolution solution for the nonlinear Poisson–Boltzmann equation in confined domains

The lattice evolution method for solving the nonlinear Poisson–Boltzmann equation in confined domain is developed by introducing the second-order accurate Dirichlet and Neumann boundary implements, which are consistent with the non-slip model in lattice Boltzmann method for fluid flows. The lattice evolution method is validated by comparing with various analytical solutions and shows superior to the classical numerical solvers of the nonlinear Poisson equations with Neumann boundary conditions. The accuracy and stability of the method are discussed. This lattice evolution nonlinear Poisson–Boltzmann solver is suitable for efficient parallel computing, complex geometry conditions, and easy extension to three-dimensional cases.     

On the solution of the inhomogeneous polyharmonic equation and the inhomogeneous helmholtz equation

We present formulas that simplify finding the solutions of the Poisson equation, the inhomogeneous polyharmonic equation, and the inhomogeneous Helmholtz equation in the case of a polynomial right-hand side. They are based on the representation of an analytic function by harmonic functions. The resulting formulas remain valid for some analytic right-hand sides for which the corresponding operator series converge.     

Some limit analysis of a three dimensional viscous compressible capillary model for plasma

In this study, we discuss some limit analysis of a viscous capillary model of plasma, which is expressed as a so‐called the compressible Navier‐Stokes‐Poisson‐Korteweg equation. First, the existence of global smooth solutions for the initial value problem to the compressible Navier‐Stokes‐Poisson‐Korteweg equation with a given Debye length λ and a given capillary coefficient κ is obtained. We also show the uniform estimates of global smooth solutions with respect to the Debye length λ and the capillary coefficient κ. Then, from Aubin lemma, we show that the unique smooth solution of the 3‐dimensional Navier‐Stokes‐Poisson‐Korteweg equations converges globally in time to the strong solution of the corresponding limit equations, as λ tends to zero, κ tends to zero, and λ and κ simultaneously tend to zero. Moreover, we also give the convergence rates of these limits for any given positive time one by one.     

Analysis of the local discontinuous Galerkin method for the drift-diffusion model of semiconductor devices

We consider the drift-diffusion(DD) model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Poisson potential equation. Optimal error estimates are obtained for both the semi-discrete and fully discrete local discontinuous Galerkin(LDG) schemes with smooth solutions. In the fully discrete scheme, we couple the implicit-explicit(IMEX) time discretization with the LDG spatial discretization, in order to allow larger time steps and to save computational cost. The main technical difficulty in the analysis is to treat the inter-element jump terms which arise from the discontinuous nature of the numerical method and the nonlinearity and coupling of the models. A simulation is also performed to validate the analysis.     

Existence of Classical Solutions to a Stationary Simplified Quantum Energy-Transport Model in 1-Dimensional Space

The existence of classical solutions to a stationary simplified quantum energytransport model for semiconductor devices in 1-dimensional space is proved.The model consists of a nonlinear elliptic third-order equation for the electron density,including a temperature derivative,an elliptic nonlinear heat equation for the electron temperature,and the Poisson equation for the electric potential.The proof is based on an exponential variable transformation and the Leray-Schauder fixed-point theorem.     

Local Existence and WKB Approximation of Solutions to Schrödinger–Poisson System in the Two-Dimensional Whole Space

We consider the Schrödinger–Poisson system in the two-dimensional whole space. A new formula of solutions to the Poisson equation is used. Although the potential term solving the Poisson equation may grow at the spatial infinity, we show the unique existence of a time-local solution for data in the Sobolev spaces by an analysis of a quantum hydrodynamical system via a modified Madelung transform. This method has been used to justify the WKB approximation of solutions to several classes of nonlinear Schrödinger equation in the semiclassical limit.     

General propagation lattice Boltzmann model for a variable-coefficient compound KdV-Burgers equation

In this paper, a general propagation lattice Boltzmann model for a variable-coefficient compound Korteweg-de Vries-Burgers (vc-cKdVB) equation is investigated through selecting equilibrium distribution function and adding a compensation function, which can provide some more realistic models than their constant-coefficient counterparts in fluids or plasmas. Chapman–Enskog analysis shows that the vc-gKdVB equation can be recovered correctly from the present model. Numerical simulations in different situations of this equation are conducted, including the propagation and interaction of the bell-type, kink-type and periodic-depression solitons and the evolution of the shock-wave solutions. It is found that the numerical results match well with the analytical solutions, which demonstrates that the current lattice Boltzmann model is a satisfactory and efficient algorithm. In addition, it is also shown the present model could be more stable and more accurate than the standard lattice Bhatnagar–Gross–Krook model through adjusting the two free parameters introduced into the propagation step.