Analysis of a meshless method for the time fractional diffusion-wave equation

In this paper a numerical technique is proposed for solving the time fractional diffusion-wave equation. We obtain a time discrete scheme based on finite difference formula. Then, we prove that the time discrete scheme is unconditionally stable and convergent using the energy method and the convergence order of the time discrete scheme is \(\mathcal {O}(\tau ^{3-\alpha })\). Firstly, we change the main problem based on Dirichlet boundary condition to a new problem based on Robin boundary condition and then, we consider a semi-discrete scheme with Robin boundary condition and show when \(\beta \rightarrow +\infty \) solution of the main semi-discrete problem with Dirichlet boundary condition is convergent to the solution of the new semi-discrete problem with Robin boundary condition. We consider the new semi-discrete problem with Robin boundary condition and use the meshless Galerkin method to approximate the spatial derivatives. Finally, we obtain an error bound for the new problem. We prove that convergence order of the numerical scheme based on Galekin meshless is \(\mathcal {O}(h)\). In the considered method the appeared integrals are approximated using Gauss Legendre quadrature formula. The main aim of the current paper is to obtain an error estimate for the meshless Galerkin method based on the radial basis functions. Numerical examples confirm the efficiency and accuracy of the proposed scheme.     

凹角区域双曲外问题的精确人工边界条件

研究一类凹角区域双曲型外问题的数值方法.先用Newmark方法对时间进行离散化,在每个时间步求解一个椭圆外问题.然后引入人工边界,并获得精确的人工边界条件.给出半离散化问题的变分问题,证明了变分问题的适定性,并给出了误差估计.最后给出数值例子,以示该方法的可行性与有效性.     

NUMERICAL SOLUTIONS OF PARABOLIC PROBLEMS ON UNBOUNDED 3-D SPATIAL DOMAIN

In this paper,the numerical solutions of heat equation on 3-D unbounded spatial do-main are considered. n artificial boundary Γ is introduced to finite the computationaldomain.On the artificial boundary Γ,the exact boundary condition and a series of approx-imating boundary conditions are derived,which are called artificial boundary conditions.By the exact or approximating boundary condition on the artificial boundary,the originalproblem is reduced to an initial-boundary value problem on the bounded computationaldomain,which is equivalent or approximating to the original problem.The finite differencemethod and finite element method are used to solve the reduced problems on the finitecomputational domain.The numerical results demonstrate that the method given in thispaper is effective and feasible.     

HIGH ACCURACY NUMERICAL METHOD OF THIN－FILM PROBLEMS IN MICROMAGENETICS

In this paper,a new high accuracy numerical method for the thin-film problems of micron and submicron size ferromagnetic elements is proposed,For the computaion of stray field,we use the finite element method(FEM) by introducing a semi-discrete artificial boundary condition [1,2],In our numerical experiments about the domain patterns and their movement,we can see that the results are accordant to that of experments and other numerical methods.Our method are very conveient to deal with arbitrary shape of thin films such as a polygon with high accuracy.     

HIGH ACCURACY NUMERICAL METHOD OF THIN-FILM PROBLEMS IN MICROMAGNETICS

In this paper, a new high accuracy numerical method for the thin-film problems of micron and submicron size ferromagnetic elements is proposed. For the computation of stray field, we use the finite element method(FEM) by introducing a semi-discrete artificial boundary condition [1, 2]. In our numerical experiments about the domain patterns and their movement, we can see that the results are accordant to that of experiments and other numerical methods. Our method are very convenient to deal with arbitrary shape of thin films such as a polygon with high accuracy.     

A simple and robust boundary treatment for the forced Korteweg–de Vries equation

In this paper, we propose a simple and robust numerical method for the forced Korteweg–de Vries (fKdV) equation which models free surface waves of an incompressible and inviscid fluid flow over a bump. The fKdV equation is defined in an infinite domain. However, to solve the equation numerically we must truncate the infinite domain to a bounded domain by introducing an artificial boundary and imposing boundary conditions there. Due to unsuitable artificial boundary conditions, most wave propagation problems have numerical difficulties (e.g., the truncated computational domain must be large enough or the numerical simulation must be terminated before the wave approaches the artificial boundary for the quality of the numerical solution). To solve this boundary problem, we develop an absorbing non-reflecting boundary treatment which uses outward wave velocity. The basic idea of the proposing algorithm is that we first calculate an outward wave velocity from the solutions at the previous and present time steps and then we obtain a solution at the next time step on the artificial boundary by moving the solution at the present time step with the velocity. And then we update solutions at the next time step inside the domain using the calculated solution on the artificial boundary. Numerical experiments with various initial conditions for the KdV and fKdV equations are presented to illustrate the accuracy and efficiency of our method.     

A numerical analysis of the Cahn–Hilliard equation with non-permeable walls

In this article we consider the numerical analysis of the Cahn–Hilliard equation in a bounded domain with non-permeable walls, endowed with dynamic-type boundary conditions. The dynamic-type boundary conditions that we consider here have been recently proposed in Ruiz Goldstein et al. (Phys D 240(8):754–766, 2011) in order to describe the interactions of a binary material with the wall. The equation is semi-discretized using a finite element method for the space variables and error estimates between the exact and the approximate solution are obtained. We also prove the stability of a fully discrete scheme based on the backward Euler scheme for the time discretization. Numerical simulations sustaining the theoretical results are presented.     

再生核空间中求解带有积分边界条件的半线性热传导方程

该文给出了一个新的方法来求解带有积分边界条件的半线性热传导方程.方程的精确解以级数的形式在再生核空间中给出.证明了精确解的n项逼近是收敛于精确解的.同时给出了一些算例说明了这个方法的有效性.     

Time-adaptive non-linear finite-element computations for thermo-mechanically coupled analysis in inelastic dynamical systems

In structural dynamics the initial boundary-value problem has to be solved in the space and time domain. The spatial discretization is done using finite elements yielding systems of differential equations of second-order. Incorporating inelastic material properties, thermo-mechanical coupling and particular Dirichlet boundary conditions essentially changes the underlying mathematical problem. The main goal is to provide higher-order time integration schemes using diagonally-implicit Runge-Kutta methods (DIRK) and the Generalized α-method consistently applied to the semi-discretized ODE-system comprising the semi-discretized equations of motion, the unsteady semi-discrete heat equation and constitutive equations of evolutionary-type. Furthermore, we want to show the applicability of time-adaptivity by embedded schemes so that step-sizes are chosen automatically. The inelastic constitutive equations are given by a thermo-viscoplasticity model of Perzyna/Chaboche-type with non-linear kinematic hardening. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Convergence of a difference scheme for the heat equation in a long strip by artificial boundary conditions

The numerical solution of the heat equation on a strip in two dimensions is considered. An artificial boundary is introduced to make the computational domain finite. On the artificial boundary, an exact boundary condition is proposed to reduce the original problem to an initial‐boundary value problem in a finite computational domain. A difference scheme is constructed by the method of reduction of order to solve the problem in the finite computational domain. It is proved that the difference scheme is uniquely solvable, unconditionally stable and convergent with the convergence order 2 in space and order 3/2 in time in an energy norm. A numerical example demonstrates the theoretical results.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

Analysis of artificial boundary conditions for exterior boundary value problems in three dimensions

Summary. Simple boundary conditions on an artificial boundary are discussed, then an exact boundary condition on the artificial boundary is obtained. Approximation to this boundary condition with high accuracy is given, and the error estimates are obtained. A numerical example is presented, and the numerical results are compared with the exact solution. Received January 27, 1997 / Revised version received May 14, 1999 / Published online February 17, 2000     

Spectral Method for the Black-Scholes Model of American Options Valuation

In this paper, we devote ourselves to the research of numerical methods for American option pricing problems under the Black-Scholes model. The optimal exercise boundary which satisfies a nonlinear Volterra integral equation is resolved by a high-order collocation method based on graded meshes. For the other spatial domain boundary, an artificial boundary condition is applied to the pricing problem for the effective truncation of the semi-infinite domain. Then, the front-fixing and stretching transformations are employed to change the truncated problem in an irregular domain into a one-dimensional parabolic problem in [−1,1]. The Chebyshev spectral method coupled with fourth-order Runge-Kutta method is proposed for the resulting parabolic problem related to the options. The stability of the semi-discrete numerical method is established for the parabolic problem transformed from the original model. Numerical experiments are conducted to verify the performance of the proposed methods and compare them with some existing methods.     

On exact and approximate boundary controllabilities for the heat equation: A numerical approach

The present article is concerned with the numerical implementation of the Hilbert uniqueness method for solving exact and approximate boundary controllability problems for the heat equation. Using convex duality, we reduce the solution of the boundary control problems to the solution of identification problems for the initial data of an adjoint heat equation. To solve these identification problems, we use a combination of finite difference methods for the time discretization, finite element methods for the space discretization, and of conjugate gradient and operator splitting methods for the iterative solution of the discrete control problems. We apply then the above methodology to the solution of exact and approximate boundary controllability test problems in two space dimensions. The numerical results validate the methods discussed in this article and clearly show the computational advantage of using second-order accurate time discretization methods to approximate the control problems.     

A collocation-shooting method for solving fractional boundary value problems

In this paper, we discuss the numerical solution of special class of fractional boundary value problems of order 2. The method of solution is based on a conjugating collocation and spline analysis combined with shooting method. A theoretical analysis about the existence and uniqueness of exact solution for the present class is proven. Two examples involving Bagley–Torvik equation subject to boundary conditions are also presented; numerical results illustrate the accuracy of the present scheme.     

无限域拉普拉斯方程问题的高阶边界条件及其应用

对无限域Laplace方程问题,推导出了高阶边界条件.在采用数值方法的有限域的外边界上应用高阶边界条件,可以在保证计算精度的前提下缩小数值求解域,从而减小计算工作量和少占用计算机内存.数值算例表明,一阶边界条件近似于精确边界条件,它明显地优于经典边界条件和二阶边界条件.     

NUMERICAL ANALYSIS OF A CONTACT PROBLEM IN RATE-TYPE VISCOPLASTICITY

In this paper, we consider numerical approximations of a contact problem in rate-type viscoplasticity. The contact conditions are described in term of a subdifferential and include as special cases some classical frictionless boundary conditions. The contact problem consists of an evolution equation coupled with a time-dependent variational inequality. Error estimates for both spatially semi-discrete and fully discrete solutions are derived and some convergence results are shown. Under appropriate regularity assumptions on the exact solution, error estimates are obtained.     

THE ARTIFICIAL BOUNDARY CONDITION FOR EXTERIOR OSEEN EQUATION IN 2-D SPACE

A finite element method for the solution of Oseen equation in exterior domain is proposed. In this method, a circular artificial boundary is introduced to make the computational domain finite. Then, the exact relation between the normal stress and the prescribed velocity field on the artificial boundary can be obtained analytically. This relation can serve as an boundary condition for the boundary value problem defined on the finite domain bounded by the artificial boundary. Numerical experiment is presented to demonstrate the performance of the method.     

A System of Plane Elasticity Canonical Integral Equations and Its Application

In this paper, we obtain a new system of canonical integral equations for the plane elasticity problem over an exterior circular domain, and give its numerical solution. Coupling with the classical finite element method, it can be used for solving general plane elasticity exterior boundary value problems. This system of highly singular equations is also an exact boundary condition on the artificial boundary. It can be approximated by a series of nonsingular integral boundary conditions.     

ARTIFICIAL BOUNDARY METHOD FOR THE THREE-DIMENSIONAL EXTERIOR PROBLEM OF ELASTICITY

The exact boundary condition on a spherical artificial boundary is derived for thethree-dimensional exterior problem of linear elasticity in this paper. After this bound-ary condition is imposed on the artificial boundary, a reduced problem only defined in abounded domain is obtained. A series of approximate problems with increasing accuracycan be derived if one truncates the series term in the variational formulation, which isequivalent to the reduced problem. An error estimate is presented to show how the errordepends on the finite element discretization and the accuracy of the approximate problem.In the end, a numerical example is given to demonstrate the performance of the proposedmethod.     

A non-overlapping domain decomposition dual reciprocity method for solving the forward–backward heat equation in two-dimension

We apply a boundary element dual reciprocity method (DRBEM) to the numerical solution of the forward–backward heat equation in a two-dimensional case. The method is employed for the spatial variable via the fundamental solution of the Laplace equation and the Crank–Nicolson finite difference scheme is utilized to treat the time variable. The physical domain is divided into two non-overlapping subdomains resulting in two standard forward and backward parabolic equations. The subproblems are then treated by the underlying method assuming a virtual boundary in the interface and starting with an initial approximate solution on this boundary followed by updating the solution by an iterative procedure. In addition, we show that the time discrete scheme is unconditionally stable and convergent using the energy method. Furthermore, some computational aspects will be suggested to efficiently deal with the formulation of the proposed method. Finally, two forward–backward problems, for which the exact solution is available, will be numerically solved for two different domains to demonstrate the efficiency of the proposed approach.