A class of finite element methods based on orthonormal,compactly supported wavelets

This paper develops a class of finite elements for compactly supported, shift-invariant functions that satisfy a dyadic refinement equation. Commonly referred to as wavelets, these basis functions have been shown to be remarkably well-suited for integral operator compression, but somewhat more difficult to employ for the representation of arbitrary boundary conditions in the solution of partial differential equations. The current paper extends recent results for treating periodized partial differential equations on unbounded domains in R ⁿ, and enables the solution of Neumann and Dirichlet variational boundary value problems on a class of bounded domains. Tensor product, wavelet-based finite elements are constructed. The construction of the wavelet-based finite elements is achieved by employing the solution of an algebraic eigenvalue problem derived from the dyadic refinement equation characterizing the wavelet, from normalization conditions arising from moment equations satisfied by the wavelet, and from dyadic refinement relations satisfied by the elemental domain. The resulting finite elements can be viewed as generalizations of the connection coefficients employed in the wavelet expansion of periodic differential operators. While the construction carried out in this paper considers only the orthonormal wavelet system derived by Daubechies, the technique is equally applicable for the generation of tensor product elements derived from Coifman wavelets, or any other orthonormal compactly supported wavelet system with polynomial reproducing properties.Research supported in part by NASA Langley Research Center, Computational Structural Mechanics Branch, Jerry Housner     

Finite elements for an optimal control problem governed by a parabolic equation

A stationary variational formulation of the necessary conditions for optimality is derived for an optimal control problem governed by a parabolic equation and mixed boundary conditions. Then a mixed finite element model with elements in space and time is utilized to solve a simple numerical example whose analytical and finite difference solutions are given elsewhere. Numerical results show that the proposed method with C^° continuity elements constitutes a powerful numerical technique for solution of optimal control problems of distributed parameter systems.     

Finite difference analysis for laminar flow heat transfer in concentric annuli with simultaneously developing hydrodynamic and thermal boundary layers

The results of a finite difference analysis are presented for the problem of incompressible laminar flow heat transfer in concentric annuli with simultaneously developing hydrodynamic and thermal boundary layers, the boundary conditions of one wall being isothermal and the other wall adiabatic. This corresponds to the fundamental solution of the third kind according to the four fundamental solutions classified by Reynolds, Lundberg and McCuen¹. Firstly, the hydrodynamic entry length problem, based on the boundary layer simplifications of the Navier–Stokes equations, was solved by means of an extension of the linearized finite difference scheme used previously by Bodia and Osterle² to solve a similar problem between parallel plates. The energy equation is then solved, using the velocity profiles previously obtained, by means of an implicit finite difference technique. The accuracy of the numerical solution was checked by comparing results for the annulus of radius ratio 0.25 with the avaiable solution of Shumway and McEligot³.     

A Direct analysis of elastic contact using super elements

Solutions to contact problems are important in mechanical as well as in civil engineering, and even for the most simple problems there is still a need for research results. In the present paper we suggest an alternative finite element procedure and by examples show the need for more knowledge related to the compliance of contact surfaces. The most simple solutions are named Hertz solutions from 1882, and we use some of these solutions for comparison with our finite element results. As a function of the total contact force we find the size of the contact area, the distribution of the contact pressure, and the contact compliance. In models of finite size the compliance depends on the flexibility of the total model, including the boundary condition of the model, and therefore disagreement with the locally based analytical models is expected and found. With computational contact mechanics we can solve more advanced contact problems and treat models that are closer to physical reality. The finite element method is widely used and solutions are obtained by incrementation and/or iteration for these non-linear problems with unknown boundary conditions. Still with these advanced tools the solution is difficult because of extreme sensitivity. Here we present a direct analysis of elastic contact without incrementation and iteration, and the procedure is based on a finite element super element technique. This means that the contacting bodies can be analyzed independently, and are only coupled through a direct analysis with low order super element stiffness matrices. The examples of the present paper are restricted to axisymmetric problems with isotropic, elastic materials and excluding friction. Direct extensions to cases of non-isotropy, including laminates, and to plane and general 3D models are possible.     

A second generation wavelet based finite elements on triangulations

In this paper we have developed a second generation wavelet based finite element method for solving elliptic PDEs on two dimensional triangulations using customized operator dependent wavelets. The wavelets derived from a Courant element are tailored in the second generation framework to decouple some elliptic PDE operators. Starting from a primitive hierarchical basis the wavelets are lifted (enhanced) to achieve local scale-orthogonality with respect to the operator of the PDE. The lifted wavelets are used in a Galerkin type discretization of the PDE which result in a block diagonal, sparse multiscale stiffness matrix. The blocks corresponding to different resolutions are completely decoupled, which makes the implementation of new wavelet finite element very simple and efficient. The solution is enriched adaptively and incrementally using finer scale wavelets. The new procedure completely eliminates wastage of resources associated with classical finite element refinement. Finally some numerical experiments are conducted to analyze the performance of this method.     

A spline wavelet finite‐element method in structural mechanics

The wavelet‐based methods are powerful to analyse the field problems with changes in gradients and singularities due to the excellent multi‐resolution properties of wavelet functions. Wavelet‐based finite elements are often constructed in the wavelet space where field displacements are expressed as a product of wavelet functions and wavelet coefficients. When a complex structural problem is analysed, the interface between different elements and boundary conditions cannot be easily treated as in the case of conventional finite‐element methods (FEMs). A new wavelet‐based FEM in structural mechanics is proposed in the paper by using the spline wavelets, in which the formulation is developed in a similar way of conventional displacement‐based FEM. The spline wavelet functions are used as the element displacement interpolation functions and the shape functions are expressed by wavelets. The detailed formulations of typical spline wavelet elements such as plane beam element, in‐plane triangular element, in‐plane rectangular element, tetrahedral solid element, and hexahedral solid element are derived. The numerical examples have illustrated that the proposed spline wavelet finite‐element formulation achieves a high numerical accuracy and fast convergence rate. Copyright © 2005 John Wiley & Sons, Ltd.     

子波分析在声辐射和声散射中的应用

文章提出将子波分析用于求解声学中的边界积分方程,能提高现有边界元方法解决工程问题的能力。在子波分析于声辐射和声散射的应用研究中,提出了把积分核函数用级数展开,建立频率响应函数计算的频率迭代技术,大大提高了频率响应函数的计算效率。讨论了子波分析在声学工程数值计算中的研究前景。     

The finite element analysis of elasto-plastic materials by use of dislocation dipole systems

It is shown how the stress field due to any prescribed continuous distribution of dislocation dipoles can be determined. This technique then forms the basis of a general method of solution of elasto-plastic material problems. The presentation is limited to situations which conform to either plane stress or strain conditions. Some results are obtained for relatively simple geometrical and loading configurations and compared with classical plasticity solutions. Finally, the method is applied to the problem of a circular hole in a finite strip under tension.     

APPLICATION OF WAVELETS ON THE INTERVAL TO NUMERICAL ANALYSIS OF INTEGRAL EQUATIONS IN ELECTROMAGNETIC SCATTERING PROBLEMS

The wavelet expansions on the interval are employed for solving the problems of the electromagnetic (EM) scattering from two-dimensional (2-D) conducting objects. The arbitrary configurations of scatterers are modeled using the boundary element method (BEM). By using the wavelets on the interval as basis and test functions, a sparse matrix equation is generated from the integral equation under study. The resulted sparse matrix equation allows the use of sparse matrix solvers or multi-level iterations for rapid solution. The utilization of wavelets on the interval circumvents the difficulties in the application of the wavelets on the real line to finite interval problems, and has no periodicity constraint to the unknown function that is usually imposed by periodic wavelets. Numerical examples are provided and compared with the previously published data or other methods. © 1997 by John Wiley & Sons, Ltd.     

Wavelet-based method for stability analysis of vibration control systems with multiple delays

A new method based on wavelets is proposed for stability analysis of vibration control system with multiple delays. In this method, solutions of the initial-value problem of time delayed vibration control systems are approximated by wavelets. Applying wavelet collocation method, the initial-value problem of the time delayed vibration control systems is transformed to a mapping system. The stability of the original system depends on the maximal modulus of eigenvalues of the mapping matrix, and the numerical solution of the initial-value problem are obtained by solving the mapping system. Numerical examples show that the method can locate stable and unstable regions in parameter planes and produces accurate numerical solutions of initial-value problems of time delayed systems.     

Identification of elastic orthotropic material parameters by the scaled boundary finite element method

This paper focuses on a parameter identification algorithm of two-dimensional orthotropic material bodies. The identification inverse problem is formulated as the minimization of an objective function representing differences between the measured displacements and those calculated by using the scaled boundary finite element method (SBFEM). In this novel semi-analytical method, only the boundary is discretized yielding a large reduction of solution unknowns, but no fundamental solution is required. As sufficiently accurate solutions of direct problems are obtained from the SBFEM, the sensitivity coefficients can be calculated conveniently by the finite difference method. The Levenberg–Marquardt method is employed to solve the nonlinear least squares problem attained from the parameter identification problem. Numerical examples are presented at the end to demonstrate the accuracy and efficiency of the proposed technique.     

Improved finite difference method for equilibrium problems based on differentiation of the partial differential equations and the boundary conditions

A numerical algorithm for producing high-order solutions for equilibrium problems is presented. The approximated solutions are improved by differentiating both the governing partial differential equations and their boundary conditions. The advantages of the proposed method over standard finite difference methods are: the possibility of using arbitrary meshes; the possibility of using simultaneously approximations with different (distinct) orders of accuracy at different locations in the problem domain; an improvement in approximating the boundary conditions; the elimination of the need for ‘fictitious’ or ‘external’ nodal points in treating the boundary conditions. Furthermore, the proposed method is capable of reaching approximate solutions which are more accurate than other finite difference methods, when the same number of nodal points participate in the local scheme. A computer program was written for solving two-dimensional problems in elasticity. The solutions of a few examples clearly illustrate these advantages.     

Using fundamental solutions in the scaled boundary finite element method to solve problems with concentrated loads

This paper introduces a new technique for solving concentrated load problems in the scaled boundary finite element method (FEM). By employing fundamental solutions for the displacements and the stresses, the solution is computed as summation of a fundamental solution part and a regular part. The singularity at the point of load application is modelled exactly by the fundamental solution, and only the regular part, which enforces the boundary conditions of the domain onto the fundamental solution, needs to be approximated in the solution space of the scaled boundary FEM. Examples are provided illustrating that the new approach is much simpler to implement and more accurate than the method currently used for solving concentrated load problems with the scaled boundary method. In each illustration, solution convergence is examined. The relative error is described in terms of the scalar energy norm of the stress field. Mesh refinement is performed using p-refinement with high order element based on the Lobatto shape functions. The proposed technique is described for two-dimensional problems in this paper, but extension to any linear problem, for which fundamental solutions exist, is straightforward.     

Trefftz boundary elements—multi‐region formulations

This paper is concerned with an effective numerical implementation of the Trefftz boundary element method, for the analysis of two‐dimensional potential problems, defined in arbitrarily shaped domains. The domain is first discretized into multiple subdomains or regions. Each region is treated as a single domain, either finite or infinite, for which a complete set of solutions of the problem is known in the form of an expansion with unknown coefficients. Through the use of weighted residuals, this solution expansion is then forced to satisfy the boundary conditions of the actual domain of the problem, leading thus to a system of equations, from which the unknowns can be readily determined. When this basic procedure is adopted, in the analysis of multiple‐region problems, proper boundary integral equations must be used, along common region interfaces, in order to couple to each other the unknowns of the solution expansions relative to the neighbouring regions. These boundary integrals are obtained from weighted residuals of the coupling conditions which allow the implementation of any order of continuity of the potential field, across the interface boundary, between neighbouring regions. The technique used in the formulation of the region‐coupling conditions drives the performance of the Trefftz boundary element method. While both of the collocation and Galerkin techniques do not generate new unknowns in the problem, the technique of Galerkin presents an additional and unique feature: the size of the matrix of the final algebraic system of equations which is always square and symmetric, does not depend on the number of boundary elements used in the discretization of both the actual and region‐interface boundaries. This feature which is not shared by other numerical methods, allows the Galerkin technique of the Trefftz boundary element method to be effectively applied to problems with multiple regions, as a simple, economic and accurate solution technique. A very difficult example is analysed with this procedure. The accuracy and efficiency of the implementations described herein make the Trefftz boundary element method ideal for the study of potential problems in general arbitrarily‐shaped two‐dimensional domains. Copyright © 1999 John Wiley & Sons, Ltd.     

The global element method for stationary advective problems

We extend the variation principle used in the global element method for self-adjoint elliptic problems¹, to problems containing advective terms. Used with the global element formalism, the extended principle yields a uniform framework for treating advective or boundary layer problems, with the attractive feature that the implicit treatment of interface conditions between elements yields an effective decoupling between ‘boundary layer’ and ‘interior’ parts of the solution. As a numerical example, we solve the one-dimensional model problem of Christie and Mitchell³, obtaining high accuracy for Peclet numbers up to 10⁶ with no sign of instability. These results suggest that, given a suitable choice of global elements, the decoupling is very effective in damping the oscillations found in standard finite difference or finite element treatment.     

The boundary element method applied to the analysis of two-dimensional nonlinear sloshing problems

This paper deals with an application of the boundary element method to the analysis of nonlinear sloshing problems, namely nonlinear oscillations of a liquid in a container subjected to forced oscillations. First, the problem is formulated mathematically as a nonlinear initial-boundary value problem by the use of a governing differential equation and boundary conditions, assuming the fluid to be inviscid and incompressible and the flow to be irrotational. Next, the governing equation (Laplace equation) and boundary conditions, except the dynamic boundary condition on the free surface, are transformed into an integral equation by employing the Galerkin method. Two dynamic boundary condition is reduced to a weighted residual equation by employing the Galerkin method. Two equations thus obtained are discretized by the use of the finite element method spacewise and the finite difference method timewise. Collocation method is employed for the discretization of the integral equation. Due to the nonlinearity of the problem, the incremental method is used for the numerical analysis. Numerical results obtained by the present boundary element method are compared with those obtained by the conventional finite element method and also with existing analytical solutions of the nonlinear theory. Good agreements are obtained, and this indicates the availability of the boundary element method as a numerical technique for nonlinear free surface fluid problems.     

Numerical solution of second‐order,two‐point boundary value problems using continuous genetic algorithms

Second‐order, two‐point boundary‐value problems are encountered in many engineering applications including the study of beam deflections, heat flow, and various dynamic systems. Two classical numerical techniques are widely used in the engineering community for the solution of such problems; the shooting method and finite difference method. These methods are suited for linear problems. However, when solving the non‐linear problems, these methods require some major modifications that include the use of some root‐finding technique. Furthermore, they require the use of other basic numerical techniques in order to obtain the solution. In this paper, the author introduces a novel method based on continuous genetic algorithms for numerically approximating a solution to this problem. The new method has the following characteristics; first, it does not require any modification while switching from the linear to the non‐linear case; as a result, it is of versatile nature. Second, this approach does not resort to more advanced mathematical tools and is thus easily accepted in the engineering application field. Third, the proposed methodology has an implicit parallel nature which points to its implementation on parallel machines. However, being a variant of the finite difference scheme with truncation error of the order O(h²), the method provides solutions with moderate accuracy. Numerical examples presented in the paper illustrate the applicability and generality of the proposed method. Copyright © 2004 John Wiley & Sons, Ltd.     

Solving initial and boundary value problems using learning automata particle swarm optimization

In this article, the particle swarm optimization (PSO) algorithm is modified to use the learning automata (LA) technique for solving initial and boundary value problems. A constrained problem is converted into an unconstrained problem using a penalty method to define an appropriate fitness function, which is optimized using the LA-PSO method. This method analyses a large number of candidate solutions of the unconstrained problem with the LA-PSO algorithm to minimize an error measure, which quantifies how well a candidate solution satisfies the governing ordinary differential equations (ODEs) or partial differential equations (PDEs) and the boundary conditions. This approach is very capable of solving linear and nonlinear ODEs, systems of ordinary differential equations, and linear and nonlinear PDEs. The computational efficiency and accuracy of the PSO algorithm combined with the LA technique for solving initial and boundary value problems were improved. Numerical results demonstrate the high accuracy and efficiency of the proposed method.     

Nodal velocity derivatives of finite element solutions: The FiND method for incompressible Navier–Stokes equations

This paper presents the development and application of the finite node displacement (FiND) method to the incompressible Navier–Stokes equations. The method computes high‐accuracy nodal derivatives of the finite element solutions. The approach imposes a small displacement to individual mesh nodes and solves a very small problem on the patch of elements surrounding the node. The only unknown is the value of the solution ( u , p) at the displaced node. A finite difference between the original and the perturbed values provides the directional derivative. Verification by grid refinement studies is shown for two‐dimensional problems possessing a closed‐form solution: a Poiseuille flow and a flow mimicking a boundary layer. For internal nodes, the method yields accuracy slightly superior to that of the superconvergent patch recovery (SPR) technique of Zienkiewicz and Zhu (ZZ). We also present a variant of the method to treat boundary nodes. The local discretization is enriched by inserting an additional mesh point very close to the boundary node of interest. Computations show that the resulting nodal derivatives are much more accurate than those obtained by the ZZ SPR technique. Copyright © 2008 John Wiley & Sons, Ltd.