Numerical solutions of boundary detection problems using modified collocation Trefftz method and exponentially convergent scalar homotopy algorithm

In this paper, the boundary detection problem, which is governed by the Laplace equation, is analyzed by the modified collocation Trefftz method (MCTM) and the exponentially convergent scalar homotopy algorithm (ECSHA). In the boundary detection problem, the Cauchy data is given on part of the boundary and the Dirichlet boundary condition on the other part of the boundary, whose spatial position is unknown a priori. By adopting the MCTM, which is meshless and integral-free, the numerical solution is expressed by a linear combination of the T-complete functions of the Laplace equation. The use of a characteristic length in MCTM can stabilize the numerical procedure and ensure highly accurate solutions. Since the coefficients of MCTM and the position of part of the boundary are unknown, to collocate the boundary conditions will yield a system of nonlinear algebraic equations; the ECSHA, which is exponentially convergent, is adopted to solve the system of nonlinear algebraic equations. Several numerical examples are provided to demonstrate the ability and accuracy of the proposed meshless scheme. In addition, the consistency of the proposed scheme is validated by adding noise into the boundary conditions.     

A novel mixed group preserving scheme for the inverse Cauchy problem of elliptic equations in annular domains

In this paper, the inverse Cauchy problems for elliptic equations, including the Laplace equation, the Poisson equation, and the Helmholtz equation, defined in annular domains are investigated. When the outer boundary of an annulus is imposed by overspecified boundary data, we seek unknown data in the inner boundary through a combination of the spring-damping regularization method (SDRM) and the mixed group-preserving scheme (MGPS). Several numerical examples are examined to show that the MGPS plus the SDRM can overcome the ill-posed behavior of this highly ill-conditioned inverse Cauchy problem. The presently proposed novel algorithm has good efficiency and stability against the disturbance from large random noise even up to 50%, and the computational cost of MGPS is very time saving.     

The Spring-Damping Regularization Method and the Lie-Group Shooting Method for Inverse Cauchy Problems

The inverse Cauchy problems for elliptic equations, such as the Laplace equation, the Poisson equation, the Helmholtz equation and the modified Helmholtz equation, defined in annular domains are investigated. The outer boundary of the annulus is imposed by overspecified boundary data, and we seek unknown data on the inner boundary through the numerical solution by a spring-damping regularization method and its Lie-group shooting method (LGSM). Several numerical examples are examined to show that the LGSM can overcome the ill-posed behavior of inverse Cauchy problem against the disturbance from random noise, and the computational cost is very cheap.     

Regularized MFS-Based Boundary Identification in Two-Dimensional Helmholtz-Type Equations

We study the stable numerical identification of an unknown portion of the boundary on which a given boundary condition is provided and additional Cauchy data are given on the remaining known portion of the boundary of a two-dimensional domain for problems governed by either the Helmholtz or the modified Helmholtz equation. This inverse geometric problem is solved using the method of fundamental solutions (MFS) in conjunction with the Tikhonov regularization method. The optimal value for the regularization parameter is chosen according to Hansen's L-curve criterion. The stability, convergence, accuracy and efficiency of the proposed method are investigated by considering several examples.     

The method of fundamental solution for the inverse source problem for the space-fractional diffusion equation

In this article, a meshless numerical method for solving the inverse source problem of the space-fractional diffusion equation is proposed. The numerical solution is approximated using the fundamental solution of the space-fractional diffusion equation as a basis function. Since the resulting matrix equation is extremely ill-conditioned, a regularized solution is obtained by adopting the Tikhonov regularization scheme, in which the choice of the regularization parameter is based on generalized cross-validation criterion. Two typical numerical examples are given to verify the efficiency and accuracy of the proposed method.     

A meshless method for solving 1D time-dependent heat source problem

A novel meshless numerical procedure based on the method of fundamental solutions (MFS) and the heat polynomials is proposed for recovering a time-dependent heat source and the boundary data simultaneously in an inverse heat conduction problem (IHCP). We will transform the problem into a homogeneous IHCP and initial value problems for the first-order ordinary differential equation. An improved method of MFS is used to solve the IHCP and a finite difference method is applied for solving the initial value problems. The advantage of applying the proposed meshless numerical scheme is producing the shape functions which provide the important delta function property to ensure that the essential conditions are fulfilled. Numerical experiments for some examples are provided to show the effectiveness of the proposed algorithm.     

An efficient implementation of the radial basis integral equation method

An efficient and accurate implementation of the meshless radial basis integral equation method (RBIEM) is proposed. The proposed implementation does not involve discretization of the subdomains’ boundaries. By avoiding the boundary discretization, it was hypothesised that a significant source of error in the numerical scheme is avoided. The proposed numerical scheme was tested on two problems governed by the Poisson and Helmholtz equations. The test problems were selected such that the spatial gradients of the solutions were high to examine the robustness of the numerical scheme. The dual reciprocity method (DRM) and the cell integration technique were used to treat the domain integrals arising from the source terms in the partial differential equations. The results showed that the proposed implementation is more accurate and more robust than the previously suggested implementation of the RBIEM. Though the CPU time usage of the proposed scheme is lower, the difference to the previously proposed scheme is not significant. The proposed scheme is easier to implement, since the task of keeping track of boundary elements and boundary nodes is not needed. The proposed implementation of the RBIEM is promising and opens up possibilities for efficient implementation in three-dimensional problems. This is currently under investigation.     

A local meshless method for Cauchy problem of elliptic PDEs in annulus domains

This paper is concerned with the development of a meshless local approach based on the finite collocation method for solving Cauchy problems of 2-D elliptic PDEs in annulus domains. In the proposed approach, besides the collocation of unknown solution, the governing equation is also enforced in the local domains. Moreover, to improve the accuracy, the method considers auxiliary points in local subdomains and imposes the governing PDE operator at these points, without changing the global system size. Localization property of the method reduces the ill-conditioning of the problem and makes it efficient for Cauchy problem. To show the efficiency of the method, four test problems containing Laplace, Poisson, Helmholtz and modified Helmholtz equations are given. A numerical comparison with traditional local RBF method is given in the first test problem.     

Generalized finite difference method for solving two-dimensional non-linear obstacle problems

In this study, the obstacle problems, also known as the non-linear free boundary problems, are analyzed by the generalized finite difference method (GFDM) and the fictitious time integration method (FTIM). The GFDM, one of the newly-developed domain-type meshless methods, is adopted in this study for spatial discretization. Using GFDM can avoid the tasks of mesh generation and numerical integration and also retain the high accuracy of numerical results. The obstacle problem is extremely difficult to be solved by any numerical scheme, since two different types of governing equations are imposed on the computational domain and the interfaces between these two regions are unknown. The obstacle problem will be mathematically formulated as the non-linear complementarity problems (NCPs) and then a system of non-linear algebraic equations (NAEs) will be formed by using the GFDM and the Fischer–Burmeister NCP-function. Then, the FTIM, a simple and powerful solver for NAEs, is used solve the system of NAEs. The FTIM is free from calculating the inverse of Jacobian matrix. Three numerical examples are provided to validate the simplicity and accuracy of the proposed meshless numerical scheme for dealing with two-dimensional obstacle problems.     

A combined scheme of generalized finite difference method and Krylov deferred correction technique for highly accurate solution of transient heat conduction problems

This paper presents a numerical framework for the highly accurate solutions of transient heat conduction problems. The numerical framework discretizes the temporal direction of the problems by introducing the Krylov deferred correction (KDC) approach, which is arbitrarily high order of accuracy while remaining the computational complexity same as in the time-marching of first-order methods. The discretization by employing the KDC method yields a boundary value problem of the inhomogeneous modified Helmholtz equation at each time step. The meshless generalized finite difference method (GFDM) or meshless finite difference method (MFDM), a meshless method, is then applied to the solution of resulting boundary value problems at each time step. Six numerical experiments in one-, two-, and three-dimensional cases show that the proposed hybrid KDC-GFDM scheme allows big time step size for a long-time dynamic simulation and has a great potential for the problems with complex boundaries. In addition, some comparisons are also presented between the present method, the COMSOL software, and the GFDM with implicit Euler method.     

Boundary knot method for some inverse problems associated with the Helmholtz equation

The boundary knot method is an inherently meshless, integration‐free, boundary‐type, radial basis function collocation technique for the solution of partial differential equations. In this paper, the method is applied to the solution of some inverse problems for the Helmholtz equation, including the highly ill‐posed Cauchy problem. Since the resulting matrix equation is badly ill‐conditioned, a regularized solution is obtained by employing truncated singular value decomposition, while the regularization parameter for the regularization method is provided by the L‐curve method. Numerical results are presented for both smooth and piecewise smooth geometry. The stability of the method with respect to the noise in the data is investigated by using simulated noisy data. The results show that the method is highly accurate, computationally efficient and stable, and can be a competitive alternative to existing methods for the numerical solution of the problems. Copyright © 2005 John Wiley & Sons, Ltd.     

Desingularized meshless method for solving Laplace equation with over-specified boundary conditions using regularization techniques

The desingularized meshless method (DMM) has been successfully used to solve boundary-value problems with specified boundary conditions (a direct problem) numerically. In this paper, the DMM is applied to deal with the problems with over-specified boundary conditions. The accompanied ill-posed problem in the inverse problem is remedied by using the Tikhonov regularization method and the truncated singular value decomposition method. The numerical evidences are given to verify the accuracy of the solutions after comparing with the results of analytical solutions through several numerical examples. The comparisons of results using Tikhonov method and truncated singular value decomposition method are also discussed in the examples.     

A multiple-scale Trefftz method for an incomplete Cauchy problem of biharmonic equation

In this paper we numerically solve both the direct and the inverse Cauchy problems of biharmonic equation by using a multiple-scale Trefftz method (TM). The approximate solution is expressed to be a linear combination of T-complete bases, and the unknown coefficients are determined to satisfy the boundary conditions, by solving a resultant linear equations system. We introduce a better multiple-scale in the T-complete bases by using the concept of equilibrated norm of the coefficient matrix, such that the explicit formulas of these multiple scales can be derived. The condition number of the coefficient matrix can be significantly reduced upon using these better scales; hence, the present multiple-scale Trefftz method (MSTM) can effectively solve the inverse Cauchy problem without needing of the overspecified data, which is an incomplete Cauchy problem. Numerical examples reveal the efficiency that the new method can provide a highly accurate numerical solution even the problem domain might have a corner singularity, and the given boundary data are subjected to a large random noise.     

Inverse problem of simultaneously estimating the thermal conductivity and boundary shape

An inverse analysis is used to simultaneously estimate the thermal conductivity and the boundary shape in steady-state heat conduction problems. The numerical scheme consists of a body-fitted grid generation technique to mesh the heat conducting body and solve the heat conduction equation – a novel, efficient, and easy to implement sensitivity analysis scheme to compute the sensitivity coefficients, and the conjugate gradient method as an optimization method to minimize the mismatch between the computed temperature distribution on some part of the body boundary and the measured temperatures. Using the proposed scheme, all sensitivity coefficients can be obtained in one solution of the direct heat conduction problem, irrespective of the large number of unknown parameters for the boundary shape. The obtained results reveal the accuracy, efficiency, and robustness of the proposed algorithm.     

Solving acoustic nonlinear eigenvalue problems with a contour integral method

In this paper, a contour integral method (especially the block Sakurai–Sugiura method) is used to solve the eigenvalue problems governed by the Helmholtz equation, and formulated through two meshless methods. Singular value decomposition is employed to filter out the irrelevant eigenvalues. The accuracy and the ease of use of the proposed approach is illustrated with some numerical examples, and the choice of the contour integral method parameters is discussed. In particular, an application of the method on a sphere with realistic impedance boundary condition is performed and validated by comparison with results issued from a finite element method software.     

Analysis of Metallic Waveguides by Using Least Square-Based Finite Difference Method

This paper demonstrates the application of a meshfree least square-based finite difference (LSFD) method for analysis of metallic waveguides. The waveguide problem is an eigenvalue problem that is governed by the Helmholtz equation. The second order derivatives in the Helmholtz equation are explicitly approximated by the LSFD formulations. TM modes and TE modes are calculated for some metallic waveguides with different cross-sectional shapes. Numerical examples show that the LSFD method is a very efficient meshfree method for waveguide analysis with complex domains.     

A coupled complex boundary method for the Cauchy problem

Considered in this paper is a Cauchy problem governed by an elliptic partial differential equation. In the Cauchy problem, one wants to recover the unknown Neumann and Dirichlet data on a part of the boundary from the measured Neumann and Dirichlet data, usually contaminated with noise, on the remaining part of the boundary. The Cauchy problem is an inverse problem with severe ill-posedness. In this paper, a coupled complex boundary method (CCBM), originally proposed in [Cheng XL, Gong RF, Han W, et al. A novel coupled complex boundary method for solving inverse source problems. Inverse Prob. 2014;30:055002], is applied to solve the Cauchy problem stably. With the CCBM, all the data, including the known and unknown ones on the boundary are used in a complex Robin boundary on the whole boundary. As a result, the Cauchy problem is transferred into a complex Robin boundary problem of finding the unknown data such that the imaginary part of the solution equals zero in the domain. Then the Tikhonov regularization is applied to the resulting new formulation. Some theoretical analysis is performed on the CCBM-based Tikhonov regularization framework. Moreover, through the adjoint technique, a simple solver is proposed to compute the regularized solution. The finite-element method is used for the discretization. Numerical results are given to show the feasibility and effectiveness of the proposed method.     

A boundary integral equation method for an inverse problem related to crack detection

This paper discusses an application of a boundary integral equation method (BIEM) to an inverse problem of determining the shape and the location of cracks by boundary measurements. Suppose that a given body contains an interior crack, the shape and the location of which are unknown. On the exterior boundary of this body one carries out measurements which are interpreted mathematically as prescribing Dirichlet data and measuring the corresponding Neumann data, or vice versa, for a field governed by Laplace's equation. The inverse problem considered here attempts to determine the geometry of the crack from these experimental data. We propose to solve this problem by minimizing the error of a certain boundary integral equation (BIE). The process of this minimization, however, is shown to require solutions of certain are proposed. Several 2D and 3D numerical examples are given in order to test the performance of the present method.     

The Galerkin boundary element method for exterior problems of 2-D Helmholtz equation with arbitrary wavenumber

Among many efforts put into the problems of eigenvalue for the Helmholtz equation with boundary integral equations, Kleinman proposed a scheme using the simultaneous equations of the Helmholtz integral equation with its boundary normal derivative equation. In this paper, the detailed formulation is given following Kleinman’s scheme. In order to solve the integral equation with hypersingularity, a Galerkin boundary element method is proposed and the idea of regularization in the sense of distributions is applied to transform the hypersingular integral to a weak one. At last, a least square method is applied to solve the overdetermined linear equation system. Several numerical examples testified that the scheme presented is practical and effective for the exterior problems of the 2-D Helmholtz equation with arbitrary wavenumber.     

Identification of a Corroded Boundary and Its Robin Coefficient

An inverse geometric problem for two-dimensional Helmholtz-type equations arising in corrosion detection is considered. This problem involves determining an unknown corroded portion of the boundary of a two-dimensional domain and possibly its surface heat transfer (impedance) Robin coefficient from one or two pairs of boundary Cauchy data (boundary temperature and heat flux), and is solved numerically using the meshless method of fundamental solutions. A nonlinear unconstrained minimisation of the objective function is regularised when noise is added into the input boundary data. The stability of the numerical results is investigated for several test examples, with respect to noise in the input data and various values of the regularisation parameters.