On the moving boundary formulation for parabolic problems on unbounded domains

The aim of this paper is to propose an original numerical approach for parabolic problems whose governing equations are defined on unbounded domains. We are interested in studying the class of problems admitting invariance property to Lie group of scalings. Thanks to similarity analysis the parabolic problem can be transformed into an equivalent boundary value problem governed by an ordinary differential equation and defined on an infinite interval. A free boundary formulation and a convergence theorem for this kind of transformed problems are available in [R. Fazio, A novel approach to the numerical solution of boundary value problems on infinite intervals, SIAM J. Numer. Anal. 33 (1996), pp. 1473–1483]. Depending on its scaling invariance properties, the free boundary problem is then solved numerically using either a noniterative, or an iterative method. Finally, the solution of the parabolic problem is retrieved by applying the inverse map of similarity.     

The dynamic stresses induced by moving interfacial cracks

Elastodynamic problems involving moving mixed boundary conditions are considered. In particular, uniform and nonuniform propagation in Mode I, II and III types of motion of semi-infinite cracks along the interface of two dissimilar half-spaces are treated. The equations of motion are transformed to a new coordinate system in which the moving tip of the crack appears always at the origin of the coordinates. An implicit three-level numerical method of solution is given which is proved to be more efficient than a previous explicit one. Furthermore, an implicit method for the numerical formulation of the boundary conditions is presented and is shown to yield better results than a previous formulation. The stability analysis of the proposed finite difference approximation is given, and stability criteria are presented as well as a proof of the convergence of the iterative process involved in the numerical formulation of the boundary and interface conditions. The reliability of the present method of solution is examined in several situations where analytical results are known.     

Sensitivity analysis of one-dimensional mixed initial-boundary value problems: Application to freely propagating premixed laminar flames

A procedure for calculating sensitivity coefficients of one-dimensional parabolic mixed initial-boundary value problems is developed. The method is based upon the use of implicit time integration and Newton's method in solving the governing equations. The link between the sensitivity coefficients and the solution method is studied with particular emphasis on the use of adaptive gridding and variable time stepping. The method is employed in the analysis of two model freely propagating premixed laminar flames. The numerical accuracy of the sensitivities is verified and their values are utilized for interpretation of the model results.     

Determination of a control parameter in a one-dimensional parabolic equation using the moving least-square approximation

In this paper the approximation of moving least-square (MLS) is used for finding the solution of a one-dimensional parabolic inverse problem with source control parameter. Comparing with other numerical methods based on meshes such as finite difference method, finite element method and boundary element method, etc. the MLS approximation has merits of simpler numerical procedures, lower computation cost and arbitrary nodes. The result of a numerical example is presented.     

A new ADI technique for two-dimensional parabolic equation with an integral condition

Nonclassical parabolic initial-boundary value problems arise in the study of several important physical phenomena. This paper presents a new approach to treat complicated boundary conditions appearing in the parabolic partial differential equations with nonclassical boundary conditions. A new fourth-order finite difference technique, based upon the Noye and Hayman (N-H) alternating direction implicit (ADI) scheme, is used as the basis to solve the two-dimensional time dependent diffusion equation with an integral condition replacing one boundary condition. This scheme uses less central processor time (CPU) than a second-order fully implicit scheme based on the classical backward time centered space (BTCS) method for two-dimensional diffusion. It also has a larger range of stability than a second-order fully explicit scheme based on the classical forward time centered space (FTCS) method. The basis of the analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from the 1974 work of Warming and Hyeet. This allows direct and simple comparison of the errors associated with the equations as well as providing a means to develop more accurate finite difference methods. The results of numerical experiments for the new method are presented. The central processor times needed are also reported. Error estimates derived in the maximum norm are tabulated.     

Solution to boundary shape optimization problem of linear elastic continua with prescribed natural vibration mode shapes

This paper presents a practical method of numerical analysis for boundary shape optimization problems of linear elastic continua in which natural vibration modes approach prescribed modes on specified sub-boundaries. The shape gradient for the boundary shape optimization problem is evaluated with optimality conditions obtained by the adjoint variable method, the Lagrange multiplier method, and the formula for the material derivative. Reshaping is accomplished by the traction method, which has been proposed as a solution to boundary shape optimization problems of domains in which boundary value problems of partial differential equations are defined. The validity of the presented method is confirmed by numerical results of three-dimensional beam-like and plate-like continua.     

A moving mesh approach to an ice sheet model

A moving mesh approach to the numerical modelling of problems governed by nonlinear time-dependent partial differential equations (PDEs) is applied to the numerical modelling of glaciers driven by ice diffusion and accumulation/ablation. The primary focus of the paper is to demonstrate the numerics of the moving mesh approach applied to a standard parabolic PDE model in reproducing the main features of glacier flow, including tracking the moving boundary (snout). A secondary aim is to investigate waiting time conditions under which the snout moves.     

A parameter-uniform higher order finite difference scheme for singularly perturbed time-dependent parabolic problem with two small parameters

In the present paper, a parameter-uniform numerical method is constructed and analysed for solving one-dimensional singularly perturbed parabolic problems with two small parameters. The solution of this class of problems may exhibit exponential (or parabolic) boundary layers at both the left and right part of the lateral surface of the domain. A decomposition of the solution in its regular and singular parts has been used for the asymptotic analysis of the spatial derivatives. To approximate the solution, we consider the implicit Euler method for time stepping on a uniform mesh and a special hybrid monotone difference operator for spatial discretization on a specially designed piecewise uniform Shishkin mesh. The resulting scheme is shown to be first-order convergent in temporal direction and almost second-order convergent in spatial direction. We then improve the order of convergence in time by means of the Richardson extrapolation technique used in temporal variable only. The resulting scheme is proved to be uniformly convergent of order two in both the spatial and temporal variables. Numerical experiments support the theoretically proved higher order of convergence and show that the present scheme gives better accuracy and convergence compared of other existing methods in the literature.     

Numerical Solution to a Class of Inverse Problems for Parabolic Equation

A class of inverse problems for parabolic equation is considered. In particular, boundary value problems with nonlocal conditions are reduced to such class of problems. The proposed numerical approach is based on the method of lines to reduce the problem to a system of ordinary differential equations. To solve this system, an analog of the transfer method for boundary conditions is applied. The results of numerical experiments are given.     

On a High Order Numerical Method for Solving Partial Differential Equations in Complex Geometries

Initial-boundary value problems for hyperbolic and parabolic partial differential equations with Diriclilet boundary conditions are considered by the method of lines approach in an arbitrarily given domain D in 2-D or 3-D. With D embedded in a rectangular domain, a new high order method for the space discretization problem is constructed in D by employing a Fourier collocation method in a uniform Cartesian system of gridpoints. Singularities are systematically removed by utilizing properties of the Bernoulli polynomials. Theoretical estimates for the accuracy of the method are established. The estimates are confirmed by numerical experiments for simple approximation problems.     

A note on the extension of t chebyshev method to quasi linear parabolic p.d.e.s with mixed boundary conditions

Dew [1] proposed a method for computing the numerical solution to quasi-linear parabolic p.d.e.s using a Chebyshev method. The purpose of this note is to extend the method to problems with mixed boundary conditions. An error analysis for the linear problem is given and a global element Chebyshev method is described.     

Operator-splitting methods for the 2D convective Cahn–Hilliard equation

In this work, we present operator-splitting methods for the two-dimensional nonlinear fourth-order convective Cahn–Hilliard equation with specified initial condition and periodic boundary conditions. The full problem is split into hyperbolic, nonlinear diffusion and linear fourth-order problems. We prove that the semi-discrete approximate solution obtained from the operator-splitting method converges to the weak solution. Numerical methods are then constructed to solve each sub equations sequentially. The hyperbolic conservation law is solved by efficient finite volume methods and dimensional splitting method, while the one-dimensional hyperbolic conservation laws are solved using front tracking algorithm. The front tracking method is based on the exact solution and hence has no stability restriction on the size of the time step. The nonlinear diffusion problem is solved by a linearized implicit finite volume method, which is unconditionally stable. The linear fourth-order equation is solved using a pseudo-spectral method, which is based on an exact solution. Finally, some numerical experiments are carried out to test the performance of the proposed numerical methods.     

一维发汗控制问题的线方法

对发汗控制问题进行了数值分析，对固定边界和活动边界情形，分别进行空间离散化，得到两组常微分方程组。采用显式和隐式Ｅｕｌｅｒ方法对上述发汗控制系统进行了全数字仿真，得到了数值结果可以为研究发汗系统的控制问题提供有效的依据。     

New unconditionally stable difference schemes for the solution of multi-dimensional telegraphic equations

New unconditionally stable implicit difference schemes for the numerical solution of multi-dimensional telegraphic equations subject to appropriate initial and Dirichlet boundary conditions are discussed. Alternating direction implicit methods are used to solve two and three space dimensional problems. The resulting system of algebraic equations is solved using a tri-diagonal solver. Numerical results are presented to demonstrate the utility of the proposed methods.     

An inversion method for parabolic equations based on quasireversibility

This paper is concerned with a new method to solve a linearized inverse problem for one-dimensional parabolic equations. The inverse problem seeks to recover the subsurface absorption coefficient function based on the measurements obtained at the boundary. The method considers a temporal interval during which time dependent measurements are provided. It linearizes the working equation around the system response for a background medium. It is then possible to relate the inverse problem of interest to an ill-posed boundary value problem for a differential-integral equation, whose solution is obtained by the method of quasireversibility. This approach leads to an iterative method. A number of numerical results are presented which indicate that a close estimate of the unknown function can be obtained based on the boundary measurements only.     

Refinement of flexible space–time finite element meshes and discontinuous Galerkin methods

In this paper we present an algorithm to refine space–time finite element meshes as needed for the numerical solution of parabolic initial boundary value problems. The approach is based on a decomposition of the space–time cylinder into finite elements, which also allows a rather general and flexible discretization in time. This also includes adaptive finite element meshes which move in time. For the handling of three-dimensional spatial domains, and therefore of a four-dimensional space–time cylinder, we describe a refinement strategy to decompose pentatopes into smaller ones. For the discretization of the initial boundary value problem we use an interior penalty Galerkin approach in space, and an upwind technique in time. A numerical example for the transient heat equation confirms the order of convergence as expected from the theory. First numerical results for the transient Navier–Stokes equations and for an adaptive mesh moving in time underline the applicability and flexibility of the presented approach.     

Spline collocation method with four parameters for solving a system of fourth-order boundary-value problems

In this paper, a spline collocation method is applied to solve a system of fourth-order boundary-value problems associated with obstacle, unilateral and contact problems. The presented method is dependent on four collocation points to be satisfied by four parameters θ _j ∈(0, 1], j=1(1) 4 in each subinterval. It turns out that the proposed method when applied to the concerned system is a fourth-order convergent method and gives numerical results which are better than those produced by other spline methods [E.A. Al-Said and M.A. Noor, Finite difference method for solving fourth-order obstacle problems, Int. J. Comput. Math. 81(6) (2004), pp. 741–748; F. Geng and Y. Lin, Numerical solution of a system of fourth order boundary value problems using variational iteration method, Appl. Math. Comput. 200 (2008), pp. 231–241; J. Rashidinia, R. Mohammadi, R. Jalilian, and M. Ghasemi, Convergence of cubic-spline approach to the solution of a system of boundary-value problems, Appl. Math. Comput. 192 (2007), pp. 319–331; S.S. Siddiqi and G. Akram, Solution of the system of fourth order boundary value problems using non polynomial spline technique, Appl. Math. Comput. 185 (2007), pp. 128–135; S.S. Siddiqi and G. Akram, Numerical solution of a system of fourth order boundary value problems using cubic non-polynomial spline method, Appl. Math. Comput. 190(1) (2007), pp. 652–661; S.S. Siddiqi and G. Akram, Solution of the system of fourth order boundary value problems using cubic spline, Appl. Math. Comput. 187(2) (2007), pp. 1219–1227; Siraj-ul-Islam, I.A. Tirmizi, F. Haq, and S.K. Taseer, Family of numerical methods based on non-polynomial splines for solution of contact problems, Commun. Nonlinear Sci. Numer. Simul. 13 (2008), pp. 1448–1460]. Moreover, the absolute stability properties appear that the method is A-stable. Two numerical examples (one for each case of boundary conditions) are given to illustrate practical usefulness of the method developed.     

A new numerical approach to a non-steady filtration problem

A free-boundary transient problem of seepage flow is studied from a numerical standpoint. From a suitable formulation of the problem in terms of variational inequality we introduce a new numerical approach of the implicit type and based on the finite element method. In this approach the problem is solved on a fixed region and the position of the free boundary is automatically found as part of the solution of the problem; so it is not necessary to solve a succession of problems with different positions of the free boundary. We prove stability and convergence for the approximate solution and we give several numerical results. Work supported by C. N. R. of Italy through the Laboratorio di Analisi Numerica of Pavia.     

On the robustness of a multigrid method for anisotropic reaction-diffusion problems

In this paper, we consider a reaction-diffusion boundary value problem in a three-dimensional thin domain. The very different length scales in the geometry result in an anisotropy effect. Our study is motivated by a parabolic heat conduction problem in a thin foil leading to such anisotropic reaction-diffusion problems in each time step of an implicit time integration method [7]. The reaction-diffusion problem contains two important parameters, namely ε >0 which parameterizes the thickness of the domain and μ >0 denoting the measure for the size of the reaction term relative to that of the diffusion term. In this paper we analyze the convergence of a multigrid method with a robust (line) smoother. Both, for the W- and the V-cycle method we derive contraction number bounds smaller than one uniform with respect to the mesh size and the parameters ε and μ.      

一种用于分布参数系统移动边界的自适应剖分数值方法

本文提出通过对具有移动边界分布参数系统中的移动边界的一步预报,自适应生成剖分 网格,然后通过系统的焓方程应用有限元方法求解,得到具有移动边界的分布参数系统的数值 解.结果表明,这种方法较好地解决了用有限元方法求解该类系统的数值解时遇到的移动边 界附近数值解精度与网格剖分过细所导致的计算量过大的矛盾.为具有移动边界的分布参数 系统的建模和仿真提供了一种有效的数值计算方法,同时也为研究系统的控制、估计、辨识等 问题的数值方法打下了基础.