Finite difference method and a spurious reflection of waves in a layer of fluid

For a layer of fluid and boundary conditions considered in this paper analytical solutions of the Helmholtz equation exist and are well known. When the continuum is replaced by a discrete space of chosen points with a regular grid, analogous solutions may be calculated. In the case of two uniform grids with sudden mesh size change from one grid to the other, in the layer a deformation of discrete solutions occurs. The deformation assumes the form of a spurious wave reflected from the boundary of the two grids. Moreover, the transmitted wave amplitude is changed. If the wave propagates from a grid of smaller mesh size, then the transmitted wave has a larger amplitude than the incident wave. The explicit formulae obtained enable us to calculate the degree of deformation of discrete solutions for the finite difference method and the nonuniform grid.     

Discrete radiation boundary conditions for a semi-infinite layer of fluid

The paper deals with the discrete formulation of radiation boundary conditions for a layer of fluid. The problem is examined with the help of the finite difference method. The proposed radiation boundary enables us to replace an infinite layer by a finite domain. The conditions ensure near equivalence between the infinite layer and the proposed finite model. The method is consistent itself and operates on a finite number of points. The results of numerical solutions are in good agreement with the results of analytical solutions of the problem.     

Block iterative methods for the numerical solution of three dimensional mildly non-linear biharmonic problems of first kind

In this article, we discuss two sets of new finite difference methods of order two and four using 19 and 27 grid points, respectively over a cubic domain for solving the three dimensional nonlinear elliptic biharmonic problems of first kind. For both the cases we use block iterative methods and a single computational cell. The numerical solution of (?u/?n) are obtained as by-product of the methods and we do not require fictitious points in order to approximate the boundary conditions. The resulting matrix system is solved by the block iterative method using a tri-diagonal solver. In numerical experiments the proposed methods are compared with the exact solutions both in singular and non-singular cases.     

A fourth order finite difference method for waveguides with curved perfectly conducting boundaries

A novel high order finite difference method is introduced for optical waveguides with smoothly curved perfectly electric conducting (PEC) boundaries. The proposed method shares some similarities with our previous matched interface and boundary (MIB) methods developed for treating dielectric interfaces of optical waveguides, such as the use of a simple Cartesian grid, the standard finite difference schemes, and fictitious values. However, the PEC boundary conditions have a physical nature quite different from that of the jump conditions at the dielectric interfaces, i.e., all six electric and magnetic field components are prescribed in the jump conditions, while only three of them are known at the PEC walls. Consequently, the previously developed MIB methods are not applicable to deal with the perfectly conducting boundaries. To overcome this difficulty, a novel ray-casting fictitious domain method is constructed to enforce the PEC conditions along the normal direction. Such a boundary implementation couples the transverse magnetic field components so that the resulting ray-casting MIB method is a full vectorial approach for the modal analysis of optical waveguides. The new MIB method is validated by considering both homogeneous and inhomogeneous waveguides. Numerical results confirm the designed fourth order of accuracy.     

A parallel fictitious domain multigrid preconditioner for the solution of Poisson’s equation in complex geometries

A parallel multilevel preconditioner based on domain decomposition and fictitious domain methods has been presented for the solution of the Poisson equation in complicated geometries. Rectangular blocks with matching grids on interfaces on a structured rectangular mesh have been used for the decomposition of the problem domain. Sloping sides or curved boundary surfaces are approximated using stepwise surfaces formed by the grid cells. A seven-point stencil based on the central difference scheme has been used for the discretization of the Laplacian for both interior and boundary grid points, and this results in a symmetric linear algebraic system for any type of boundary condition. The preconditioned conjugate gradient method has been used for the solution of this symmetric system. The multilevel preconditioner for the CG is based on a V-cycle multigrid applied to the Poisson equation on a fictitious domain formed by the union of the rectangular blocks used for the domain decomposition. Numerical results are presented for two typical Poisson problems in complicated geometries—one related to heat conduction, and the other one arising from the LES/DNS of incompressible turbulent flow over a packed array of spheres. These results clearly show the efficiency and robustness of the proposed approach.     

E(FG)<Superscript>2</Superscript>: a new fixed-grid shape optimization method based on the element-free galerkin mesh-free analysis

We propose a shape optimization method over a fixed grid. Nodes at the intersection with the fixed grid lines track the domain’s boundary. These “floating” boundary nodes are the only ones that can move/appear/disappear in the optimization process. The element-free Galerkin (EFG) method, used for the analysis problem, provides a simple way to create these nodes. The fixed grid (FG) defines integration cells for EFG method. We project the physical domain onto the FG and numerical integration is performed over partially cut cells. The integration procedure converges quadratically. The performance of the method is shown with examples from shape optimization of thermal systems involving large shape changes between iterations. The method is applicable, without change, to shape optimization problems in elasticity, etc. and appears to eliminate non-differentiability of the objective noticed in finite element method (FEM)-based fictitious domain shape optimization methods. We give arguments to support this statement. A mathematical proof is needed.     

A comparison of finite-difference and finite-element methods for calculating free edge stresses in composites

This study considers the accuracy of the finite difference method in the solution of linear elasticity problems that involve either a stress discontinuity or a stress singularity. Solutions to three elasticity problems are discussed in detail: a semi-infinite plane subjected to a uniform load over a portion of its boundary; a bimetallic plate under uniform tensile stress; and a long, midplane symmetric, fiber-reinforced laminate subjected to uniform axial strain. Finite difference solutions to the three problems are compared with finite element solutions to corresponding problems. For the first problem a comparison with the exact solution is also made. The finite difference formulations for the three problems are based on second order finite difference formulas that provide for variable spacings in two perpendicular directions. Forward and backward difference formulas are used near boundaries where their use eliminates the need for fictitious grid points. Moreover, forward and backward finite difference formulas are used to enforced continuity of interlaminar stress components for the third problem. The study shows that the finite difference method employed in this investigation provides solutions to the three elasticity problems considered that are as accurate as the corresponding finite element solutions. Furthermore, the finite difference method appears to give a solution for the laminate problem that characterizes the stress distributions near an interface corner in a more realistic manner than the finite element method.     

A Fictitious Domain Method with Distributed Lagrange Multiplier for Parabolic Problems With Moving Interfaces

In this paper, we study the fictitious domain method with distributed Lagrange multiplier for the jump-coefficient parabolic problems with moving interfaces. The equivalence between the fictitious domain weak form and the standard weak form of a parabolic interface problem is proved, and the uniform well-posedness of the full discretization of fictitious domain finite element method with distributed Lagrange multiplier is demonstrated. We further analyze the convergence properties for the fully discrete finite element approximation in the norms of \(L^2\), \(H^1\) and a new energy norm. On the other hand, we introduce a subgrid integration technique in order to allow the fictitious domain finite element method to be performed on the triangular meshes without doing any interpolation between the authentic domain and the fictitious domain. Numerical experiments confirm the theoretical results, and show the good performances of the proposed schemes.     

Fictitious domain finite element methods using cut elements: I. A stabilized Lagrange multiplier method

We propose a fictitious domain method where the mesh is cut by the boundary. The primal solution is computed only up to the boundary; the solution itself is defined also by nodes outside the domain, but the weak finite element form only involves those parts of the elements that are located inside the domain. The multipliers are defined as being element-wise constant on the whole (including the extension) of the cut elements in the mesh defining the primal variable. Inf–sup stability is obtained by penalizing the jump of the multiplier over element faces. We consider the case of a polygonal domain with possibly curved boundaries. The method has optimal convergence properties.     

A novel hybrid algorithm based on FDTD and WCS‐FDTD methods

In this article, a hybrid algorithm based on traditional finite‐difference time‐domain (FDTD) and weakly conditionally stable finite‐difference time‐domain (WCS‐FDTD) algorithm is proposed. In this algorithm, the calculation domain is divided into fine‐grid region and coarse‐grid region. The traditional FDTD method is used to calculate the field value in the coarse‐grid region, while the WCS‐FDTD method is used in the fine‐grid region. The spatial interpolation scheme is applied to the interface of the coarse grid region and fine grid region to insure the stability and precision of the presented hybrid algorithm. As a result, a relatively large time step size, which is only determined by the spatial cell sizes in the coarse grid region, is applied to the entire calculation domain. This scheme yields a significant reduction both of computation time and memory requirement in comparison with the conventional FDTD method and WCS‐FDTD method, which are validated by using numerical results.     

Finite difference methods of order two and four for 2-d non-linear biharmonic problems of first kind

For the numerical integration of the 2-D nonlinear biharmonic problems of first kind, we report two difference methods of order two and four over a rectangular domain. These methods use only the nine grid points and do not require fictitious points in order to approximate the boundary conditions. Derivatives of the solution are obtained as a by-product of the methods. In numerical experiments, the new second and fourth order formulas are compared with the exact solutions.     

On the existence and convergence of the solution of PML equations

In this article we study the mesh termination method in computational scattering theory known as the method of Perfectly Matched Layer (PML). This method is based on the idea of surrounding the scatterer and its immediate vicinity with a fictitious absorbing non-reflecting layer to damp the echoes coming from the mesh termination surface. The method can be formulated equivalently as a complex stretching of the exterior domain. The article is devoted to the existence and convergence questions of the solutions of the resulting equations. We show that with a special choice of the fictitious absorbing coefficient, the PML equations are solvable for all wave numbers, and as the PML layer is made thicker, the PML solution converge exponentially towards the actual scattering solution. The proofs are based on boundary integral methods and a new type of near-field version of the radiation condition, called here the double surface radiation condition. Partly supported by the Finnish Academy, project 37692.     

Approximation of Single Layer Distributions by Dirac Masses in Finite Element Computations

We are interested in the finite element solution of elliptic problems with a right-hand side of the single layer distribution type. Such problems arise when one aims at accounting for a physical hypersurface (or line, for bi-dimensional problem), but also in the context of fictitious domain methods, when one aims at accounting for the presence of an inclusion in a domain (in that case the support of the distribution is the boundary of the inclusion). The most popular way to handle numerically the single layer distribution in the finite element context is to spread it out by a regularization technique. An alternative approach consists in approximating the single layer distribution by a combination of Dirac masses. As the Dirac mass in the right hand side does not make sense at the continuous level, this approach raises particular issues. The object of the present paper is to give a theoretical background to this approach. We present a rigorous numerical analysis of this approximation, and we present two examples of application of the main result of this paper. The first one is a Poisson problem with a single layer distribution as a right-hand side and the second one is another Poisson problem where the single layer distribution is the Lagrange multiplier used to enforce a Dirichlet boundary condition on the boundary of an inclusion in the domain. Theoretical analysis is supplemented by numerical experiments in the last section.     

The Method of Difference Potentials for the Helmholtz Equation Using Compact High Order Schemes

The method of difference potentials was originally proposed by Ryaben??kii and can be interpreted as a generalized discrete version of the method of Calderon??s operators in the theory of partial differential equations. It has a number of important advantages; it easily handles curvilinear boundaries, variable coefficients, and non-standard boundary conditions while keeping the complexity at the level of a finite-difference scheme on a regular structured grid. The method of difference potentials assembles the overall solution of the original boundary value problem by repeatedly solving an auxiliary problem. This auxiliary problem allows a considerable degree of flexibility in its formulation and can be chosen so that it is very efficient to solve. Compact finite difference schemes enable high order accuracy on small stencils at virtually no extra cost. The scheme attains consistency only on the solutions of the differential equation rather than on a wider class of sufficiently smooth functions. Unlike standard high order schemes, compact approximations require no additional boundary conditions beyond those needed for the differential equation itself. However, they exploit two stencils??one applies to the left-hand side of the equation and the other applies to the right-hand side of the equation. We shall show how to properly define and compute the difference potentials and boundary projections for compact schemes. The combination of the method of difference potentials and compact schemes yields an inexpensive numerical procedure that offers high order accuracy for non-conforming smooth curvilinear boundaries on regular grids. We demonstrate the capabilities of the resulting method by solving the inhomogeneous Helmholtz equation with a variable wavenumber with high order (4 and 6) accuracy on Cartesian grids for non-conforming boundaries such as circles and ellipses.     

High Order Weighted Essentially Non-oscillation Schemes for Two-Dimensional Detonation Wave Simulations

In this paper, we demonstrate the detailed numerical studies of three classical two dimensional detonation waves by solving the two dimensional reactive Euler equations with species with the fifth order WENO-Z finite difference scheme (Borges et al. in J. Comput. Phys. 227:3101?C3211, 2008) with various grid resolutions. To reduce the computational cost and to avoid wave reflection from the artificial computational boundary of a truncated physical domain, we derive an efficient and easily implemented one dimensional Perfectly Matched Layer (PML) absorbing boundary condition (ABC) for the two dimensional unsteady reactive Euler equation when one of the directions of domain is periodical and inflow/outflow in the other direction. The numerical comparison among characteristic, free stream, extrapolation and PML boundary conditions are conducted for the detonation wave simulations. The accuracy and efficiency of four mentioned boundary conditions are verified against the reference solutions which are obtained from using a large computational domain. Numerical schemes for solving the system of hyperbolic conversation laws with a single-mode sinusoidal perturbed ZND analytical solution as initial conditions are presented. Regular rectangular combustion cell, pockets of unburned gas and bubbles and spikes are generated and resolved in the simulations. It is shown that large amplitude of perturbation wave generates more fine scale structures within the detonation waves and the number of cell structures depends on the wave number of sinusoidal perturbation.     

A finite element scheme with a high order absorbing boundary condition for elastodynamics

A high-order absorbing boundary condition (ABC) is devised on an artificial boundary for time-dependent elastic waves in unbounded domains. The configuration considered is that of a two-dimensional elastic waveguide. In the exterior domain, the unbounded elastic medium is assumed to be isotropic and homogeneous. The proposed ABC is an extension of the Hagstrom–Warburton ABC which was originally designed for acoustic waves, and is applied directly to the displacement field. The order of the ABC determines its accuracy and can be chosen to be arbitrarily high. The initial boundary value problem including this ABC is written in second-order form, which is convenient for geophysical finite element (FE) analysis. A special variational formulation is constructed which incorporates the ABC. A standard FE discretization is used in space, and a Newmark-type scheme is used for time-stepping. A long-time instability is observed, but simple means are shown to dramatically postpone its onset so as to make it harmless during the simulation time of interest. Numerical experiments demonstrate the performance of the scheme.     

Asymptotic boundary conditions with immersed finite elements for interface magnetostatic/electrostatic field problems with open boundary

Many of the magnetostatic/electrostatic field problems encountered in aerospace engineering, such as plasma sheath simulation and ion neutralization process in space, are not confined to finite domain and non-interface problems, but characterized as open boundary and interface problems. Asymptotic boundary conditions (ABC) and immersed finite elements (IFE) are relatively new tools to handle open boundaries and interface problems respectively. Compared with the traditional truncation approach, asymptotic boundary conditions need a much smaller domain to achieve the same accuracy. When regular finite element methods are applied to an interface problem, it is necessary to use a body-fitting mesh in order to obtain the optimal convergence rate. However, immersed finite elements possess the same optimal convergence rate on a Cartesian mesh, which is critical to many applications. This paper applies immersed finite element methods and asymptotic boundary conditions to solve an interface problem arising from electric field simulation in composite materials with open boundary. Numerical examples are provided to demonstrate the high global accuracy of the IFE method with ABC based on Cartesian meshes, especially around both interface and boundary. This algorithm uses a much smaller domain than the truncation approach in order to achieve the same accuracy.     

Simulation and design of MIM nanoresonators for color filter applications

We simulated metal–insulator–metal (MIM) nanoresonator structures that can be realized by sandwiching an insulator layer between two metal grating layers with subwavelength periods and heights. Simulation results indicate that it is possible to use relatively low refractive index polymeric materials as the insulator layer and such MIM structures can function as color filters with reasonably narrow bandwidths in transmission mode. Such color filters being superior in performance might find application in liquid crystal display devices replacing the conventional color filters. Simulations suggest that development of plasmonic modes at the metal–insulator interfaces might be responsible for the filter‐like transmission behavior of such structures. The transmission peaks can be tuned by changing the heights of the two grating layers and the refractive index of the insulator layer. Transmission peak is red‐shifted as insulator layer refractive index increases. Simulations were carried out using a home‐grown, monochromatic version of recursive convolution finite‐difference time‐domain method.     

Eulerian shape design sensitivity analysis and optimization with a fixed grid

Conventional shape optimization based on the finite element method uses Lagrangian representation in which the finite element mesh moves according to shape change, while modern topology optimization uses Eulerian representation. In this paper, an approach to shape optimization using Eulerian representation such that the mesh distortion problem in the conventional approach can be resolved is proposed. A continuum geometric model is defined on the fixed grid of finite elements. An active set of finite elements that defines the discrete domain is determined using a procedure similar to topology optimization, in which each element has a unique shape density. The shape design parameter that is defined on the geometric model is transformed into the corresponding shape density variation of the boundary elements. Using this transformation, it has been shown that the shape design problem can be treated as a parameter design problem, which is a much easier method than the former. A detailed derivation of how the shape design velocity field can be converted into the shape density variation is presented along with sensitivity calculation. Very efficient sensitivity coefficients are calculated by integrating only those elements that belong to the structural boundary. The accuracy of the sensitivity information is compared with that derived by the finite difference method with excellent agreement. Two design optimization problems are presented to show the feasibility of the proposed design approach.     

Learning Radial Basis Function Networks with the Trust Region Method for Boundary Problems

We consider the solution of boundary value problems of mathematical physics with neural networks of a special form, namely radial basis function networks. This approach does not require one to construct a difference grid and allows to obtain an approximate analytic solution at an arbitrary point of the solution domain. We analyze learning algorithms for such networks. We propose an algorithm for learning neural networks based on the method of trust region. The algorithm allows to significantly reduce the learning time of the network.