A combined finite and infinite element approach for modeling spherically symmetric transient subsurface flow

This paper presents a finite element-infinite element coupling approach for modeling a spherically symmetric transient flow problem in a porous medium of infinite extent. A finite element model is used to examine the flow potential distribution in a truncated bounded region close to the spherical cavity. In order to give an appropriate artificial boundary condition at the truncated boundary, a transient infinite element, that is developed to describe transient flow in the exterior unbounded domain, is coupled with the finite element model. The coupling procedure of the finite and infinite elements at their interface is described by means of the boundary integro-differential equation rather than through a matrix approach. Consequently, a Neumann boundary condition can be applied at the truncated boundary to ensure the C¹-continuity of the solution at the truncated boundary. Numerical analyses indicate that the proposed finite element-infinite element coupling approach can generate a correct artificial truncated boundary condition to the finite element model for the unbounded flow transport problem.     

Implicit-explicit time integration in quasistatic elastoviscoplasticity using finite and infinite elements

An implicit-explicit time integration technique is employed to obtain economic solutions for quasistatic elastoviscoplastic problems in which the multimaterial domain defines regions of very different permissible time step lengths. Such situations arise currently in composite material analysis and soil-structure interaction problems.Geotechnical applications of the finite element method also involve, very often, unbounded domains where the far regions are commonly truncated in the process of mesh definition. Infinite and finite elements are associated here for an accurate and realistic modelling of such boundary conditions.     

Generation of finite element mesh with variable size over an unbounded 2D domain

With the advance of the finite element, general fluid dynamic and traffic flow problems with arbitrary boundary definition over an unbounded domain are tackled. This paper describes an algorithm for the generation of finite element mesh of variable element size over an unbounded 2D domain by using the advancing front circle packing technique. Unlike the conventional frontal method, the procedure does not start from the object boundary but starts from a convenient point within an open domain. The sequence of construction of the packing circles is determined by the shortest distance from the fictitious centre in such a way that the generation front is more or less a circular loop with occasional minor concave parts due to element size variation. As soon as a circle is added to the generation front, finite elements are directly generated by properly connecting frontal segments with the centre of the new circle. In contrast to other mesh generation schemes, the domain boundary is not considered in the process of circle packing, this reduces a lot of geometrical checks for intersection with frontal segments, and a linear time complexity for mesh generation can be achieved. In case the boundary of the domain is needed, simply generate an unbounded mesh to cover the entire object. As the element adjacency relationship of the mesh has already been established in the circle packing process, insertion of boundary segments by neighbour tracing is fast and robust. Details of such a boundary recovery procedure are described, and practical meshing problems are given to demonstrate how physical objects are meshed by the unbounded meshing scheme followed by the insertion of domain boundaries.     

Local artificial boundary conditions for Schrödinger and heat equations by using high-order azimuth derivatives on circular artificial boundary

The aim of the paper is to design high-order artificial boundary conditions for the Schrödinger equation on unbounded domains in parallel with a treatment of the heat equation. We first introduce a circular artificial boundary to divide the unbounded definition domain into a bounded computational domain and an unbounded exterior domain. On the exterior domain, the Laplace transformation in time and Fourier series in space are applied to achieve the relation of special functions. Then the rational functions are used to approximate the relation of the special functions. Applying the inverse Laplace transformation to a series of simple rational function, we finally obtain the corresponding high-order artificial boundary conditions, where a sequence of auxiliary variables are utilized to avoid the high-order derivatives in respect to time and space. Furthermore, the finite difference method is formulated to discretize the reduced initial–boundary value problem with high-order artificial boundary conditions on a bounded computational domain. Numerical experiments are presented to illustrate the performance of our method.     

Discrete artificial boundary conditions for transient scalar wave propagation in a 2D unbounded layered media

This paper presents an efficient numerical method for direct time-domain solution of the transient scalar wave propagation in a two-dimensional unbounded multi-layer soil. The unbounded domain is truncated by an artificial boundary which demands the corresponding boundary conditions. In the new approach, only the artificial boundary is discretized into one-dimensional finite elements, yielding a new time-dependent partial differential equation (PDE) for displacements with respect to only one spatial coordinate. Factorization of the PDE and introduction of the residual radiation functions, there results a linear first-order ordinary differential equation (ODE). Its stability is ensured. The time-dependent discrete artificial boundary conditions are determined by the solution of the ODE. In general, it is local in time, but it is non-local in space. Several numerical examples are given to verify the superiority of the proposed method.     

全波场地震波数值模拟中的边界处理实践研究

在用有限差分法或有限元法模拟无界区域中的波动时,需要对计算区域的边界做特殊处理,以消除由于把地震波的传播设定在有限区域而产生的边界反射。为了这一目的,人们研究出了多种人工边界处理方法,完全匹配层（PML）吸收边界条件就是理想的方法之一,现已被广泛应用。本文将PML吸收边界条件应用于全波场地震波的数值模拟,数值计算实验表明,对qP波,匹配层的厚度为5个网格间距即可达到要求,而对qSV波与qSH波,为达到理想的吸收效果,匹配层的厚度应当增大,当厚度为13个网格间距时达到了理想的吸收效果。     

The equations of stationary, incompressible magnetohydrodynamics with mixed boundary conditions

This paper deals with the questions of existence, uniqueness, and finite element approximation of solutions to the equations of steady-state magnetohydrodynamics with mixed boundary conditions, posed on a bounded, three-dimensional domain. The boundary conditions for the velocity equations are of Dirichlet, Neumann, and mixed type. These boundary conditions are important when considering free boundary value problems, problems on artificially truncated domains, and control problems which are governed by these equations.     

Using three-dimensional finite element analysis in time domain to model railway-induced ground vibrations

For the prediction of ground vibrations generated by railway traffic, finite element analysis (FEA) appears as a competitive alternative to simulation tools based on the boundary element method: it is largely used in industry and does not suffer any limitation regarding soil geometry or material properties. However, boundary conditions must be properly defined along the domain border so as to mimic the effect of infinity for ground wave propagation. This paper presents a full three-dimensional FEA for the prediction of railway ground-borne vibrations. Non-reflecting boundaries are compared to fixed and free boundary conditions, especially concerning their ability to model the soil wave propagation and reflection. Investigations with commercial FEA software ABAQUS are presented also, with the development of an external meshing tool, so as to automatically define the infinite elements at the model boundary. Considering that ground wave propagation is a transient problem, the problem is formulated in the time domain. The influence of the domain dimension and of the element size is analysed and rules are established to optimise accuracy and computational burden. As an example, the structural response of a building is simulated, considering homogeneous or layered soil, during the passage of a tram at constant speed.     

An iterative method for solving 2D wave problems in infinite domains

This paper presents a new method for solving two-dimensional wave problems in infinite domains. The method yields a solution that satisfies Sommerfeld's radiation condition, as required for the correct solution of infinite domains excited only locally. It is obtained by iterations. An infinite domain is first truncated by introducing an artificial finite boundary (β), on which some boundary conditions are imposed. The finite computational domain in each iteration is subjected to actual boundary conditions and to different (Dirichlet or Neumann) fictive boundary conditions on β.     

Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min–max optimal control problems with uncertainty

The difficulty of solving the min–max optimal control problems (M-MOCPs) with uncertainty using generalised Euler–Lagrange equations is caused by the combination of split boundary conditions, nonlinear differential equations and the manner in which the final time is treated. In this investigation, the shifted Jacobi pseudospectral method (SJPM) as a numerical technique for solving two-point boundary value problems (TPBVPs) in M-MOCPs for several boundary states is proposed. At first, a novel framework of approximate solutions which satisfied the split boundary conditions automatically for various boundary states is presented. Then, by applying the generalised Euler–Lagrange equations and expanding the required approximate solutions as elements of shifted Jacobi polynomials, finding a solution of TPBVPs in nonlinear M-MOCPs with uncertainty is reduced to the solution of a system of algebraic equations. Moreover, the Jacobi polynomials are particularly useful for boundary value problems in unbounded domain, which allow us to solve infinite- as well as finite and free final time problems by domain truncation method. Some numerical examples are given to demonstrate the accuracy and efficiency of the proposed method. A comparative study between the proposed method and other existing methods shows that the SJPM is simple and accurate.     

Numerical solution to coupled nonlinear Schrödinger equations on unbounded domains

The numerical simulation of coupled nonlinear Schrödinger equations on unbounded domains is considered in this paper. By using the operator splitting technique, the original problem is decomposed into linear and nonlinear subproblems in a small time step. The linear subproblem turns out to be two decoupled linear Schrödinger equations on unbounded domains, where artificial boundaries are introduced to truncate the unbounded physical domains into finite ones. Local absorbing boundary conditions are imposed on the artificial boundaries. On the other hand, the coupled nonlinear subproblem is an ODE system, which can be solved exactly. To demonstrate the effectiveness of our method, some comparisons in terms of accuracy and computational cost are made between the PML approach and our method in numerical examples.     

Numerical solution to coupled nonlinear Schrödinger equations on unbounded domains

The numerical simulation of coupled nonlinear Schrödinger equations on unbounded domains is considered in this paper. By using the operator splitting technique, the original problem is decomposed into linear and nonlinear subproblems in a small time step. The linear subproblem turns out to be two decoupled linear Schrödinger equations on unbounded domains, where artificial boundaries are introduced to truncate the unbounded physical domains into finite ones. Local absorbing boundary conditions are imposed on the artificial boundaries. On the other hand, the coupled nonlinear subproblem is an ODE system, which can be solved exactly. To demonstrate the effectiveness of our method, some comparisons in terms of accuracy and computational cost are made between the PML approach and our method in numerical examples.     

无穷凹角区域椭圆边值问题的重叠型区域分解算法

§1.引言许多科学和工程计算问题都可归结为无界区域上的偏微分方程边值问题,数值求解无界     

Viscoelastic-stiffness tensor of anisotropic media from oscillatory numerical experiments

A finely layered media behaves as an anisotropic medium when the dominat wavelengths are much larger than the layer thickness. If the constituent are anelastic, a generalization of Backus averaging predicts that the medium is effectively a transversely isotropic viscoelastic (TIV) medium. To test and validate the theory, we present a novel procedure to determine the complex and frequency-dependent stiffness components of a TIV medium. The methodology consists in performing numerical compressibility and shear harmonic tests on a representative sample of the material. These tests are described by a collection of non-coercive elliptic boundary-value problems formulated in the space-frequency domain, which are solved using a Galerkin finite-element procedure. Results on the existence and uniqueness of the continuous and discrete problems as well as optimal error estimates for the Galerkin finite-element method are derived. Numerical examples illustrates the implementation of the numerical oscillatory tests to determine the set of complex and frequency-dependent effective TIV coefficients and the associated phase velocities and quality factors for a periodic sequence of epoxy and glass thin layers. The results are compared to the analytical phase velocities and quality factors predicted by the Backus/Carcione theory.     

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.     

A Spectral Element Approximation to Price European Options with One Asset and Stochastic Volatility

We develop a Legendre quadrilateral spectral element approximation for the Black-Scholes equation to price European options with one underlying asset and stochastic volatility. A weak formulation of the equations imposes the boundary conditions naturally along the boundaries where the equation becomes singular, and in particular, we use an energy method to derive boundary conditions at outer boundaries for which the problem is well-posed on a finite domain. Using Heston’s analytical solution as a benchmark, we show that the spectral element approximation along with the proposed boundary conditions gives exponential convergence in the solution and the Greeks to the level of time and boundary errors in a domain of financial interest.     

A coupled formulation of finite and boundary element methods in two-dimensional elasticity

A symmetric stiffness formulation based on a boundary element method is studied for the structural analysis of a shear wall, with or without cutouts. To satisfy compatibility requirements with finite beam elements and to avoid problems due to the eventual discontinuities of the traction vector, different interpolation schemes are adopted to approximate the boundary displacements and tractions. A set of boundary integral equations is obtained with the collocation points on the boundary, which are selected by the error minimization technique proposed in this paper, and the stiffness matrix is formulated with those equations and symmetric coupling techniques of finite and boundary element methods. The newly developed plane stress element can have the openings in its interior domain and can be easily linked with the finite beam/column elements.     

Error estimates for fictitious domain/penalty/finite element methods

We obtain error estimates for the finite element solution of elliptic problems with Neumann boundary conditions for domains with curved boundaries using fictitious domain/penalty methods.