This paper is the first contribution towards the rigorous justification of asymptotic 1D models for the time-domain simulation of the propagation of electromagnetic waves in coaxial cables. Our general objective is to derive error estimates between the “exact” solution of the full 3D model and the “approximate” solution of the 1D model known as the Telegraphist’s equation.

A fully implicit numerical method, based upon a combination of adaptively refined hierarchical meshes and geometric multigrid, is presented for the simulation of binary alloy solidification in three space dimensions. The computational techniques are presented for a particular mathematical model, based upon the phase-field approach, however their applicability is of greater generality than for the specific phase-field model used here. In particular, an implicit second order time discretization is combined with the use of second order spatial differences to yield a large nonlinear system of algebraic equations as each time step. It is demonstrated that these equations may be solved reliably and efficiently through the use of a nonlinear multigrid scheme for locally refined grids. In effect this paper presents an extension of earlier research in two space dimensions (J. Comput. Phys., 225 (2007), pp. 1271-1287) to fully three-dimensional problems. This extension is validated against earlier two-dimensional results and against some of the limited results available in three dimensions, obtained using an explicit scheme. The efficiency of the implicit approach and the multigrid solver are then demonstrated and some sample computational results for the simulation of the growth of dendrite structures are presented.

This paper deals with the application of a moving mesh method for kinetic/hydrodynamic coupling model in two dimensions. With some criteria, the domain is dynamically decomposed into three parts: kinetic regions where fluids are far from equilibrium, hydrodynamic regions where fluids are near thermody-namical equilibrium and buffer regions which are used as a smooth transition. The Boltzmann-BGK equation is solved in kinetic regions, while Euler equations in hydrodynamic regions and both equations in buffer regions. By a well defined monitor function, our moving mesh method smoothly concentrate the mesh grids to the regions containing rapid variation of the solutions. In each moving mesh step, the solutions are conservatively updated to the new mesh and the cut-off function is rebuilt first to consist with the region decomposition after the mesh motion. In such a framework, the evolution of the hybrid model and the moving mesh procedure can be implemented independently, therefore keep the advantages of both approaches. Numerical examples are presented to demonstrate the efficiency of the method.

Here considered is the problem of transient electromagnetic scattering from overfilled cavities embedded in an impedance ground plane. An artificial boundary condition is introduced on a semicircle enclosing the cavity that couples the fields from the infinite exterior domain to those fields inside. A Green’s function solution is obtained for the exterior domain, while the interior problem is solved using finite element method. Well-posedness of the associated variational formulation is achieved and convergence and stability of the numerical scheme confirmed. Numerical experiments show the accuracy and robustness of the method.

A hybridization of a high order WENO-Z finite difference scheme and a high order central finite difference method for computation of the two-dimensional Euler equations first presented in [B. Costa and W. S. Don, J. Comput. Appl. Math., 204(2) (2007)] is extended to three-dimensions and for parallel computation. The Hybrid scheme switches dynamically from a WENO-Z scheme to a central scheme at any grid location and time instance if the flow is sufficiently smooth and vice versa if the flow is exhibiting sharp shock-type phenomena. The smoothness of the flow is determined by a high order multi-resolution analysis. The method is tested on a benchmark sonic flow injection in supersonic cross flow. Increase of the order of the method reduces the numerical dissipation of the underlying schemes, which is shown to improve the resolution of small dynamic vortical scales. Shocks are captured sharply in an essentially non-oscillatory manner via the high order shock-capturing WENO-Z scheme. Computations of the injector flow with a WENO-Z scheme only and with the Hybrid scheme are in very close agreement. Thirty percent of grid points require a computationally expensive WENO-Z scheme for high-resolution capturing of shocks, whereas the remainder of grid points may be solved with the computationally more affordable central scheme. The computational cost of the Hybrid scheme can be up to a factor of one and a half lower as compared to computations with a WENO-Z scheme only for the sonic injector benchmark.

New numerical methods based on collocation methods with the mechanical quadrature rules are proposed to solve some systems of singular integro-differential equations that are defined on arbitrary smooth closed contours of the complex plane. We carry out the convergence analysis in classical Hölder spaces. A numerical example is also presented.

In this paper, we investigate the error estimates and superconvergence property of mixed finite element methods for elliptic optimal control problems. The state and co-state are approximated by the lowest order Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise constant functions. We derive L2 and L∞-error estimates for the control variable. Moreover, using a recovery operator, we also derive some superconvergence results for the control variable. Finally, a numerical example is given to demonstrate the theoretical results.

The digital image inpainting technology based on partial differential equations (PDEs) has become an intensive research topic over the last few years due to the mature theory and prolific numerical algorithms of PDEs. However, PDE based models are not effective when used to inpaint large missing areas of images, such as that produced by object removal. To overcome this problem, in this paper, a two-phase image inpainting method is proposed. First, some edges which cross the damaged regions are located and the missing parts of these edges are fitted by using the cubic spline interpolation. These fitted edges partition the damaged regions into some smaller damaged regions. Then these smaller regions may be inpainted by using classical PDE models. Experiment results show that the inpainting results by using the proposed method are better than those of BSCB model and TV model.

In this paper, operator splitting scheme for dynamic reservoir characterization by binary level set method is employed. For this problem, the absolute permeability of the two-phase porous medium flow can be simulated by the constrained augmented Lagrangian optimization method with well data and seismic time-lapse data. By transforming the constrained optimization problem in an unconstrained one, the saddle point problem can be solved by Uzawas algorithms with operator splitting scheme, which is based on the essence of binary level set method. Both the simple and complicated numerical examples demonstrate that the given algorithms are stable and efficient and the absolute permeability can be satisfactorily recovered.

A construction of multiple knot B-spline wavelets has been given in [C. K. Chui and E. Quak, Wavelet on a bounded interval, In: D. Braess and L. L. Schumaker, editors. Numerical methods of approximation theory. Basel: Birkhauser Verlag; (1992), pp. 57-76]. In this work, we first modify these wavelets to solve the elliptic (partially) Dirichlet boundary value problems by Galerkin and Petrov Galerkin methods. We generalize this construction to two dimensional case by Tensor product space. In addition, the solution of the system discretized by Galerkin method with modified multiple knot B-spline wavelets is discussed. We also consider a nonlinear partial differential equation for unsteady flows in an open channel called Saint-Venant. Since the solving of this problem by some methods such as finite difference and finite element produce unsuitable approximations specially in the ends of channel, it is solved by multiple knot B-spline wavelet method that yields a very well approximation. Finally, some numerical examples are given to support our theoretical results.

In this paper, we investigate the numerical performance of a family of P-stable two-step Maruyama schemes in mean-square sense for stochastic differential equations with time delay proposed in for a certain class of nonlinear stochastic delay differential equations with multiplicative white noises. We also test the convergence of one of the schemes for a time-delayed Burgers’ equation with an additive white noise. Numerical results show that this family of two-step Maruyama methods exhibit similar stability for nonlinear equations as that for linear equations.

In this paper, we consider the numerical stability of gravity-capillary waves generated by a localized pressure in water of finite depth based on the forced Korteweg-de Vries (FKdV) framework and the polynomial chaos. The stability studies are focused on the symmetric solitary wave for the subcritical flow with the Bond number greater than one third. When its steady symmetric solitary-wave-like solutions are randomly perturbed, the evolutions of some waves show stability in time regardless of the randomness while other waves produce unstable fluctuations. By representing the perturbation with a random variable, the governing FKdV equation is interpreted as a stochastic equation. The polynomial chaos expansion of the random solution has been used for the study of stability in two ways. First it allows us to identify the stable solution of the stochastic governing equation. Secondly it is used to construct upper and lower bounding surfaces for unstable solutions, which encompass the fluctuations of waves.

In this paper, a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed. The analysis of local truncation error and the stability of this method are investigated. Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.