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Chapter 8 starts out with a physics motivation, as well as a mathematical statement of the problems that will be tackled in later sections. Starting from differential-equation initial-value problems, the text introduces both explicit and implicit methods, like backward Euler and the fourth-order Runge-Kutta method. Emphasis is placed on the interplay between method stability and problem conditioning (stiffness). The chapter then discusses boundary-value problems, first, via a combination of the earlier machinery on initial-value problems along with root-finding techniques and, second, via a finite-difference/matrix approach, which converts the problem to a linear system of equations. Next, the chapter tackles eigenvalue problems, again, via either rootfinding plus earlier tools, or a finite-difference approach; this time, the latter turns into a matrix eigenvalue problem. The second edition discussesfinite-difference approaches to solving the diffusion equation. The chapter is rounded out by a physics project, on Poisson’s equation in two dimensions, and a problem set. The physics project introduces and uses the two-dimensional fast Fourier transform, as part of a spectral method applied to the solution of a partial differential equation.
Rayleigh–Taylor instability occurs when a heavier fluid overlies a lighter fluid, and the two seek to exchange positions under the effect of gravity. We present a linearized theory for arbitrary three-dimensional (3D) initial disturbances that grow in time, and calculate the evolution of the interface for early times. A new spectral method is introduced for the fully 3D nonlinear problem in a Boussinesq fluid, where the interface between the light and heavy fluids is approximated with a smooth but rapid density change in the fluid. The results of large-scale numerical calculation are presented in fully 3D geometry, and compared and contrasted with the early-time linearized theory.
In this paper, we consider an optimal control problem governed by Stokes equations with H1-norm state constraint. The control problem is approximated by spectral method, which provides very accurate approximation with a relatively small number of unknowns. Choosing appropriate basis functions leads to discrete system with sparse matrices. We first present the optimality conditions of the exact and the discrete optimal control systems, then derive both a priori and a posteriori error estimates. Finally, an illustrative numerical experiment indicates that the proposed method is competitive, and the estimator can indicate the errors very well.
We investigate the defect structures around a spherical colloidal particle in a cholesteric liquid crystal using spectral method, which is specially devised to cope with the inhomogeneity of the cholesteric at infinity. We pay particular attention to the cholesteric counterparts of nematic metastable configurations. When the spherical colloidal particle imposes strong homeotropic anchoring on its surface, besides the well-known twisted Saturn ring, we find another metastable defect configuration, which corresponds to the dipole in a nematic, without outside confinement. This configuration is energetically preferable to the twisted Saturn ring when the particle size is large compared to the nematic coherence length and small compared to the cholesteric pitch. When the colloidal particle imposes strong planar anchoring, we find the cholesteric twist can result in a split of the defect core on the particle surface similar to that found in a nematic liquid crystal by lowering temperature or increasing particle size.
This paper is concerned with numerical methods for the Navier-Stokes-Nernst-Planck-Poisson equation system. The main goal is to construct and analyze some stable time stepping schemes for the time discretization and use a spectral method for the spatial discretization. The main contribution of the paper includes: 1) an useful stability inequality for the weak solution is derived; 2) a first order time stepping scheme is constructed, and the non-negativity of the concentration components of the discrete solution is proved. This is an important property since the exact solution shares the same property. Moreover, the stability of the scheme is established, together with a stability condition on the time step size; 3) a modified first order scheme is proposed in order to decouple the calculation of the velocity and pressure in the fluid field. This new scheme equally preserves the non-negativity of the discrete concentration solution, and is stable under a similar stability condition; 4) a stabilization technique is introduced to make the above mentioned schemes stable without restriction condition on the time step size; 5) finally we construct a second order finite difference scheme in time and spectral discretization in space. The numerical tests carried out in the paper show that all the proposed schemes possess some desirable properties, such as conditionally/unconditionally stability, first/second order convergence, non-negativity of the discrete concentrations, and so on.
Defects arise when nematic liquid crystals are under topological constraints at the boundary. Recently the study of defects has drawn a lot of attention because of the growing theoretical and practical significance. In this paper, we investigate the relationship between two-dimensional defects and three-dimensional defects within nematic liquid crystals confined in a shell. A highly accurate spectral method is used to solve the Landau-de Gennes model to get the detailed static structures of defects. Interestingly, the solution is radial-invariant when the thickness of the shell is sufficiently small. As the shell thickness increases, the solution undergoes symmetry break to reconfigure the disclination lines. We study this three-dimensional reconfiguration of disclination lines in detail under different boundary conditions. In particular, we find that the temperature plays an important role in deciding whether the transition between two-dimensional defects and three-dimensional defects is continuous or discontinuous for the shell with planar anchoring condition on both inner and outer surfaces. We also discuss the characterization of defects in two- and three-dimensional spaces within the tensor model.
A generalised Hermite spectral method for Fisher's equation in genetics with different asymptotic solution behaviour at infinities is proposed, involving a fully discrete scheme using a second order finite difference approximation in the time. The convergence and stability of the scheme are analysed, and some numerical results demonstrate its efficiency and substantiate our theoretical analysis.
In this paper, we investigate the Galerkin spectral approximation for elliptic control problems with integral control and state constraints. Firstly, an a posteriori error estimator is established,which can be acted as the equivalent indicatorwith explicit expression. Secondly, appropriate base functions of the discrete spacesmake it is probable to solve the discrete system. Numerical test indicates the reliability and efficiency of the estimator, and shows the proposed method is competitive for this class of control problems. These discussions can certainly be extended to two- and three-dimensional cases.
A Legendre-collocation method is proposed to solve the nonlinear Volterra integral equations of the second kind. We provide a rigorous error analysis for the proposed method, which indicate that the numerical errors in L2-norm and L∞-norm will decay exponentially provided that the kernel function is sufficiently smooth. Numerical results are presented, which confirm the theoretical prediction of the exponential rate of convergence.
A multiscale spectral generalized finite element method (MS-GFEM) is presented for the solution of large two and three dimensional stress analysis problems inside heterogeneous media. It can be employed to solve problems too large to be solved directly with FE techniques and is designed for implementation on massively parallel machines. The method is multiscale in nature and uses an optimal family of spectrally defined local basis functions over a coarse grid. It is proved that the method has an exponential rate of convergence. To fix ideas we describe its implementation for a two dimensional plane strain problem inside a fiber reinforced composite. Here fibers are separated by a minimum distance however no special assumption on the fiber configuration such as periodicity or ergodicity is made. The implementation of MS-GFEM delivers the discrete solution operator using the same order of operations as the number of fibers inside the computational domain. This implementation is optimal in that the number of operations for solution is of the same order as the input data for the problem. The size of the MS-GFEM matrix used to represent the discrete inverse operator is controlled by the scale of the coarse grid and the convergence rate of the spectral basis and can be of order far less than the number of fibers. This strategy is general and can be applied to the solution of very large FE systems associated with the discrete solution of elliptic PDE.
A spectral-element method is developed to solve the scattering problem for time-harmonic sound waves due to an obstacle in an homogeneous compressible fluid. The method is based on a boundary perturbation technique coupled with an efficient spectral-element solver. Extensive numerical results are presented, in order to show the accuracy and stability of the method.
An inverse problem of reconstructing the initial condition for a time fractional diffusion equation is investigated. On the basis of the optimal control framework, the uniqueness and first order necessary optimality condition of the minimizer for the objective functional are established, and a time-space spectral method is proposed to numerically solve the resulting minimization problem. The contribution of the paper is threefold: 1) a priori error estimate for the spectral approximation is derived; 2) a conjugate gradient optimization algorithm is designed to efficiently solve the inverse problem; 3) some numerical experiments are carried out to show that the proposed method is capable to find out the optimal initial condition, and that the convergence rate of the method is exponential if the optimal initial condition is smooth.
An analytical model is presented to improve the performance of the equilateral triangular microstrip antenna (ETMA). An improved model is presented taking into account the insertion of an air gap between the substrate and the ground plane, and High Tc superconducting material (HTS) for the triangular patch. The full-wave spectral domain technique in conjunction with the complex resistive boundary condition is used to calculate the characteristics including resonant frequencies, bandwidths, and radiation efficiency. Numerical results for the air gap tuning effect on the operating frequency and bandwidth of the high Tc superconducting triangular microstrip antenna (HTSTMA) are presented. The effect of temperature on resonant frequency and bandwidth of the HTSTMA are also given. The computed data are found to be in good agreement with results obtained using other methods.
In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller and Liverani. The continuity and higher regularity properties are investigated. As an illustration, an asymptotic expansion of the invariant probability measure for an autoregressive model with independent and identically distributed noises (with a nonstandard probability density function) is obtained.
We report an efficient phase field formalism to compute the stress distribution in polycrystalline materials with arbitrary elastic inhomogeneity and anisotropy The dependence of elastic stiffness tensor on grain orientation is taken into account, and the elastic equilibrium equation is solved using a spectral iterative perturbation method. We discuss its applications to computing residual stress distribution in systems containing arbitrarily shaped cavities and cracks (with zero elastic modulus) and to determining the effective elastic properties of polycrystals and multilayered composites.
In this paper, we propose a mixed Fourier-Jacobi spectral method for two dimensional Neumann boundary value problem. This method differs from the classical spectral method. The homogeneous Neumann boundary condition is satisfied exactly. Moreover, a tridiagonal matrix is employed, instead of the full stiffness matrix encountered in the classical variational formulation. For analyzing the numerical error, we establish the mixed Fourier-Jacobi orthogonal approximation. The convergence of proposed scheme is proved. Numerical results demonstrate the efficiency of this approach.
Homogeneous isotropic turbulence has been playing a key role in the research of turbulence theory. And the pseudo-spectral method is the most popular numerical method to simulate this type of flow fields in a periodic box, where fast Fourier transform (FFT) is mostly effective. However, the bottle-neck in this method is the memory of computer, which motivates us to construct a memory-saving algorithm for spectral method in present paper. Inevitably, more times of FFT are needed as compensation. In the most memory-saving situation, only 6 three-dimension arrays are employed in the code. The cost of computation is increased by a factor of 4, and that 38 FFTs are needed per time step instead of the previous 9 FFTs. A simulation of isotropic turbulence on 20483 grid can be implemented on a 256G distributed memory clusters through this method.
This paper is concerned with the numerical approximations of semi-linear stochastic partial differential equations of elliptic type in multi-dimensions. Convergence analysis and error estimates are presented for the numerical solutions based on the spectral method. Numerical results demonstrate the good performance of the spectral method.
This paper introduces a scheme for the numerical approximation of a model for two turbulent flows with coupling at an interface. We consider the variational formulation of the coupled model, where the turbulent kinetic energy equation is formulated by transposition. We prove the convergence of the approximation to this formulation for 3D flows for large turbulent viscosities and smooth enough flows, whenever bounded in W1,p Sobolev norms for p large enough. Under the same assumptions, we show that the limit is a solution of the initial problem. Finally, we give some numerical experiments to enlighten the theoretical work.