An integral equation\u2013based numerical method for the forced heat equation on complex domains

We consider an integro-differential equation model for traffic flow, which extends the Burgers equation model. To derive exact solutions to the equation, we first examine the features of integrable integro-differential equations and find that they are obtained through the residue formula from integrable equations in complex domains. Using this approach, we construct several new integrable equations with double singular integrals and elliptic singular integrals. Then, we discuss the traffic model and show that it exhibits interactions between free-flow and congested regions, as well as the deadlock phenomenon, depending on the non-locality parameter.

Inverse radiation problem in one-dimensional semitransparent plane-parallel media with opaque and specularly reflecting boundaries

In this paper, the localized method of approximate particular solutions using polynomial basis functions is proposed to solve plate bending problems with complex domains. The closed-form particular solutions of fourth-order differential equations can be reduced to the linear combination of the particular solutions of Helmholtz and modified Helmholtz equations. To alleviate the difficulty of solving overdetermined fourth-order plate bending problems using the localized collocation method, additional ghost points outside the computational domain are introduced to improve the stability and accuracy. Three examples are illustrated to validate the feasibility of the proposed localized MAPS.

Time-independent mean field description of collisions

A fast immersed interface method for the Cahn–Hilliard equation with arbitrary boundary conditions in complex domains

The FitzHugh–Nagumo system gives rise to a geometric variational problem, when its parameters take values in a particular range. A stationary set of the variational problem satisfies an Euler–Lagrange equation that involves the curvature of the boundary of the set and a nonlocal term that inhibits unlimited growth and spreading. The nonlocal term is the solution of a nonhomogeneous modified Helmholtz equation with the characteristic function of the stationary set as the inhomogeneous term. Two types of stationary sets are studied: disc shaped stationary sets in the plane, termed bubbles, and unions of perturbed small discs, termed droplet assemblies, in bounded domains. A complete description of the existence and the stability of bubbles is established. Depending on the parameters, there may be zero, one, two, or even three bubbles. Droplet assemblies are constructed by a reduction argument. Each droplet in a stationary assembly is close in size and shape to the corresponding bubble in the plane. The locations of the droplets in the assembly are determined by the Green’s function of the modified Helmholtz equation.

Recently a new method for solving linear and integrable nonlinear partial differential equations (PDEs) in two dimensions has been introduced. For linear PDEs, this method involves the construction of appropriate integral representations for both the solution and the associated spectral function. Here we present an alternative approach for constructing these integral representations. This approach is based on the introduction of what we call a fundamental differential form, and on a reformulation of Green's formula. The new approach is illustrated for the Laplace and the modified Helmholtz equations in a convex polygon, for a dispersive evolution equation with spatial derivatives of arbitrary order on the half-line, and for the heat equation in a domain involving a moving boundary. In addition we show that the new approach can be used to construct appropriate integral representations for multidimensional linear PDEs.

This paper describes the effects of time step on the simulation of tropical climate in the NCAR-Community Atmosphere Model version 3 (CAM3). A set of multi-year integrations are carried out in a real-planet framework using actual land–ocean distribution and observed sea surface temperature. Over the tropics there is an increase in total rainfall with a decrease in time step size. Using a lower time step, there is a decrease in the convective component of rainfall, however, the stratiform component increases, and more than compensates the decrease in the former, thus leading to a higher total rainfall. A decrease in time step leads to an increase in the frequencies of moderate, and heavy rainfall categories, which is responsible for the increase in time mean total rainfall over the tropics. Also, the spatial distribution of rainfall becomes more realistic during both summer and winter seasons. In regard to the simulation of equatorial waves, it is found that a lower time step leads to a reduction in the speed of Kelvin waves. The latent heating profile becomes more bottom-heavy with a reduction in time step size, which potentially leads to slower Kelvin waves. Finally, additional experiments conducted in an aqua-planet framework show a consistent and systematic change in the analyzed variables with change in time step, and hence confirm the robustness of the results across modeling frameworks.

A new method for studying boundary value problems for linear and for integrable nonlinear partial differential equations (PDE’s) in two dimensions is reviewed. This method provides a unification as well as a significant extension of the following three seemingly different topics: (a) The classical integral transform method for solving linear PDE’s and several of its variations such as the Wiener–Hopf technique. (b) The integral representation of the solution of linear PDE’s in terms of the Ehrenpreis fundamental principle. (c) The inverse spectral (scattering) method for solving the initial value problem for nonlinear integrable evolution equations. The detailed implementation of the method is presented for: (a) An arbitrary linear dispersive evolution equation on the half line. (b) The nonlinear Schrödinger equation on the half line. (c) The Laplace, Helmholtz and modified Helmholtz equations in an arbitrary convex polygon. In addition, several other applications are briefly considered. The possible extension of this method to multidimensions is also discussed.

The Numerical Solution of Integral Equations on the Half-Line

A fourth-order kernel-free boundary integral method for implicitly defined surfaces in three space dimensions

Several finite element methods for simulating incompressible flows rely on the streamline upwind Petrov–Galerkin stabilization (SUPG) term, which is weighted by tau _{text{SUPG}}. The conventional formulation of tau _{text{SUPG}} includes a constant that depends on the time step size, producing an overall method that becomes exceedingly less accurate as the time step size approaches zero. In practice, such method inconsistency introduces significant error in the solution, especially in cardiovascular simulations, where small time step sizes may be required to resolve multiple scales of the blood flow. To overcome this issue, we propose a consistent method that is based on a new definition of tau _{text{SUPG}}. This method, which can be easily implemented on top of an existing streamline upwind Petrov–Galerkin and pressure stabilizing Petrov–Galerkin method, involves the replacement of the time step size in tau _{text{SUPG}} with a physical time scale. This time scale is calculated in a simple operation once every time step for the entire computational domain from the ratio of the L2-norm of the acceleration and the velocity. The proposed method is compared against the conventional method using four cases: a steady pipe flow, a blood flow through vascular anatomy, an external flow over a square obstacle, and a fluid–structure interaction case involving an oscillatory flexible beam. These numerical experiments, which are performed using linear interpolation functions, show that the proposed formulation eliminates the inconsistency issue associated with the conventional formulation in all cases. While the proposed method is slightly more costly than the conventional method, it significantly reduces the error, particularly at small time step sizes. For the pipe flow where an exact solution is available, we show the conventional method can over-predict the pressure drop by a factor of three. This large error is almost completely eliminated by the proposed formulation, dropping to approximately 1% for all time step sizes and Reynolds numbers considered.

This paper presents a numerical scheme of arbitrary order of accuracy in both space and time, based on the arbitrary high-order derivatives methodology, for transient acoustic simulations. The scheme combines the nodal discontinuous Galerkin method for the spatial discretization and the Taylor series integrator (TSI) for the time integration. The main idea of the TSI is a temporal Taylor series expansion of all unknown acoustic variables in which the time derivatives are replaced by spatial derivatives via the Cauchy-Kovalewski procedure. The computational cost for the time integration is linearly proportional to the order of accuracy. To increase the computational efficiency for simulations involving strongly varying mesh sizes or material properties, a local time-stepping (LTS) algorithm accompanying the arbitrary high-order derivatives discontinuous Galerkin (ADER-DG) scheme, which ensures correct communications between domains with different time step sizes, is proposed. A numerical stability analysis in terms of the maximum allowable time step sizes is performed. Based on numerical convergence analysis, we demonstrate that for nonuniform meshes, a consistent high-order accuracy in space and time is achieved using ADER-DG with LTS. An application to the sound propagation across a transmissive noise barrier validates the potential of the proposed method for practical problems demanding high accuracy.

Time and frequency domain computations are complementary, and here, the overall goal is to combine them to generate wide-band solutions of coupled structural-acoustic problems. Modal frequency response computations are efficient for low frequencies but become inefficient as the number of basis functions required to represent the response grows large. Modal formulations are required for large problems because the coupled equation system becomes densely populated when acoustic pressure forces are included. In contrast, the equation system remains sparsely populated in time domain formulations when the time step size is chosen appropriately, allowing large problems to be solved efficiently in terms of nodal degrees-of-freedom. However, the analysis times depend linearly on the number of time steps and a large number are generally required to represent the ringing response of low frequency modes. Here, the number of time steps is limited by applying an exponential taper to the time domain solution and truncating the computations. This reduces leakage effects, but does not affect components of response that have damped out before it is applied. Examples are given to illustrate the computations and the tradeoff between number of basis functions in the modal frequency response computations and number of time steps in the transient analyses.Time and frequency domain computations are complementary, and here, the overall goal is to combine them to generate wide-band solutions of coupled structural-acoustic problems. Modal frequency response computations are efficient for low frequencies but become inefficient as the number of basis functions required to represent the response grows large. Modal formulations are required for large problems because the coupled equation system becomes densely populated when acoustic pressure forces are included. In contrast, the equation system remains sparsely populated in time domain formulations when the time step size is chosen appropriately, allowing large problems to be solved efficiently in terms of nodal degrees-of-freedom. However, the analysis times depend linearly on the number of time steps and a large number are generally required to represent the ringing response of low frequency modes. Here, the number of time steps is limited by applying an exponential taper to the time domain solution and truncat...

We introduce a time integrator for a prototype model of highly oscillatory PDEs that exhibits accurate solutions even under the usage of large time step sizes. To achieve large time steps, we apply a phase averaging technique that smooths out the fast waves from the system. To avoid the errors that such smoothing usually entails, we use a higher order (HO) phase averaging algorithm based on the idea of [1]. This algorithm expresses the sensitivity of the solutions on the phases in terms of an HO basis which the equations are projected onto. The resulting HO phase corrections reduce the errors in the solutions even for finite averaging windows. Rather than using monomials as such HO basis as originally suggested in [1], here we introduce an alternative basis in terms of exponentials and we discuss its properties.Similarly to [1], we test this idea on an ODE describing the dynamics of a swinging spring, a model due to Peter Lynch. Although idealized, this model shows an interesting analogy to geophysical flows as it exhibits a high sensitivity of small scale oscillation on the large scale dynamics. On this example, we illustrate that the HO phase averaging method with an exponential basis allows for highly accurate solutions even when using large averaging windows and hence larger time step sizes than standard methods. These HO phase corrections (the reason for this improvement) can be evaluated independently, hence computed in parallel. In contrast, in standard averaging approaches, e.g. [2], arbitrarily accurate solutions could only be obtained with small averaging windows as well as small time step sizes.  We present these highly promising results and discuss challenges in generalizing them to highly oscillatory PDEs for applications in simulations of weather, ocean, and climate.