Boundary value problems for complex partial differential equations in fan-shaped domains

Optimization problems that involve discrete variables are exposed to the conflict between being a powerful modeling tool and often being hard to solve. Infinite-dimensional processes, as e.g. described by differential equations, underlying the optimization may lead to the need to solve for distributed discrete control variables. This work analyzes approximation arguments that replace the need for solving the optimization problem by the need for first solving a relaxation and second computing appropriate roundings to regain discrete controls. We provide sufficient conditions on rounding algorithms and their grid refinement strategies that allow to prove approximation of the relaxed controls by the discrete controls in weaker topologies, a feature due to the infinite-dimensional vantage point. If the control-to-state mapping of the underlying process exhibits suitable compactness properties, state vector approximation follows in the norm topology as well as, under additional assumptions, optimality principles of the computed discrete controls. The conditions are verified for representatives of the family of Sum-Up Rounding algorithms. We apply the arguments on different classes of mixed-integer optimization problems that are constrained by partial differential equations. Specifically, we consider discrete control inputs, which are distributed in the time domain, for evolution equations that are governed by a differential operator that generates a strongly continuous semigroup, discrete control inputs, which are distributed in multi-dimensional spatial domains, for elliptic boundary value problems and discrete control inputs, which are distributed in space-time cylinders, for evolution equations that are governed by differential operators such that the corresponding Cauchy problem satisfies maximal parabolic regularity. Furthermore, we apply the arguments outside the scope of partial differential equations to a signal reconstruction problem. Computational results illustrate the findings.

HiFlow3 Version 2.0 continues the path as a multi-purpose finite element software, which provides powerful tools for efficient and accurate solution of a wide range of problems modeled by partial differen- tial equations (PDEs). New features and functionalities, which allow to run numerical simulations with more advanced solution algorithms and discretizations in comparison to previous releases of HiFlow3, have been implemented. These comprise Uncertainty Quantification (UQ), energy-efficient multigrid techniques, Schur complement solvers for saddle-point problems, extended third-party library support, and adaptive local mesh refinement in a parallel computing environment. Furthermore, HiFlow3 has been successfully integrated into advanced and state-of-the-art simulation environments by means of the Medical Simulation Markup Language (MSML), for example.The presented new algorithms and features as well as general under-the-hood improvements have enabled excellent and relevant research activities in the fields of both medical engineering and meteorol- ogy and environmental sciences. The described show cases demonstrate the potential and advantages, which HiFlow3 can offer in performing a numerical simulation by means of finite element methods. Especially, the high performance computing capabilities of HiFlow3 – not only in the mentioned fields of applications, but also in general – have been significantly improved in Version 2.0.

The material in this thesis is the result of a year's experience in the solution of problems on the Caltech Electric Analog Computer. Although much work has been done elsewhere, the solution of partial differential equations is a relatively new field for the Caltech Computer. It is natural that such an undertaking should initiate points of view and techniques that differ from those of other investigators., This thesis contains the development of certain ideas that have been useful to the author in the solution of problems on the computer. In Part I, finite difference methods are treated with reference to problems with one space variable. Techniques are developed for the representation of differential operators by means of electrical networks and the question of unequal lumping is discussed. The solutions of the fourth order differential equations of a beam are treated in Part II. Such practical considerations as the effects of parasitic impedances and cell size are investigated. Solutions are presented for the normal modes of a cantilever beam, the transient vibration of a cantilever beam, and the coupled modes of vibration of an airplane wing. Problems involving the scalar Laplacian operator are treated in Part III. A general asymmetric network is developed that is useful for problems with irregular boundaries and for problems where it is desired to have variable cell size. These techniques are illustrated with respect to a cavity resonator problem and an electromagnetic radiation problem. Elastic plate problems are treated in Part IV. The analogy for the elastic plate is an extension of the beam analogy to two dimensions. Here the difficult problems are those relating to the representation of boundary conditions, particularly of boundary conditions along an irregular edge. Some conclusions regarding the construction of a network analyzer designed specifically for the solution of partial differential equations are given in Part V. The chief conclusion is that such a computer must contain a much larger number of electrical elements than are at present available in the Caltech Computer.

In the present study, the slip boundary layer flow of a power-law non-Newtonian fluid over continuously moving permeable surface with internal heat generation/absorption has been examined at prescribed surface temperature taking into account the effect of viscous dissipation. The governing partial differential equations along with the boundary conditions are first cast into a dimensionless form and then the reduced ordinary differential equations are solved numerically via Dormand-Prince pair and shooting method. Comparison of numerical results is made with the earlier published results under limiting cases. The values of the local skin friction coefficient and the local Nusselt number are obtained and presented, graphically. A comprehensive parametric study is carried out to investigate the effects of involved parameters of the problem and it is shown that the rate of heat transfer increases with the surface temperature parameter, Prandtl number, internal heat absorption and suction.

We consider the solution of elliptic partial differential equations with random input data. In particular, we are interested in the mean and the correlation of the solution of these partial differential equations. Once the correlation is available, the variance can be computed from its diagonal. If the dependence of the solution on the random input data is linear and the mean of the input data is available, the mean of the solution can be computed whenever the corresponding partial differential equation can be solved. When the correlation of the input data is available, the correlation of the solution is given as the solution of a higher dimensional partial differential equation in the product domain. A Galerkin discretization yields a matrix equation with a typically densely populated right-hand side. This and the higher dimension of the problem makes the equation prohibitively expensive to solve. Since existing approaches to these correlation equations are known to struggle for roughly correlated input data, we use hierarchical matrices and their corresponding arithmetic to represent and solve the matrix equation. The regularity assumptions required for hierarchical matrices can be justified on sufficiently smooth domains. The feasibility of the approach is illustrated for finite element and boundary element discretizations and several specialities of hierarchical matrices for finite element discretizations are discussed. An almost linear scaling with respect to the dimension of the used finite element spaces is verified. The nonlinear dependence of the solution on the random input data is exemplarily discussed for the case of random domains. Extending previous perturbation approaches, we can linearize the problem and can compute the mean and the correlation up to third order accuracy in almost linear time. We discuss that these spaces can become even fourth order accurate under certain circumstances. A full convergence analysis is presented, which shows that higher order boundary elements are required for the solution of the problem. Therefore, we develop a fast multipole method for higher order boundary element methods on parametric surfaces.

This paper presents the development of a mathematical model of non-isothermal, unsteady flow of a real gas in deviation of Darcy's law and an algorithm for its numerical implementation. A formula for the flow velocity for non-linear binomial law of filtration was obtained. The formula includes a radial coordinate pressure derivative, thermo physical gas properties, and geophysical rock properties. There is also a partial differential equation and boundary condition at the well bottomhole for non-linear two-dimensional law of filtration. A method for simultaneous numerical integration for finite differences of differential equations shows an unsteady non-isothermic gas flow in the reservoir and energy conservation equation with initial and boundary conditions on the well bottom and the external drainage radius; functions of pressure and temperature at different time variances and their distribution along radial coordinates were calculated using a developed mathematical model. Graphs for these functions for linear and non-linear flow in reservoirs with different reservoir features for different well rates were built. Analysis of these graphs shows that taking into account the deviation of Darcy’s law of gas filtration in high permeable reservoirs for various flow rates does not make substantial corrections to the calculated values of pressure and temperature in comparison with the corresponding characteristics for flow. Calculations of bottomhole pressure - assuming that gas flow is steady - have calculation errors that are less than 0.2%, considered in the numerical implementation of task solution. With a low-permeable reservoir - when well production rates are low (for example, 169 thousand sm 3/day) - the bottomhole pressure decrease is small; therefore, a decrease of temperature at the bottomhole zone will also be small. The difference between the calculated values of these characteristics for linear and nonlinear filtering laws will also be negligible. Error of the value of bottomhole pressure calculated in assumptions that flow is steady does not exceed 0.7%. There is a deviation of Darcy's law in gas flow through the low-permeable reservoir at high well production flow rates (for example, 845 thousand sm 3/day), which leads to a substantial reduction of the reservoir pressure and temperature. Pressure stabilization for gas flow in the low-permeable reservoir does not depend on flow rate value. Error of value of bottomhole pressure, calculated in assumption that flow is steady exceeds 300%.

In this paper, we consider the nonlinear boundary value problems for ordinary differential equations containing a small parameter by means of a modified method of multiple scales in weaker conditions than those used by other authors. The existence of solutions is proved, the asymptotic solutions are constructed, and the remainder terms are estimated by using a simpler method. The results in [1]—[6] are thus improved and extended.

Positive Solutions of Boundary Value Problems for Second-Order Singular Nonlinear Differential Equations

The Green’s function is widely used in solving boundary value problems for differential equations, to which many mathematical and physical problems are reduced. In particular, solutions of partial differential equations by the Fourier method are reduced to boundary value problems for ordinary differential equations. Using the Green's function for a homogeneous problem, one can calculate the solution of an inhomogeneous differential equation. Knowing the Green's function makes it possible to solve a whole class of problems of finding eigenvalues in quantum field theory. The developed method for constructing the Green’s function of boundary value problems for ordinary linear differential equations is described. An algorithm and program for calculating the Green's function of boundary value problems for differential equations of the second and third orders in an explicit analytical form are presented. Examples of computing the Green's function for specific boundary value problems are given. The fundamental system of solutions of ordinary differential equations with singular points needed to construct the Green's function is calculated in the form of generalized power series with the help of the developed programs in the Maple environment. An algorithm is developed for constructing the Green's function in the form of power series for second-order and third-order differential equations with given boundary conditions. Compiled work programs in the Maple environment for calculating the Green functions of arbitrary boundary value problems for differential equations of the second and third orders. Calculations of the Green's function for specific third-order boundary value problems using the developed program are presented. The obtained approximate Green’s function is compared with the known expressions of the exact Green’s function and very good agreement is found

We study numerical methods for time-dependent partial differential equations describing wave propagation, primarily applied to problems in quantum dynamics governed by the time-dependent Schrodinger equation (TDSE). We consider both methods for spatial approximation and for time stepping. In most settings, numerical solution of the TDSE is more challenging than solving a hyperbolic wave equation. This is mainly because the dispersion relation of the TDSE makes it very sensitive to dispersion error, and infers a stringent time step restriction for standard explicit time stepping schemes. The TDSE is also often posed in high dimensions, where standard methods are intractable.The sensitivity to dispersion error makes spectral methods advantageous for the TDSE. We use spectral or pseudospectral methods in all except one of the included papers. In Paper III we improve and analyse the accuracy of the Fourier pseudospectral method applied to a problem with limited regularity, and in Paper V we construct a matrix-free spectral method for problems with non-trivial boundary conditions. Due to its stiffness, the TDSE is most often solved using exponential time integration. In this thesis we use exponential operator splitting and Krylov subspace methods. We rigorously prove convergence for force-gradient operator splitting methods in Paper IV. One way of making high-dimensional problems computationally tractable is low-rank approximation. In Paper VI we prove that a splitting method for dynamical low-rank approximation is robust to singular values in the approximation approaching zero, a situation which is difficult to handle since it implies strong curvature of the approximation space.

Heat and mass transfer effects in three-dimensional mixed convection flow of Eyring Powell over an exponentially stretching surface with convective boundary conditions are inspected. Cattaneo-Christov Heat Flux model is a modified version of the classical Fourier’s law that takes into account the interesting aspect of thermal relaxation time. First order chemical reaction effects are also taken into account. Similarity transformations are invoked to reduce the leading boundary layer partial differential equations into the ordinary differential equations. The nonlinear, coupled ordinary differential equations with boundary conditions has been analyzed numerically by using Finite Element Method. Similarity transformations are invoked to reduce the leading boundary layer partial differential equations into the ordinary differential equations.

The purpose of this study is to develop a numerical method for bifurcation analysis of nonlinear partial differential equations, based on the reduction of partial differential equations to ordinary ones, using the Kolmogorov-Arnold theorem. Methods. This paper describes a method for reducing partial differential equations to ordinary ones using the Kolmogorov-Arnold theorem, as well as methods for the bifurcation analysis of nonlinear boundary value problems for ordinary differential equations. Results. The paper presents a new method for solving and bifurcation analysis of nonlinear boundary value problems for partial differential equations, which allow variational formulation. The method was applied to a nonlinear two-dimensional Bratu problem with Dirichlettype boundary conditions. Conclusion. A new method of bifurcation analysis for nonlinear partial differential equations has been developed. Specifically, a method has been proposed for reducing partial different equations to ordinary equations, which allows the use of the developed apparatus of bifurcation analysis for boundary value problems of ordinary differential equations. This method allows conducting bifurcation analysis for arbitrary nonlinear partial differential equations.

Different numerical methods have been proposed for the solution of partial differential equations (PDE). Most of them are based on a variational principle which recasts the PDE into an equivalent integral equation. One of the most common principles is the Galerkin method, which has some specific disadvantages for some types of PDE. In this work an alternative variational principle, the least squares finite element method, will be tested with respect to its application for transient fluid-structure interaction problems. The accurracy of different formulations which were proposed for the Navier-Stokes equations in literature will be tested. In a next step these formulations will be coupled with a standard Galerkin approach for the structure. After that a new formulation for the linear equations of elastodynamics is developed and analysed with respect to its stability and accuracy. With this formulation it is possible do develop a pure least squares formulation for the strongly coupled fluid-structure problem. Finally the different formulations are tested with respect to their accuracy and efficiency.

In this chapter and the next the solution of differential equations of types typically encountered in the physical sciences and engineering is extended to situations involving more than one independent variable. A partial differential equation (PDE) is an equation relating an unknown function (the dependent variable) of two or more variables to its partial derivatives with respect to those variables. The most commonly occurring independent variables are those describing position and time, and so we will couch our discussion and examples in notation appropriate to them. As in other chapters we will focus our attention on the equations that arise most often in physical situations. We will restrict our discussion, therefore, to linear PDEs, i.e. those of first degree in the dependent variable. Furthermore, we will discuss primarily second-order equations. The solution of first-order PDEs will necessarily be involved in treating these, and some of the methods discussed can be extended without difficulty to third- and higher-order equations. We shall also see that many ideas developed for ordinary differential equations (ODEs) can be carried over directly into the study of PDEs. In this chapter we will concentrate on general solutions of PDEs in terms of arbitrary functions and the particular solutions that may be derived from them in the presence of boundary conditions. We also discuss the existence and uniqueness of the solutions to PDEs under given boundary conditions. In the next chapter the methods most commonly used in practice for obtaining solutions to PDEs subject to given boundary conditions will be considered.

The approximations of the nonlinear heat transport problem are based on the finite volume (FM) and averaging (AM) methods [1,2]. This procedures allows reduce the nonlinear 2‐D problem for partial differential equation (PDE) to a initial‐value problem for a system of 2 nonlinear ordinary differential equations(ODE) of first order in the time t or to a initial‐value problem for one nonlinear ODE of first order with two nonlinear algebraic equations.