Optimization of the Shape of Regions Supporting Boundary Conditions Charles Dapogny, Nicolas Lebbe, Edouard Oudet
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Introduction to Finite Element Methods on Elliptic Equations
INTRODUCTION TO FINITE ELEMENT METHODS ON ELLIPTIC EQUATIONS LONG CHEN CONTENTS 1. Poisson Equation1 2. Outline of Topics3 2.1. Finite Difference Methods3 2.2. Finite Element Methods3 2.3. Finite Volume Methods3 2.4. Sobolev Spaces and Theory on Elliptic Equations3 2.5. Iterative Methods: Conjugate Gradient and Multigrid Methods3 2.6. Nonlinear Elliptic Equations3 2.7. Adaptive Finite Element Methods3 3. Physical Examples4 3.1. Gauss’ law and Newtonian gravity4 3.2. Electrostatics4 3.3. The heat equation5 3.4. Poisson-Boltzmann equation5 1. POISSON EQUATION We shall focus on the Poisson equation, one of the most important and frequently en- countered equations in many mathematical models of physical phenomena, and its variants in this course. Just as an example, the solution of the Poisson equation gives the electro- static potential for a given charge distribution. The Poisson equation is (1) − ∆u = f; x 2 Ω: Here ∆ is the Laplacian operator given by @2 @2 @2 ∆ = 2 + 2 + ::: + 2 @x1 @x2 @xd and Ω is a d-dimensional domain (e.g., a rod in 1d, a plate in 2d and a volume in 3d). The unknown function u represents the electrostatic potential and the given data is the charge distribution f. If the charge distribution vanishes, this equation is known as Laplace’s equation and the solution to the Laplace equation is called harmonic function. The Poisson equation also frequently appears in structural mechanics, theoretical physics, and many other areas of science and engineering. It is named after the French mathe- matician Simeon-Denis´ Poisson. When the equation is posed on a bounded domain with boundary, boundary conditions should be included as an essential part of the equation. -
On Some Elliptic Problems Involving Powers of the Laplace Operator
On Some Elliptic Problems Involving Powers of the Laplace Operator by Alejandro Ortega Garc´ıa in partial fulfillment of the requirements for the degree of Doctor in Ingenier´ıaMatem´atica Universidad Carlos III de Madrid Advisor(s): Pablo Alvarez´ Caudevilla Eduardo Colorado Heras Tutor: Pablo Alvarez´ Caudevilla Legan´es,December 19, 2018 This Doctoral Thesis has been supported by a PIPF Grant from Departamento de Matem´aticasof Universidad Carlos III de Madrid. Additionally, the author has been par- tially supported by the Ministry of Economy and Competitiveness of Spain and FEDER under Research Project MTM2016-80618-P. Some rights reserved. This thesis is distributed under a Creative Commons Reconocimiento- NoComercial-SinObraDerivada 3:0 Espa~naLicense. \Sometimes science is more art than science, Morty. A lot of people don't get that." Agradecimientos Gracias, en primer lugar, a mis directores, Pablo y Eduardo, por haber hecho posible este tra- bajo. Sobra, por supuesto, decir lo que he aprendido bajo vuestra direcci´on.Sobra tambi´en enumerar las horas de pizarra y tel´efonoque me hab´eissufrido para aprenderlas. Todo eso va ´ımplicto en estas p´aginas.Estoy muy orgulloso de haber trabajado bajo vuestra direcci´on y os agradecer´esiempre la paciencia, la cercan´ıay amistad que me hab´eismostrado en todo momento. Quisiera tambi´endar las gracias al profesor Arturo de Pablo, contigo empez´omi andadura en esta universidad y mis primeros pasos en el mundo de los laplacianos fraccionarios. Gracias a los profesores Jos´eCarmona y Tommaso Leonori por la paciencia que han tenido conmigo y el trato que me han dado. -
Boundary Value Problems
Chapter 5 Introduction to Boundary Value Problems When we studied IVPs we saw that we were given the initial value of a function and a differential equation which governed its behavior for subsequent times. Now we consider a different type of problem which we call a boundary value problem (BVP). In this case we want to find a function defined over a domain where we are given its value or the value of its derivative on the entire boundary of the domain and a differential equation to govern its behavior in the interior of the domain; see Figure 5.1. In this chapter we begin by discussing various types of boundary conditions that can be imposed and then look at our prototype BVPs. A BVP which only has one independent variable is an ODE but when we consider BVPs in higher dimensions we need to use PDEs. We briefly review partial differentiation, classification of PDEs and examples of commonly encountered PDEs. We discuss the implications of discretizing a BVP as compared to an IVP and give examples of different types of grids. We will see that the solution of a discrete BVP requires the solution of a linear system of algebraic equations Ax = b so we end this chapter with a review of direct and iterative methods for solving Ax = b for a square invertible matrix A. 5.1 Types of boundary conditions In the sequel we will use Ω to denote the domain for a BVP and Γ to denote its boundary. In one dimension, the only choice for a domain is an interval. -
Partial Differential Equations
CHAPTER 3 Partial Differential Equations In Chapter 2 we studied the homogeneous heat equation in both one and two di- mensions, using separation of variables. Here we extend our study of partial differential equations in two directions: to the inclusion of inhomogeneous terms, and to the two other most common partial differential equations encountered in applications: the wave equation and Laplace’s equation. 3.1 Inhomogeneous problems: the method of particular solutions In this section we will study to inhomogeneous problems only for the one-dimensional heat equation on an interval, but the general principles we discuss apply to many other problems as well. The homogeneous version of the problem we consider is obtained by taking the general setup that we considered in Sections 2.2 and 2.3 but including more general boundary conditions of the kind we considered for Sturm-Liouville problems (see Section 7.7 of Greenberg): 2 PDE: ut(x,t) − ǫ uxx(x,t)=0, 0 <x<L, t> 0, α u(0,t) + β u (0,t) = 0 and BC: x t > 0 (3.1) γ u(L,t) + δ ux(L,t)=0, IC: u(x, 0) = f(x), 0 <x<L, where α and β are not both zero, and neither are γ and δ. Note that we are now denoting the thermal diffusivity by ǫ2 rather than as α2, to avoid conflict with the use of α in specifying the boundary conditions. We have discussed in Sections 2.2 and 2.3 the standard way to solve (3.1): by separation of variables. -
Numerical Solution and Spectrum of Boundary-Domain Integral Equations
NUMERICAL SOLUTION AND SPECTRUM OF BOUNDARY-DOMAIN INTEGRAL EQUATIONS A thesis submitted for the degree of Doctor of Philosophy by NURUL AKMAL BINTI MOHAMED School of Information Systems, Computing and Mathematics Brunel University June 2013 Abstract A numerical implementation of the direct Boundary-Domain Integral Equation (BDIE)/ Boundary-Domain Integro-Differential Equations (BDIDEs) and Localized Boundary-Domain Integral Equation (LBDIE)/Localized Boundary-Domain Integro-Differential Equations (LB- DIDEs) related to the Neumann and Dirichlet boundary value problem for a scalar elliptic PDE with variable coefficient is discussed in this thesis. The BDIE and LBDIE related to Neumann problem are reduced to a uniquely solvable one by adding an appropriate perturba- tion operator. The mesh-based discretisation of the BDIE/BDIDEs and LBDIE/LBDIDEs with quadrilateral domain elements leads to systems of linear algebraic equations (discretised BDIE/BDIDEs/LBDIE/BDIDEs). Then the systems obtained from BDIE/BDIDE (discre- tised BDIE/BDIDE) are solved by the LU decomposition method and Neumann iterations. Convergence of the iterative method is analyzed in relation with the eigen-values of the cor- responding discrete BDIE/BDIDE operators obtained numerically. The systems obtained from LBDIE/LBDIDE (discretised LBDIE/LBDIDE) are solved by the LU decomposition method as the Neumann iteration method diverges. i Contents 1 Research Introduction and Overview 1 Research Introduction and Overview 1 1.1 Introduction . 1 Introduction . 1 1.2 Research Objectives . 9 1.3 Research Rationale . 9 1.4 Scope of the Study . 10 1.5 Outline of Thesis . 11 2 Introduction to Boundary Integral Equations 13 2.1 Introduction . 13 2.2 Boundary Integral Equation . -
Chapter 12. Ordinary Differential Equation Boundary Value (BV) Problems
Chapter 12. Ordinary Differential Equation Boundary Value (BV) Problems In this chapter we will learn how to solve ODE boundary value problem. BV ODE is usually given with x being the independent space variable. y p(x) y q(x) y f (x) a x b (1a) and the boundary conditions (BC) are given at both end of the domain e.g. y(a) = and y(b) = . They are generally fixed boundary conditions or Dirichlet Boundary Condition but can also be subject to other types of BC e.g. Neumann BC or Robin BC. 14.1 LINEAR FINITE DIFFERENCE (FD) METHOD Finite difference method converts an ODE problem from calculus problem into algebraic problem. In FD, y and y are expressed as the difference between adjacent y values, for example, y(x h) y(x h) y(x) (1) 2h which are derived from the Taylor series expansion, y(x+h) = y(x) + h y(x) + (h2/2) y(x) + … (2) y(x‐h) = y(x) ‐ h y(x) + (h2/2) y(x) + … (3) Kosasih 2012 Chapter 12 ODE Boundary Value Problems 1 If (2) is added to (3) and neglecting the higher order term (O (h3)), we will get y(x h) 2y(x) y(x h) y(x) (4) h 2 The difference Eqs. (1) and (4) can be implemented in [x1 = a, xn = b] (see Figure) if few finite points n are defined and dividing domain [a,b] into n‐1 intervals of h which is defined xn x1 h xi1 xi (5) n -1 [x1,xn] domain divided into n‐1 intervals. -
Fokas's Unified Transform Method for Linear Systems
QUARTERLY OF APPLIED MATHEMATICS VOLUME LXXVI, NUMBER 3 SEPTEMBER 2018, PAGES 463–488 http://dx.doi.org/10.1090/qam/1484 Article electronically published on September 28, 2017 FOKAS’S UNIFIED TRANSFORM METHOD FOR LINEAR SYSTEMS By BERNARD DECONINCK (Department of Applied Mathematics, University of Washington, Campus Box 353925, Seattle, WA, 98195 ), QI GUO (Department of Mathematics, University of California, Los Angeles, Box 951555, Los Angeles, CA 90095-1555 ), ELI SHLIZERMAN (Department of Applied Mathematics & Department of Electrical Engineering, University of Washington, Campus Box 353925, Seattle, WA, 98195 ), and VISHAL VASAN (International Centre for Theoretical Sciences, Bengaluru, India) Abstract. We demonstrate the use of the Unified Transform Method or Method of Fokas for boundary value problems for systems of constant-coefficient linear partial dif- ferential equations. We discuss how the apparent branch singularities typically appearing in the global relation are removable, as they arise symmetrically in the global relations. This allows the method to proceed, in essence, as for scalar problems. We illustrate the use of the method with boundary value problems for the Klein-Gordon equation and the linearized Fitzhugh-Nagumo system. Wave equations are treated separately in an appendix. 1. Introduction. The Unified Transform Method (UTM) or Method of Fokas pre- sents a new approach to the solution of boundary value problems (BVPs) for integrable nonlinear equations [6,8], or even more successfully for linear, constant coefficients partial differential equations (PDEs) [5, 8]. In this latter context, the method has resulted in new results for one-dimensional problems involving more than two spatial derivatives [7,8], for elliptic problems [3,8], and for interface problems [4,11], to name but a few. -
The Unified Transform for Mixed Boundary Condition Problems in Unbounded Domains
The unified transform for royalsocietypublishing.org/journal/rspa mixed boundary condition problems in unbounded domains Research Matthew J. Colbrook, Lorna J. Ayton and Cite this article: Colbrook MJ, Ayton LJ, Fokas AS. 2019 The unified transform for mixed Athanassios S. Fokas boundary condition problems in unbounded domains. Proc.R.Soc.A475: 20180605. Department of Applied Mathematics and Theoretical Physics, http://dx.doi.org/10.1098/rspa.2018.0605 University of Cambridge, Wilberforce Road, Cambridge CB3 0WA, UK MJC, 0000-0003-4964-9575;LJA,0000-0001-6280-9460 Received: 3 September 2018 Accepted: 10 January 2019 This paper implements the unified transform to problems in unbounded domains with solutions having corner singularities. Consequently, a wide Subject Areas: variety of mixed boundary condition problems can applied mathematics, differential equations be solved without the need for the Wiener–Hopf technique. Such problems arise frequently in acoustic Keywords: scattering or in the calculation of electric fields in analytical methods, Wiener–Hopf, unified geometries involving finite and/or multiple plates. The new approach constructs a global relation that transform, mixed boundary conditions relates known boundary data, such as the scattered normal velocity on a rigid plate, to unknown Authors for correspondence: boundary values, such as the jump in pressure Matthew J. Colbrook upstream of the plate. By approximating the known e-mail: [email protected] data and the unknown boundary values by suitable Lorna J. Ayton functions and evaluating the global relation at collocation points, one can accurately obtain the e-mail: [email protected] expansion coefficients of the unknown boundary values. -
Reaction-Diffusion Equations with Applications
Reaction-Diffusion equations with applications Christina Kuttler Sommersemester 2011 Contents 1 Reaction & Diffusion 3 1.1 Introduction....................................... ..... 3 1.2 Examples for typical reactions . ...... 3 1.2.1 Population dynamics . 3 1.2.2 Predator-prey . 4 1.2.3 Competition .................................... ... 4 1.2.4 Symbiosis ....................................... 4 1.2.5 Chemical reactions . 5 1.3 Diffusionequation .................................... .... 9 1.3.1 Fick’s law / Conservation of mass . ....... 9 1.3.2 (Weak) Maximum principle . 10 1.3.3 Uniqueness . 11 1.3.4 Fundamental solution of the Diffusion equation . 12 1.3.5 Including a source . 14 1.3.6 Random motion and the Diffusion equation . 15 1.3.7 “Time”ofDiffusion ................................. 17 2 Mathematical basics / Overview 19 2.1 Some necessary basics from ODE theory . 19 2.2 Boundary conditions . 21 2.3 Separation of Variables . ...... 22 2.4 Similaritysolutions................................ ........ 24 2.5 Blowup........................................... 26 3 Comparison principles 29 4 Existence and uniqueness 31 4.1 Problemformulation ................................. ...... 31 4.2 Abstract linear problems . 33 4.3 Abstract semilinear problems . 34 4.4 Existence and uniqueness for reaction-diffusion problems . 37 4.5 Globalsolutions.................................... ...... 39 5 Stationary solutions / Stability 40 5.1 Basics ........................................... 40 5.2 Example: The spruce budworm model . 41 6 Reaction-diffusion systems 50 6.1 What can be expected from Reaction-diffusion systems? . 50 6.2 Conservativesystems................................ ....... 50 6.2.1 Lotka-Volterrasystem . ..... 50 6.3 Some more basics for Reaction-diffusion systems . ..... 52 7 Waves 57 7.1 Planewaves........................................ 57 7.1.1 Introduction ..................................... 57 7.1.2 Different types of waves . 64 7.1.3 Radially symmetric wave . -
On Resonances in Transversally Vibrating Strings Induced by an External Force and a Time- Dependent Coefficient in a Robin Boundary Condition
Delft University of Technology On resonances in transversally vibrating strings induced by an external force and a time- dependent coefficient in a Robin boundary condition Wang, Jing; van Horssen, Wim T.; Wang, Jun-Min DOI 10.1016/j.jsv.2021.116356 Publication date 2021 Document Version Final published version Published in Journal of Sound and Vibration Citation (APA) Wang, J., van Horssen, W. T., & Wang, J-M. (2021). On resonances in transversally vibrating strings induced by an external force and a time-dependent coefficient in a Robin boundary condition. Journal of Sound and Vibration, 512, 1-16. [116356]. https://doi.org/10.1016/j.jsv.2021.116356 Important note To cite this publication, please use the final published version (if applicable). Please check the document version above. Copyright Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons. Takedown policy Please contact us and provide details if you believe this document breaches copyrights. We will remove access to the work immediately and investigate your claim. This work is downloaded from Delft University of Technology. For technical reasons the number of authors shown on this cover page is limited to a maximum of 10. Journal of Sound and Vibration 512 (2021) 116356 Contents lists available at ScienceDirect Journal of Sound and Vibration journal homepage: www.elsevier.com/locate/jsvi On resonances in transversally vibrating strings induced by an external force and a time-dependent coefficient in a Robin boundary condition Jing Wang a,b,<, Wim T. -
Introduction to Boundary Value Problems
Chapter 5 Introduction to Boundary Value Problems When we studied IVPs we saw that we were given the initial value of a function and a differential equation which governed its behavior for subsequent times. Now we consider a different type of problem which we call a boundary value problem (BVP). In this case we want to find a function defined over a domain where we are given its value or the value of its derivative on the entire boundary of the domain and a differential equation to govern its behavior in the interior of the domain; see Figure 5.1. In this chapter we begin by discussing various types of boundary conditions that can be imposed and then look at our prototype BVPs. A BVP which only has one independent variable is an ODE but when we consider BVPs in higher dimensions we need to use PDEs. We briefly review partial differentiation, classification of PDEs and examples of commonly encountered PDEs. We discuss the implications of discretizing a BVP as compared to an IVP and give examples of different types of grids. We will see that the solution of a discrete BVP requires the solution of a linear system of algebraic equations Ax = b so we end this chapter with a review of direct and iterative methods for solving Ax = b for a square invertible matrix A. 5.1 Types of boundary conditions In the sequel we will use Ω to denote the domain for a BVP and Γ to denote its boundary. In one dimension, the only choice for a domain is an interval. -
Finite-Element Simulation of Buoyancy-Driven Turbulent Flows
Finite-element simulation of buoyancy-driven turbulent flows Dissertation zur Erlangung des Doktorgrades der Mathematisch-Naturwissenschaftlichen Fakult¨aten der Georg-August-Universit¨atzu G¨ottingen vorgelegt von Tobias Knopp aus L¨ubeck G¨ottingen2003 D7 Referent: Prof. Dr. G. Lube Korreferent: Prof. Dr. R. Schaback Tag der m¨undlichen Pr¨ufung:4. Juni 2003 2 Contents Preface 7 Epitome . 8 Acknowledgements . 9 I. Turbulence modelling for buoyancy driven flows 11 1. The laminar model 13 1.1. Laminar thermally coupled flow problems . 13 1.2. Boundary conditions for thermally coupled flows . 15 1.3. A model for non-isothermal flow problems . 18 1.4. Modelling turbulent boundary layers using a fully overlapping DDM . 19 2. Fundamentals, modelling and simulation of turbulent flows 23 2.1. Aspects of randomness and statistical description of turbulent flows . 23 2.2. The scales of turbulent flows . 26 2.3. Criteria for appraising approaches in CFD . 27 3. The k/ turbulence model 29 3.1. The Reynolds averaged Navier-Stokes equations . 29 3.2. Turbulent-viscosity and gradient-diffusion hypotheses . 30 3.3. Production and dissipation of turbulent kinetic energy in RANS models . 33 3.4. A two-equation model : The k/ model . 34 4. Large-eddy simulation 39 4.1. Filtering . 39 4.2. Differential filtering . 41 4.3. The space averaged non-isothermal Navier-Stokes equations . 42 4.4. Modelling the residual stress tensor and the residual fluxes . 44 4.5. System of equations for non-isothermal LES . 49 5. Near-wall treatment in turbulence modelling 51 5.1. Fundamentals of turbulent boundary-layer theory .