Narrow Results

A numerical technique is described that can efficiently compute solutions of interface problems. These are problems with data, such as the coefficients of differential equations, discontinuous or even singular across one or more interfaces. A prime example of these problems are optical waveguides, and as such the scheme is applied to Maxwell's equations as they are formulated to describe light confinement in Bragg fibers. It is based on standard finite differences appropriately modified to take into account all possible discontinuities across the waveguide's interfaces due to the change of the refractive index. Second- and fourth-order schemes are described with additional adaptations to handle matrix eigenvalue problems, demanding geometries and defects.

This article deals with quantum hydrodynamic models (QHD) for electronic transport in semiconductor devices. Numerical simulation of ballistic diode and resonant tunneling diode is discussed. Based on overall results, it can be concluded that the considered QHD models have remarkable abilities to express the refinements of electronic transport in nanodevices.

In this paper we present a panoramic view of numerical simulations associated with nonlinear wave equations which appear in different experimental contexts. Mainly, we deal with scalar wave equations, but also the Maxwell equations in nonlinear media are studied. A basic part of this work is devoted to the construction and verification of numerical schemes on a physical basis. The stochastic perturbations of scalar wave equations are especially analyzed by analytical and numerical approaches. Also, other kinds of perturbations are considered, like nonlocal ones. Finally, a summary of promising experimental results from the numerical simulations of the Maxwell system in a nonlinear media is presented.

We study multigrid methods in the context of continuation methods for reaction–diffusion systems, where the Bi-CGSTAB and GMRES methods are used as the relaxation scheme for the V-cycle, W-cycle and full approximation schemes, respectively. In particular, we apply the results of Brown and Walker [1997] to investigate how the GMRES method can be used to solve nearly singular systems that occur in continuation problems. We show that for the sake of switching branches safely, one would rather solve a perturbed problem near bifurcation points. We propose several multigrid-continuation algorithms for curve-tracking in nonlinear elliptic eigenvalue problems. Our numerical results show that the algorithms proposed have the advantage of being robust and easy to implement.

The fractional derivative of order α, with 1 < α ≤ 2 appears in several diffusion problems used in physical and engineering applications. Therefore to obtain highly accurate approximations for this derivative is of great importance. Here, we describe and compare different numerical approximations for the fractional derivative of order 1 < α ≤ 2. These approximations arise mainly from the Grünwald–Letnikov definition and the Caputo definition and they are consistent of order one and two. In the end some numerical examples are given, to compare their performance.

A model is considered for turbulent diffusion which consists of a Riesz space fractional derivative to describe the turbulent phenomenon and also includes advection and classical diffusion. We present a first order explicit numerical method and a second order implicit numerical method to solve our problem and prove convergence results for both methods, including the derivation of stability constraints needed for the explicit numerical method to converge. In the end, to give some insights into the phenomenon of turbulent diffusion described by the Riesz fractional derivative, we show the behavior of the solution when we consider a Gaussian initial condition.

In this paper, we prove the convergence of a numerical scheme for one-dimensional coupled system of nonlinear partial and ordinary integro-differential equations. This system describes the steady-state coupled radiative-conductive heat transfer for a non-grey anisotropically absorbing, emitting and scattering medium, with axial symmetry and nonhomogeneous Dirichlet boundary conditions. The convergence proof follows from monotonicity arguments and the application of a discrete fixed-point problem, involving only to the temperature fields.

New mimetic finite difference discretizations of diffusion problems on unstructured polyhedral meshes with strongly curved (non-planar) faces are developed. The material properties are described by a full tensor. The optimal convergence estimates, the second order for a scalar variable (pressure) and the first order for a vector variable (velocity), are proved.

We consider fully discrete schemes for the one-dimensional linear Schrödinger equation and analyze whether the classical dispersive properties of the continuous model are presented in these approximations. In particular, Strichartz estimates and the local smoothing of the numerical solutions are analyzed. Using a backward Euler approximation of the linear semigroup we introduce a convergent scheme for the nonlinear Schrödinger equation with nonlinearities which cannot be treated by energy methods.

Given a cellular complex, we construct spaces of differential forms which form a complex under the exterior derivative, which is isomorphic to the cochain complex of the cellular complex. The construction applies in particular to subsets of Euclidean space divided into polyhedra, for which it provides, for each k, a space of k-forms with a basis indexed by the set of k-dimensional cells. In the framework of mimetic finite differences, the construction provides a conforming reconstruction operator. The construction requires auxiliary spaces of differential forms on each cell, for which we provide two examples. When the cells are simplexes, the construction can be used to recover the standard mixed finite element spaces also called Whitney forms. We can also recover the dual finite elements previously constructed by A. Buffa and the author on the barycentric refinement of a two-dimensional mesh.

We consider the evolution of a multi-phase system where the motion of the interfaces is driven by anisotropic curvature and some of the phases are subject to volume constraints. The dynamics of the phase boundaries is modeled by a system of Allen–Cahn type equations for phase field variables resulting from a gradient flow of an appropriate Ginzburg–Landau type energy. Several ideas are presented in order to guarantee the additional volume constraints. Numerical algorithms based on explicit finite difference methods are developed, and simulations are performed in order to study local minima of the system energy. Wulff shapes can be recovered, i.e. energy minimizing forms for anisotropic surface energies enclosing a given volume. Further applications range from foam structures or bubble clusters to tessellation problems in two and three space dimensions.

We analyze numerically a forward–backward diffusion equation with a cubic-like diffusion function — emerging in the framework of phase transitions modeling — and its "entropy" formulation determined by considering it as the singular limit of a third-order pseudo-parabolic equation. Precisely, we propose schemes for both the second- and the third-order equations, we discuss the analytical properties of their semi-discrete counterparts and we compare the numerical results in the case of initial data of Riemann type, showing strengths and flaws of the two approaches, the main emphasis being given to the propagation of transition interfaces.

In this paper we study semi-discrete finite difference schemes for the critical Korteweg–de Vries equation (cKdV, which is gKdV for k = 4). We prove that the solutions of the discretized equation (using a two grid algorithm) satisfy dispersive estimates uniformly with respect to the discretization parameter. This implies convergence in a weak sense of the discrete solutions to the solution of the Cauchy problem even for rough L²(ℝ) initial data. We also prove a scattering result for the discrete equation, and show that the discrete scattering function converges to the continuous one. Finally rates of convergence are obtained for the approximation of a semi-linear equation with initial data in H^s, s > 0, yet a similar result remains open for the quasilinear cKdV equation. Our analysis relies essentially on the discrete Fourier transform and standard harmonic analysis on the real line.

Energy-transport equations for the transport of fermions in optical lattices are formally derived from a Boltzmann transport equation with a periodic lattice potential in the diffusive limit. The limit model possesses a formal gradient-flow structure like in the case of the energy-transport equations for semiconductors. At the zeroth-order high-temperature limit, the energy-transport equations reduce to the whole-space logarithmic diffusion equation which has some unphysical properties. Therefore, the first-order expansion is derived and analyzed. The existence of weak solutions to the time-discretized system for the particle and energy densities with periodic boundary conditions is proved. The difficulties are the nonstandard degeneracy and the quadratic gradient term. The main tool of the proof is a result on the strong convergence of the gradients of the approximate solutions. Numerical simulations in one-space dimension show that the particle density converges to a constant steady state if the initial energy density is sufficiently large, otherwise the particle density converges to a nonconstant steady state.

The Direct Transfer Function (DTF) matrix was developed in the framework of the Global Transfer Direct Transfer (GTDT) method of transmission path analysis. This method aims at solving the problem of transmission paths among subsystems from a general N-dimensional linear network, representing a vibro-acoustical model under study. The DTF matrix can be calculated from the Global Transfer Functions (GTFs), which are measurable quantities, and it is built from all the Direct Transfer Functions (DTFs) between subsystem pairs. The DTFs allow to define transmission paths by relating the signals between two network subsystems when the remaining ones become somehow blocked.

In this paper, the role of the DTF matrix as a connectivity matrix is first shown by solving the Helmholtz equation in a two-dimensional grid. The results are compared with those arising from the analysis of the stencils of various numerical methods. Some finite difference and finite element methods have been considered. The connectivity role of the DTF matrix is also elucidated by means of a free field radiation example.

The scalar wave equation in a two-dimensional semi-infinite wave guide is considered. The recently proposed Hagstrom–Warburton (H–W) local high-order absorbing boundary conditions (ABCs), which are based on a modification of the Higdon ABCs, are presented in this context. The P-order ABC involves the free parameters 0 < a_j ≤ 1, for j = 0, 1, …, P, which have to be chosen. The choice a_j = 1 for all j is shown to be satisfactory, in general, although not necessarily optimal. The optimal choice of the parameters is discussed via both theoretical analysis and numerical experiments. In addition, an adaptive scheme which controls the time-varying values of P and a_j is presented and tested.

Finite difference approximations for the convection equation are developed, which exhibit enhanced stability limits for explicit Runge–Kutta integration. Stability limits are increased by adding artificial dissipation terms, which are optimized to yield greatest stable time steps. For the artificial dissipation terms, symmetric finite difference approximations of even-order derivatives are used with differencing stencils equal to the convective stencils. The spatial discretization inclusive of the added dissipation term is shown to be consistent with a first derivative. The formal order of accuracy in space is decreased by one order, while the order of time integration is not affected. As a result, the time step limits of originally stable Runge–Kutta integration is increased, for some combinations of spatial discretization and time integration by a factor of two. Algorithms, which are unstable without damping are stabilized. The dispersion properties of the algorithms are not influenced by the proposed damping terms. Spectral analysis of the algorithms show very low dissipation error for dimensionless wave numbers k Δ x < 0.5. Stability conditions based on von Neumann stability analysis are given for the proposed schemes for explicit Runge–Kutta time integration of orders up to ten.

The propagation of ultrasonic waves is generally studied in homogeneous media, although in certain industrial applications the conditions of propagation differ from the ideal conditions and the predicted results are not valid. This work is focused on the resolution of the Helmholtz equation for the study of the ultrasonic propagation in nonhomogeneous media. In this way, the solution of the Helmholtz equation has been obtained by means of Finite Differences, using a nonconventional scheme that substantially improves the results obtained with other techniques such as standard Finite Differences or Finite Elements. Moreover, it decreases the computational cost in the calculation of the coefficients about 85%. The effects on the ultrasonic echoes in propagation environments with high gradients of propagation's speed have been analyzed by simulation using the method presented, and the results obtained have been experimentally validated through a set of measurements.

A laser-ultrasonic experimental setup was used to study, at a reduced scale, the wave propagation inside and around fluid-filled wells. Simulations tools were also developed and calibrated from comparisons with experimental signals. These tools serve as a connection to realistic scale. A semi-analytical approach, the discrete wave number method was first used to compute signals in a simplified geometrical configuration. This method is fast enough to be used in the identification of the main parameters that describe at best the experimental signals. Then a finite difference scheme was implemented in order to describe accurately the actual well. The two methods describe the attenuation mechanisms by using the Kelvin–Voigt model for the solid and the Maxwell model for the fluid. Comparisons between numerical and experimental waveforms, obtained in the two fundamental elastic configurations: the fast and the slow formations, show very good agreement in arrival times, waveforms and relative amplitudes. This satisfactory result provides insights useful for the recognition and interpretation of wave propagation in complex media. Such is the case of modern sonic-logging technology.

A new high-order local Absorbing Boundary Condition (ABC) has been recently proposed for use on an artificial boundary for time-dependent elastic waves in unbounded domains, in two dimensions. It is based on the stress–velocity formulation of the elastodynamics problem, and on the general Complete Radiation Boundary Condition (CRBC) approach, originally devised by Hagstrom and Warburton in 2009. The work presented here is a sequel to previous work that concentrated on the stability of the scheme; this is the first known high-order ABC for elastodynamics which is long-time stable. Stability was established both theoretically and numerically. The present paper focuses on the accuracy of the scheme. In particular, two accuracy-related issues are investigated. First, the reflection coefficients associated with the new CRBC for different types of incident and reflected elastic waves are analyzed. Second, various choices of computational parameters for the CRBC, and their effect on the accuracy, are discussed. These choices include the optimal coefficients proposed by Hagstrom and Warburton for the acoustic case, and a simplified formula for these coefficients. A finite difference discretization is employed in space and time. Numerical examples are used to experiment with the scheme and demonstrate the above-mentioned accuracy issues.