Abstract: New finite element methods based on Cartesian triangulations are presented for two dimensional elliptic interface problems involving discontinuities in the coefficients. The triangulations in these methods do not need to fit the interfaces. The basis functions in these methods are constructed to satisfy the interface jump conditions either exactly or approximately. Both non-conforming and conforming finite element spaces are considered. Corresponding interpolation functions are proved to be second order accurate in the maximum norm. The conforming finite element method has been shown to be convergent. With Cartesian triangulations, these new methods can be used as finite difference methods. Numerical examples are provided to support the methods and the theoretical analysis.

Abstract: Solving efficiently the wave equations involved in modeling acoustic, elastic or electromagnetic wave propagation remains a challenge both for research and industry. To attack the problems coming from the propagative character of the solution, the author constructs higher-order numerical methods to reduce the size of the meshes, and consequently the time and space stepping, dramatically improving storage and computing times. This book surveys higher-order finite difference methods and develops various mass-lumped finite (also called spectral) element methods for the transient wave equations, and presents the most efficient methods, respecting both accuracy and stability for each sort of problem. A central role is played by the notion of the dispersion relation for analyzing the methods. The last chapter is devoted to unbounded domains which are modeled using perfectly matched layer (PML) techniques. Numerical examples are given.

Abstract: The results of computations with eight explicit finite difference schemes on a suite of one-dimensional and two-dimensional test problems for the Euler equations are presented in various formats. Both dimensionally split and two-dimensional schemes are represented, as are central and upwind-biased methods, and all are at least second-order accurate.

Abstract: A way of using RBF as the basis for PDE’s solvers is presented, its essence being constructing approximate formulas for derivatives discretizations based on RBF interpolants with local supports similar to stencils in finite difference methods. Numerical results for different types of elasticity equations showing reasonable accuracy and good h-convergence properties of the technique are presented. In particular, examples of RBF solution in the case of non-linear Karman-Fopple equations are considered.

Abstract: We consider a problem of computing the electromagnetic field in 3D anisotropic media for electromagnetic logging. The proposed finite-difference scheme for Maxwell equations has the following new features based on some recent and not so recent developments in numerical analysis: coercivity (i.e., the complete discrete analogy of all continuous equations in every grid cell, even for nondiagonal conductivity tensors), a special conductivity averaging that does not require the grid to be small compared to layering or fractures, and a spectrally optimal grid refinement minimizing the error at the receiver locations and optimizing the approximation of the boundary conditions at infinity. All of these features significantly reduce the grid size and accelerate the computation of electromagnetic logs in 3D geometries without sacrificing accuracy.

Abstract: We outline an Eulerian framework for computing the thickness of tissues between two simply connected boundaries that does not require landmark points or parameterizations of either boundary. Thickness is defined as the length of correspondence trajectories, which run from one tissue boundary to the other, and which follow a smooth vector field constructed in the region between the boundaries. A pair of partial differential equations (PDEs) that are guided by this vector field are then solved over this region, and the sum of their solutions yields the thickness of the tissue region. Unlike other approaches, this approach does not require explicit construction of any correspondence trajectories. An efficient, stable, and computationally fast solution to these PDEs is found by careful selection of finite differences according to an up-winding condition. The behavior and performance of our method is demonstrated on two simulations and two magnetic resonance imaging data sets in two and three dimensions. These experiments reveal very good performance and show strong potential for application in tissue thickness visualization and quantification.

Abstract: We consider the enhancement of accuracy, by means of a simple post-processing technique, for finite element approximations to transient hyperbolic equations. The post-processing is a convolution with a kernel whose support has measure of order one in the case of arbitrary unstructured meshes; if the mesh is locally translation invariant, the support of the kernel is a cube whose edges are of size of the order of Δx only. For example, when polynomials of degree k are used in the discontinuous Galerkin (DG) method, and the exact solution is globally smooth, the DG method is of order k+1/2 in the L2-norm, whereas the post-processed approximation is of order 2k + 1; if the exact solution is in L2 only, in which case no order of convergence is available for the DG method, the post-processed approximation converges with order k + 1/2 in L2(Ω0), where Ω0 is a subdomain over which the exact solution is smooth. Numerical results displaying the sharpness of the estimates are presented.

Abstract: In this paper a finite-difference-based lattice Boltzmann method for curvilinear coordinates is proposed in order to improve the computational efficiency and numerical stability of a recent method [R. Mei and W. Shyy, J. Comput. Phys. 143, 426 (1998)] in which the collision term of the Boltzmann Bhatnagar-Gross-Krook equation for discrete velocities is treated implicitly. In the present method, the implicitness of the numerical scheme is removed by introducing a distribution function different from that being used currently. As a result, an explicit finite-difference lattice Boltzmann method for curvilinear coordinates is obtained. The scheme is applied to a two-dimensional Poiseuille flow, an unsteady Couette flow, a lid-driven cavity flow, and a steady flow around a circular cylinder. The numerical results are in good agreement with the results of previous studies. Extensions to other lattice Boltzmann models based on nonuniform meshes are also discussed.

Abstract: This work investigates a high-order numerical method which is suitable for performing large-eddy simulations, particularly those containing wall-bounded regions which are considered on stretched curvilinear meshes. Spatial derivatives are represented by a sixth-order compact approximation that is used in conjunction with a tenth-order non-dispersive filter. The scheme employs a time-implicit approximately factored finite-difference algorithm, and applies Newton-like subiterations to achieve second-order temporal and sixth-order spatial accuracy. Both the Smagorinsky and dynamic subgrid-scale stress models are incorporated in the computations, and are used for comparison along with simulations where no model is employed. Details of the method are summarized, and a series of classic validating computations are performed. These include the decay of compressible isotropic turbulence, turbulent channel flow, and the subsonic flow past a circular cylinder. For each of these cases, it was found that the method was robust and provided an accurate means of describing the flowfield, based upon comparisons with previous existing numerical results and experimental data. Published in 2003 by John Wiley & Sons, Ltd.

Abstract: We have developed a well-behaved and efficient finite difference Poisson–Boltzmann dynamics method with a nonperiodic boundary condition. This is made possible, in part, by a rather fine grid spacing used for the finite difference treatment of the reaction field interaction. The stability is also made possible by a new dielectricmodel that is smooth both over time and over space, an important issue in the application of implicit solvents. In addition, the electrostatic focusing technique facilitates the use of an accurate yet efficient nonperiodic boundary condition: boundary grid potentials computed by the sum of potentials from individual grid charges. Finally, the particle–particle particle–mesh technique is adopted in the computation of the Coulombic interaction to balance accuracy and efficiency in simulations of large biomolecules. Preliminary testing shows that the nonperiodic Poisson–Boltzmann dynamics method is numerically stable in trajectories at least 4 ns long. The new model is also fairly efficient: it is comparable to that of the pairwise generalized Born solventmodel, making it a strong candidate for dynamics simulations of biomolecules in dilute aqueous solutions. Note that the current treatment of total electrostaticinteractions is with no cutoff, which is important for simulations of biomolecules. Rigorous treatment of the Debye–Huckel screening is also possible within the Poisson–Boltzmann framework: its importance is demonstrated by a simulation of a highly charged protein.

Abstract: This work is focused on the steady-state, hydromagnetic forced convective boundary-layer flow of an incompressible Newtonian, electrically-conducting and heat-generating/absorbing fluid over a non-isothermal wedge in the presence of thermal radiation effects. The wedge surface is assumed permeable so as to allow for possible wall suction or injection. Also included in the model are the effects of viscous dissipation, Joule heating and stress work. The governing partial differential equations for this investigation are derived and transformed using a non-similarity transformation. In deriving the governing equations, a temperature-dependent heat source or sink term is employed and the Rossland approximation for the thermal radiation term is assumed to be valid. The obtained non-similar equations are solved numerically by an implicit, iterative, tri-diagonal finite-difference method. Comparisons with previously published work on various special cases of the problem are performed and the results are found to be in excellent agreement. Numerical results for the velocity and temperature profiles for a prescribed magnetic parameter as well as the development of the local skin-friction coefficient and local Nusselt number with the magnetic parameter are presented graphically and discussed. This is done in order to elucidate the influence of the various parameters involved in the problem on the solution.

Abstract: A mathematical model to describe the detailed three-dimensional transient heat transfer process in friction stir welding (FSW) is presented. This work is both theoretical and experimental. An explicit central differential scheme is used in solving the control equations, the heat transfer phenomena during the tool penetrating, the welding and the tool-removing periods that are studied dynamically. The heat input from the tool shoulder is modelled as a frictional heat and the heat from the tool pin is modelled as a uniform volumetric heat generated by the plastic deformation near the pin. The temperature variation during the welding is also measured to validate the calculated results. The calculated results are in good agreement with the experimental data.

Abstract: A coupled system of two singularly perturbed linear reaction-diffusion two-point boundary value problems is examined. The leading term of each equation is multiplied by a small positive parameter, but these parameters may have different magnitudes. The solutions to the system have boundary layers that overlap and interact. The structure of these layers is analysed, and this leads to the construction of a piecewise-uniform mesh that is a variant of the usual Shishkin mesh. On this mesh central differencing is proved to be almost first-order accurate, uniformly in both small parameters. Supporting numerical results are presented for a test problem.

Abstract: This paper investigates the accurate numerical solution of the equations governing bed-load sediment transport. Two approaches: a steady and an unsteady approach are discussed and five different formulations within these frameworks are derived. A flux-limited version of Roe's scheme is used with the different formulations on a channel test problem and the results compared.

Abstract: We suggest a pseudospectral method for solving the three-dimensional time-dependent Gross–Pitaevskii (GP) equation, and use it to study the resonance dynamics of a trapped Bose–Einstein condensate induced by a periodic variation in the atomic scattering length. When the frequency of oscillation of the scattering length is an even multiple of one of the trapping frequencies along the x, y or z direction, the corresponding size of the condensate executes resonant oscillation. Using the concept of the differentiation matrix, the partial-differential GP equation is reduced to a set of coupled ordinary differential equations, which is solved by a fourth-order adaptive step-size control Runge–Kutta method. The pseudospectral method is contrasted with the finite-difference method for the same problem, where the time evolution is performed by the Crank–Nicholson algorithm. The latter method is illustrated to be more suitable for a three-dimensional standing-wave optical-lattice trapping potential.

Abstract: Continuous Media.- The Finite Difference Method.- The Finite Element Method.- Elements of Numerical Algorithms.- Phase Transformations.- Deformation of Solids.- Incompressible Fluid Flow.- Inverse Methods.- Stochastic Methods.- Appendices.

Abstract: A nonlinear modal analysis approach based on the invariant manifoldmethod proposed earlier by Boivin et al. [10] is applied in this paperto perform the dynamic analysis of a micro switch. The micro switch ismodeled as a clamped-clamped microbeam subjected to a transverseelectrostatic force. Two kinds of nonlinearities are encountered in thenonlinear system: geometric nonlinearity of the microbeam associatedwith large deflection, and nonlinear coupling between two energydomains. Using Galerkin method, the nonlinear partial differentialgoverning equation is decoupled into a set of nonlinear ordinarydifferential equations. Based on the invariant manifold method, theassociated nonlinear modal shapes, and modal motion governing equationsare obtained. The equation of motion restricted to these manifolds,which provide the dynamics of the associated normal modes, are solved bythe approach of nonlinear normal forms. Nonlinearities and the pull-inphenomena are examined. The numerical results are compared with thoseobtained from the finite difference method. The estimate for the pull-involtage of the micro device is also presented.

Abstract: This paper proves the convergence of the ghost fluid method for second order elliptic partial differential equations with interfacial jumps. A weak formulation of the problem is first presented, which then yields the existence and uniqueness of a solution to the problem by classical methods. It is shown that the application of the ghost fluid method by Fedkiw, Kang, and Liu to this problem can be obtained in a natural way through discretization of the weak formulation. An abstract framework is given for proving the convergence of finite difference methods derived from a weak problem, and as a consequence, the ghost fluid method is proved to be convergent.

Abstract: A model of transverse piano string vibration, second order in time, which models frequency-dependent loss and dispersion effects is presented here. This model has many desirable properties, in particular that it can be written as a well-posed initial-boundary value problem (permitting stable finite difference schemes) and that it may be directly related to a digital waveguide model, a digital filter-based algorithm which can be used for musical sound synthesis. Techniques for the extraction of model parameters from experimental data over the full range of the grand piano are discussed, as is the link between the model parameters and the filter responses in a digital waveguide. Simulations are performed. Finally, the waveguide model is extended to the case of several coupled strings.

Abstract: A technique derived from two related methods suggested earlier by some of the authors for optimization of finite-difference grids and absorbing boundary conditions is applied to discretization of perfectly matched layer (PML) absorbing boundary conditions for wave equations in Cartesian coordinates. We formulate simple sufficient conditions for optimality and implement them. It is found that the minimal error can be achieved using pure imaginary coordinate stretching. As such, the PML discretization is algebraically equivalent to the rational approximation of the square root on [0,1] conventionally used for approximate absorbing boundary conditions. We present optimal solutions for two cost functions, with exponential (and exponential of the square root) rates of convergence with respect to the number of the discrete PML layers using a second order finite-difference scheme with optimal grids. Results of numerical calculations are presented.

Abstract: We consider the finite-difference space semi-discretization of a locally damped wave equation, the damping being supported in a suitable subset of the domain under consideration, so that the energy of solutions of the damped wave equation decays exponentially to zero as time goes to infinity. The decay rate of the semi-discrete systems turns out to depend on the mesh size h of the discretization and tends to zero as h goes to zero. We prove that adding a suitable vanishing numerical viscosity term leads to a uniform (with respect to the mesh size) exponential decay of the energy of solutions. This numerical viscosity term damps out the high frequency numerical spurious oscillations while the convergence of the scheme towards the original damped wave equation is kept. We discuss this problem in 1D and 2D in the interval and the square respectively. Our method of proof relies on discrete multiplier techniques.

Abstract: In this paper the MHD of a Non-Newtonian unsteady flow of an incompressible fluid under the effect of couple stresses and a uniform external magnetic field is analysed by using the Eyring Powell model. In the first approximation the solution is obtained by using the Mathematica computational program with assuming a pulsatile pressure gradient in the direction of the motion. In the second order approximation a numerical solution of the non-linear partial differential equation is obtained by using a finite difference method. The effects of different parameters are discussed with the help of graphs in the two cases.

Abstract: A parallel production code, SCOPE2, has been developed for advanced calculations in the reactor core design of PWRs. In SCOPE2, the multi-group diffusion and/or SP3 transport equations are solved by the Red/Black iterative method within the framework of the finite difference method or the advanced nodal method without non-linear iterations. The effects due to pin-cell homogenization are taken into account by using the SPH factors. In this paper, calculation methods needed for fast computation are derived including efficient response matrix formulation of the nodal-SP3 method, an analytic solution of the flux moments in the nodal-SP3 transport equations, and coarse-group coarse-mesh diffusion acceleration method. It was found that the present pin-by-pin nodal-SP3 method was more accurate than the finite difference SP3 method with a small additional computational cost in the same meshing scheme. Tracking calculations of a commercial PWR plant by SCOPE2 revealed that the present model accurately predicted th...

Abstract: A fourth order finite difference method is presented for the 2D unsteady viscous incompressible Boussinesq equations in vorticity-stream function formulation. The method is especially suitable for moderate to large Reynolds number flows. The momentum equation is discretized by a compact fourth order scheme with the no-slip boundary condition enforced using a local vorticity boundary condition. Fourth order long-stencil discretizations are used for the temperature transport equation with one-sided extrapolation applied near the boundary. The time stepping scheme for both equations is classical fourth order Runge–Kutta. The method is highly efficient. The main computation consists of the solution of two Poisson-like equations at each Runge–Kutta time stage for which standard FFT based fast Poisson solvers are used. An example of Lorenz flow is presented, in which the full fourth order accuracy is checked. The numerical simulation of a strong shear flow induced by a temperature jump, is resolved by two perfectly matching resolutions. Additionally, we present benchmark quality simulations of a differentially-heated cavity problem. This flow was the focus of a special session at the first MIT conference on Computational Fluid and Solid Mechanics in June 2001.