Abstract: Many mechanics and physics problems have variational formulations making them appropriate for numerical treatment by finite element techniques and efficient iterative methods. This book describes the mathematical background and reviews the techniques for solving problems, including those that require large computations such as transonic flows for compressible fluids and the Navier-Stokes equations for incompressible viscous fluids. Finite element approximations and non-linear relaxation, augmented Lagrangians, and nonlinear least square methods are all covered in detail, as are many applications. "Numerical Methods for Nonlinear Variational Problems," originally published in the Springer Series in Computational Physics, is a classic in applied mathematics and computational physics and engineering. This long-awaited softcover re-edition is still a valuable resource for practitioners in industry and physics and for advanced students.

Abstract: Praise for the First Edition ". . . fills a considerable gap in the numerical analysis literature by providing a self-contained treatment . . . this is an important work written in a clear style . . . warmly recommended to any graduate student or researcher in the field of the numerical solution of partial differential equations." —SIAM Review Time-Dependent Problems and Difference Methods, Second Edition continues to provide guidance for the analysis of difference methods for computing approximate solutions to partial differential equations for time-dependent problems. The book treats differential equations and difference methods with a parallel development, thus achieving a more useful analysis of numerical methods. The Second Edition presents hyperbolic equations in great detail as well as new coverage on second-order systems of wave equations including acoustic waves, elastic waves, and Einstein equations. Compared to first-order hyperbolic systems, initial-boundary value problems for such systems contain new properties that must be taken into account when analyzing stability. Featuring the latest material in partial differential equations with new theorems, examples, and illustrations,Time-Dependent Problems and Difference Methods, Second Edition also includes: High order methods on staggered grids Extended treatment of Summation By Parts operators and their application to second-order derivatives Simplified presentation of certain parts and proofs Time-Dependent Problems and Difference Methods, Second Edition is an ideal reference for physical scientists, engineers, numerical analysts, and mathematical modelers who use numerical experiments to test designs and to predict and investigate physical phenomena. The book is also excellent for graduate-level courses in applied mathematics and scientific computations.

Abstract: In this article we consider finite element methods for approximating the solution of partial differential equations on surfaces. We focus on surface finite elements on triangulated surfaces, implicit surface methods using level set descriptions of the surface, unfitted finite element methods and diffuse interface methods. In order to formulate the methods we present the necessary geometric analysis and, in the context of evolving surfaces, the necessary transport formulae. A wide variety of equations and applications are covered. Some ideas of the numerical analysis are presented along with illustrative numerical examples.

Abstract: In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

Abstract: In the present study, the nonlinear resonant dynamics of a microscale beam is studied numerically. The nonlinear partial differential equation governing the motion of the system is derived based on the modified couple stress theory, employing Hamilton’s principle. In order to take advantage of the available numerical techniques, the Galerkin method along with appropriate eigenfunctions are used to discretize the nonlinear partial differential equation of motion into a set of nonlinear ordinary differential equations with coupled terms. This set of equations is solved numerically by means of the pseudo-arclength continuation technique, which is capable of continuing both the stable and unstable solution branches as well as determining different types of bifurcations. The frequency–response curves of the system are constructed. Moreover, the effect of different system parameters on the resonant dynamic response of the system is investigated.

Abstract: Matrix functions are a central topic of linear algebra, and problems of their numerical approximation appear increasingly often in scientific computing. We review various rational Krylov methods for the computation of large-scale matrix functions. Emphasis is put on the rational Arnoldi method and variants thereof, namely, the extended Krylov subspace method and the shift-and-invert Arnoldi method, but we also discuss the nonorthogonal generalized Leja point (or PAIN) method. The issue of optimal pole selection for rational Krylov methods applied for approximating the resolvent and exponential function, and functions of Markov type, is treated in some detail.

Abstract: The Cahn–Hilliard model is increasingly often being used in combination with the incompressible Navier–Stokes equation to describe unsteady binary fluids in a variety of applications ranging from turbulent two-phase flows to microfluidics. The thickness of the interface between the two bulk fluids and the mobility are the main parameters of the model. For real fluids they are usually too small to be directly used in numerical simulations. Several authors proposed criteria for the proper choice of interface thickness and mobility in order to reach the so-called ‘sharp-interface limit’. In this paper the problem is approached by a formal asymptotic expansion of the governing equations. It is shown that the mobility is an effective parameter to be chosen proportional to the square of the interface thickness. The theoretical results are confirmed by numerical simulations for two prototypal flows, namely capillary waves riding the interface and droplets coalescence. The numerical analysis of two different physical problems confirms the theoretical findings and establishes an optimal relationship between the effective parameters of the model.

Abstract: In this paper, we develop a fourth order method for solving the systems of nonlinear equations. The algorithm is composed of two weighted-Newton steps and requires the information of one function and two first Frechet derivatives. Therefore, for a system of n equations, per iteration it uses n?+?2n 2 evaluations. Computational efficiency is compared with Newton's method and some other recently published methods. Numerical tests are performed, which confirm the theoretical results. From the comparison with known methods it is observed that present method shows good stability and robustness.

Abstract: Evolution equations containing fractional derivatives can provide suitable mathematical models for describing anomalous diffusion and transport dynamics in complex systems that cannot be modeled accurately by normal integer order equations. Recently, researchers have found that many physical processes exhibit fractional order behavior that varies with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider the mobile-immobile advection-dispersion model with the Coimbra variable time fractional derivative which is preferable for modeling dynamical systems and is more efficient from the numerical standpoint. A novel implicit numerical method for the equation is proposed and the stability of the approximation is investigated. As for the convergence of the numerical method, we only consider a special case, i.e., the time fractional derivative is independent of the time variable t. The case where the time fractional derivative depends on both the time variable t and the space variable x will be considered in a future work. Finally, numerical examples are provided to show that the implicit difference approximation is computationally efficient.

Abstract: In this paper, the inter-turn short circuit fault detection in permanent magnet synchronous machines (PMSM) using an open-loop physics-based back electromotive force (EMF) estimator is presented. The back EMF estimator is designed based upon a current mode tracking scheme. The thermal and saturation aspects of the machine are considered in the design of the estimator. The design procedure and stability criteria of the estimator are presented in detail. The fault detection is carried out based on the difference between the estimated back EMF and a reference back EMF. A 0.8 (kW) PMSM is studied experimentally as well as numerically under different inter-turn fault and operational contingencies. The numerical modeling is accomplished by a finite-element-based model coupled with the thermal network and polluted with inter-turn fault. The acceptable agreement between the simulated and experimental result validates the modeling process. The back EMF estimator fault detection system is led to discriminative inter-turn fault signatures in a fraction of second for wide speed range even in the presence of harmonic loads and dynamic eccentricities.

Abstract: An object-oriented MATLAB system is described that extends the capabilities of Chebfun to smooth functions of two variables defined on rectangles. Functions are approximated to essentially machine precision by using iterative Gaussian elimination with complete pivoting to form “chebfun2” objects representing low rank approximations. Operations such as integration, differentiation, function evaluation, and transforms are particularly efficient. Global optimization, the singular value decomposition, and rootfinding are also extended to chebfun2 objects. Numerical applications are presented.

Abstract: A numerical method for nonlinear fractional-order differential equations with constant or time-varying delay is devised. The order here is an arbitrary positive real number, and the differential operator is with the Caputo definition. The general Adams-Bashforth-Moulton method combined with the linear interpolation method is employed to approximate the delayed fractional-order differential equations. Meanwhile, the detailed error analysis for this algorithm is given. In order to compare with the exact analytical solution, a numerical example is provided to illustrate the effectiveness of the proposed method.

Abstract: We present a discontinuous Galerkin method, based on the classical method of Nitsche, for elliptic problems with an immersed boundary representation on a structured grid. In such methods very small elements typically occur at the boundary, leading to breakdown of the discrete coercivity as well as numerical instabilities. In this work we propose a method that avoids using very small elements on the boundary by associating them to a neighboring element with a sufficiently large intersection with the domain. This construction allows us to prove the crucial inverse inequality that leads to a coercive bilinear form and as a consequence we obtain optimal order a priori error estimates. Furthermore, we prove a bound of the condition number of the stiffness matrix. All the results are valid for polynomials of arbitrary order. We also discuss the implementation of the method and present numerical examples in three dimensions.

Abstract: We introduce a Nitsche-based formulation for the finite element discretization of the unilateral contact problem in linear elasticity It features a weak treatment of the non-linear contact conditions through a consistent penalty term Without any additional assumption on the contact set, we can prove theoretically its fully optimal convergence rate in the H1(Ω)-norm for linear finite elements in two dimensions, which is O(h^(1/2+ν)) when the solution lies in H^(3/2+ν)(Ω), 0 < ν ≤ 1/2 An interest of the formulation is that, conversely to Lagrange multiplier-based methods, no other unknown is introduced and no discrete inf-sup condition needs to be satisfied

Abstract: The numerical approximation of parametric partial differential equations is a computational challenge, in particular when the number of involved parameter is large. This paper considers a model class of second order, linear, parametric, elliptic PDEs on a bounded domain D with diffusion coefficients depending on the parameters in an affine manner. For such models, it was shown in (9, 10) that under very weak assumptions on the diffusion coefficients, the entire family of solutions to such equations can be simultaneously approximated in the Hilbert space V = H 1 0 (D) by multivariate sparse polynomials in the parameter vector y with a controlled number N of terms. The convergence rate in terms of N does not depend on the number of parameters in V , which may be arbitrarily large or countably infinite, thereby breaking the curse of dimensionality. However, these approximation results do not describe the concrete construction of these polynomial expansions, and should therefore rather be viewed as benchmark for the convergence analysis of numerical methods. The present paper presents an adaptive numerical algorithm for constructing a sequence of sparse polynomials that is proved to converge toward the solution with the optimal benchmark rate. Numerical experiments are presented in large parameter dimension, which confirm the effectiveness of the adaptive approach. Mathematics Subject Classification. 65N35, 65L10, 35J25.

Abstract: Increasing demand on infrastructures increases attention to shallow soft ground tunneling methods in urbanized areas. Especially in metro tunnel excavations, due to their large diameters, it is important to control the surface settlements observed before and after excavation, which may cause damage to surface structures. In order to solve this problem, earth pressure balance machines (EPBM) and slurry balance machines have been widely used throughout the world. There are numerous empirical, analytical, and numerical analysis methods that can be used to predict surface settlements. But substantially fewer approaches have been developed for artificial neural network-based prediction methods especially in EPBM tunneling. In this study, 18 different parameters have been collected by municipal authorities from field studies pertaining to EPBM operation factors, tunnel geometric properties, and ground properties. The data source has a preprocess phase for the selection of the most effective parameters for surface settlement prediction. This paper focuses on surface settlement prediction using three different methods: artificial neural network (ANN), support vector machines (SVM), and Gaussian processes (GP). The success of the study has decreased the error rate to 13, 12.8, and 9, respectively, which is relatively better than contemporary research.

Abstract: In this paper, a spatial predator-prey model with herd behavior in prey population and quadratic mortality in predator population is investigated. By the linear stability analysis, we obtain the condition for stationary pattern. Moreover, using standard multiple-scale analysis, we establish the amplitude equations for the excited modes, which determine the stability of amplitudes towards uniform and inhomogeneous perturbations. By numerical simulations, we find that the model exhibits complex pattern replication: spotted pattern, stripe pattern, and coexistence of the two. The results may enrich the pattern dynamics in predator-prey models and help us to better understand the dynamics of predator-prey interactions in a real environment.

Abstract: Pade approximation is considered from the point of view of robust methods of numerical linear algebra, in particular, the singular value decomposition. This leads to an algorithm for practical computation that bypasses most problems of solution of nearly-singular systems and spurious pole-zero pairs caused by rounding errors, for which a MATLAB code is provided. The success of this algorithm suggests that there might be variants of Pade approximation that are pointwise convergent as the degrees of the numerator and denominator increase to $\infty$, unlike traditional Pade approximants, which converge only in measure or capacity.

Abstract: The weak Galerkin finite element method is a novel numerical method that was first proposed and analyzed by Wang and Ye (2011) for general second order elliptic problems on triangular meshes. The goal of this paper is to conduct a computational investigation for the weak Galerkin method for various model problems with more general finite element partitions. The numerical results confirm the theory established in Wang and Ye (2011). The results also indicate that the weak Galerkin method is efficient, robust, and reliable in scientific computing.

Abstract: We describe a fluctuating-surface current formulation of radiative heat transfer between bodies of arbitrary shape that exploits efficient and sophisticated techniques from the surface-integral-equation formulation of classical electromagnetic scattering. Unlike previous approaches to nonequilibrium fluctuations that involve scattering matrices---relating ``incoming'' and ``outgoing'' waves from each body---our approach is formulated in terms of ``unknown'' surface currents, laying at the surfaces of the bodies, that need not satisfy any wave equation. We show that our formulation can be applied as a spectral method to obtain fast-converging semianalytical formulas in high-symmetry geometries using specialized spectral bases that conform to the surfaces of the bodies (e.g., Fourier series for planar bodies or spherical harmonics for spherical bodies), and can also be employed as a numerical method by exploiting the generality of surface meshes/grids to obtain results in more complicated geometries (e.g., interleaved bodies as well as bodies with sharp corners). In particular, our formalism allows direct application of the boundary-element method, a robust and powerful numerical implementation of the surface-integral formulation of classical electromagnetism, which we use to obtain results in new geometries, such as the heat transfer between finite slabs, cylinders, and cones.

Abstract: In this paper, we obtain explicit representations of several multivariate functions in the Tensor Train (TT) format and explicit TT-representations of tensors that stem from the tensorization of univariate functions on grids. Previous results contained only estimates on the number of parameters (tensor ranks), and this paper fills this gap by providing explicit low-parametric representations for these functions and tensors.