An Optimization Method in Inverse Elastic Scattering for One-Dimensional Grating Profiles

Consider the inverse diffraction problem to determine a two-dimensional periodic structure from scattered elastic waves measured above the structure. We formulate the inverse problem as a least squares optimization problem, following the two-step algorithm by G. Bruckner and J. Elschner [Inverse Probl., 19 (2003), 315–329] for electromagnetic diffraction gratings. Such a method is based on the Kirsch-Kress optimization scheme and consists of two parts: a linear severely ill-posed problem and a nonlinear well-posed one. We apply this method to both smooth (C²) and piecewise linear gratings for the Dirichlet boundary value problem of the Navier equation. Numerical reconstructions from exact and noisy data illustrate the feasibility of the method.     

A Bilinear Immersed Finite Volume Element Method for the Diffusion Equation with Discontinuous Coefficient

This paper is to present a finite volume element (FVE) method based on the bilinear immersed finite element (IFE) for solving the boundary value problems of the diffusion equation with a discontinuous coefficient (interface problem). This method possesses the usual FVE method's local conservation property and can use a structured mesh or even the Cartesian mesh to solve a boundary value problem whose coefficient has discontinuity along piecewise smooth nontrivial curves. Numerical examples are provided to demonstrate features of this method. In particular, this method can produce a numerical solution to an interface problem with the usual O(h²) (in L² norm) and O(h) (in H¹ norm) convergence rates.     

An Iterative Discontinuous Galerkin Method for Solving the Nonlinear Poisson Boltzmann Equation

An iterative discontinuous Galerkin (DG) method is proposed to solve the nonlinear Poisson Boltzmann (PB) equation. We first identify a function space in which the solution of the nonlinear PB equation is iteratively approximated through a series of linear PB equations, while an appropriate initial guess and a suitable iterative parameter are selected so that the solutions of linear PB equations are monotone within the identified solution space. For the spatial discretization we apply the direct discontinuous Galerkin method to those linear PB equations. More precisely, we use one initial guess when the Debye parameter λ=O(1), and a special initial guess for λ≪1 to ensure convergence. The iterative parameter is carefully chosen to guarantee the existence, uniqueness, and convergence of the iteration. In particular, iteration steps can be reduced for a variable iterative parameter. Both one and two-dimensional numerical results are carried out to demonstrate both accuracy and capacity of the iterative DG method for both cases of λ=O(1) and λ≪1. The (m+1)th order of accuracy for L² and mth order of accuracy for H¹for P^m elements are numerically obtained.     

Central Discontinuous Galerkin Methods for the Generalized Korteweg-de Vries Equation

In this paper, we develop central discontinuous Galerkin (CDG) finite element methods for solving the generalized Korteweg-de Vries (KdV) equations in one dimension. Unlike traditional discontinuous Galerkin (DG) method, the CDG methods evolve two approximate solutions defined on overlapping cells and thus do not need numerical fluxes on the cell interfaces. Several CDG schemes are constructed, including the dissipative and non-dissipative versions. L²error estimates are established for the linear and nonlinear equation using several projections for different parameter choices. Although we can not provide optimal a priori error estimate, numerical examples show that our scheme attains the optimal (k+1)-th order of accuracy when using piecewise k-th degree polynomials for many cases.     

Weak Galerkin and Continuous Galerkin Coupled Finite Element Methods for the Stokes-Darcy Interface Problem

We consider a model of coupled free and porous media flow governed by Stokes equation and Darcy's law with the Beavers-Joseph-Saffman interface condition. In this paper, we propose a new numerical approach for the Stokes-Darcy system. The approach employs the classical finite element method for the Darcy region and the weak Galerkin finite element method for the Stokes region. We construct corresponding discrete scheme and prove its well-posedness. The estimates for the corresponding numerical approximation are derived. Finally, we present some numerical experiments to validate the efficiency of the approach for solving this problem.     

Pseudostress-Based Mixed Finite Element Methods for the Stokes Problem in Rn with Dirichlet Boundary Conditions I: A Priori Error Analysis

We consider a non-standard mixed method for the Stokes problem in Rⁿ, n∈{2,3}, with Dirichlet boundary conditions, in which, after using the incompressibility condition to eliminate the pressure, the pseudostress tensor σ and the velocity vectorubecome the only unknowns. Then, we apply the Babuška-Brezzi theory to prove the well-posedness of the corresponding continuous and discrete formulations. In particular, we show that Raviart-Thomas elements of order k≥0 for σ and piecewise polynomials of degree k foruensure unique solvability and stability of the associated Galerkin scheme. In addition, we introduce and analyze an augmented approach for our pseudostress-velocity formulation. The methodology employed is based on the introduction of the Galerkin least-squares type terms arising from the constitutive and equilibrium equations, and the Dirichlet boundary condition for the velocity, all of them multiplied by suitable stabilization parameters. We show that these parameters can be chosen so that the resulting augmented variational formulation is defined by a strongly coercive bilinear form, whence the associated Galerkin scheme becomes well posed for any choice of finite element subspaces. For instance, Raviart-Thomas elements of order k≥0 for σ and continuous piecewise polynomials of degree k+1 forubecome a feasible choice in this case. Finally, become a feasible choice in this case. Finally, extensive numerical experiments illustrating the good performance of the methods and comparing them with other procedures available in the literature, are provided.     

A Sparse Grid Discrete Ordinate Discontinuous Galerkin Method for the Radiative Transfer Equation

The radiative transfer equation is a fundamental equation in transport theory and applications, which is a 5-dimensional PDE in the stationary one-velocity case, leading to great difficulties in numerical simulation. To tackle this bottleneck, we first use the discrete ordinate technique to discretize the scattering term, an integral with respect to the angular variables, resulting in a semi-discrete hyperbolic system. Then, we make the spatial discretization by means of the discontinuous Galerkin (DG) method combined with the sparse grid method. The final linear system is solved by the block Gauss-Seidal iteration method. The computational complexity and error analysis are developed in detail, which show the new method is more efficient than the original discrete ordinate DG method. A series of numerical results are performed to validate the convergence behavior and effectiveness of the proposed method.     

Weak Galerkin Method for Second-Order Elliptic Equations with Newton Boundary Condition

The weak Galerkin (WG) method is a nonconforming numerical method for solving partial differential equations. In this paper, we introduce the WG method for elliptic equations with Newton boundary condition in bounded domains. The Newton boundary condition is a nonlinear boundary condition arising from science and engineering applications. We prove the well-posedness of the WG scheme by the monotone operator theory and the embedding inequality of weak finite element functions. The error estimates are derived. Numerical experiments are presented to verify the theoretical analysis.     

Particle Collisions in a Lumped Particle Model

This paper presents an extension of the lumped particle model in [1] to include the effects of particle collisions. The lumped particle model is a flexible framework for the modeling of particle laden flows, that takes into account fundamental features, including advection, diffusion and dispersion of the particles. In this paper, we transform a binary collision model and concepts from kinetic theory into a collision procedure for the lumped particle framework. We apply this new collision procedure to investigate numerically the role of particle collisions in the hindered settling effect. The hindered settling effect is characterized by an increase in the effective drag coefficient C_D that influences each particle in the flow. This coefficient is given by C_D =(1−φ)⁻ⁿC^∗_D, where φ is the volume fraction of particles, C^∗_Dis the drag coefficient for a single particle, and n ≃ 4.67 for creeping flow. We obtain an approximation for CD/C^∗_Dby calculating the effective work done by collisions, and comparing that to the work done by the drag force. In our numerical experiments, we observe a minimal value of n = 3.0. Moreover, by allowing high energy dissipation, an approximation for the classical value for creeping flow, n = 4.7, is reproduced. We also obtain high values for n, up to n=6.5, which is consistent with recent physical experiments on the sedimentation of sand grains.     

Local Discontinuous Galerkin Methods for the Degasperis-Procesi Equation

In this paper, we develop, analyze and test local discontinuous Galerkin (LDG) methods for solving the Degasperis-Procesi equation which contains nonlinear high order derivatives, and possibly discontinuous or sharp transition solutions. The LDG method has the flexibility for arbitrary hand p adaptivity. We prove the L²stability for general solutions. The proof of the total variation stability of the schemes for the piecewise constant P⁰case is also given. The numerical simulation results for different types of solutions of the nonlinear Degasperis-Procesi equation are provided to illustrate the accuracy and capability of the LDG method.     

An Adaptive Moving Mesh Discontinuous Galerkin Method for the Radiative Transfer Equation

The radiative transfer equation models the interaction of radiation with scattering and absorbing media and has important applications in various fields in science and engineering. It is an integro-differential equation involving time, frequency, space and angular variables and contains an integral term in angular directions while being hyperbolic in space. The challenges for its numerical solution include the needs to handle with its high dimensionality, the presence of the integral term, and the development of discontinuities and sharp layers in its solution along spatial directions. Its numerical solution is studied in this paper using an adaptive moving mesh discontinuous Galerkin method for spatial discretization together with the discrete ordinate method for angular discretization. The former employs a dynamic mesh adaptation strategy based on moving mesh partial differential equations to improve computational accuracy and efficiency. Its mesh adaptation ability, accuracy, and efficiency are demonstrated in a selection of one- and two-dimensional numerical examples.     

A Boundary element method based on cauchy integrals for some linear quadratic boundary control problems on a circle

For certain types of elliptic boundary control problems, the boundary element method has considerable advantage over the traditional finite element or finite difference methods because of the reduction of dimensionality in computations. In this paper we examine a variant of such boundary integral methods based on Cauchy integrals. The cost functional here contains only finitely many quadratic terms related to sensory data at those finite interior points. We see that the numerical efficiency of this approach hinges largely on the complexity of the inverse of a certain boundary integral operator. In the case of a circle, such an inverse is readily obtainable and entire computations require only a small effort to yield useful numerical information about the optimal control. Other general situations are also discussed.     

Exact Boundary Conditions for Periodic Waveguides Containing a Local Perturbation

We consider the solution of the Helmholtz equation −∆u(x)−n(x)²ω²u(x) = f(x), x = (x,y), in a domain Ω which is infinite in x and bounded in y. We assume that f(x) is supported in Ω⁰ := {x ∈ Ω |a⁻ < x < a⁺} and that n(x) is x-periodic in Ω\Ω⁰. We show how to obtain exact boundary conditions on the vertical segments, Γ⁻ := {x ∈ Ω |x = a⁻} and Γ⁺ := {x ∈ Ω |x = a⁺}, that will enable us to find the solution on Ω⁰ ∪Γ⁺ ∪Γ⁻. Then the solution can be extended in Ω in a straightforward manner from the values on Γ⁻ and Γ⁺. The exact boundary conditions as well as the extension operators are computed by solving local problems on a single periodicity cell.     

A Highly Scalable Boundary Integral Equation and Walk-on-Spheres (BIE-WOS) Method for the Laplace Equation with Dirichlet Data

In this paper, we study a highly scalable communication-free parallel domain boundary decomposition algorithm for the Laplace equation based on a hybrid method combining boundary integral equations and walk-on-spheres (BIE-WOS) method, which provides a numerical approximation of the Dirichlet-to-Neumann (DtN) mapping for the Laplace equation. The BIE-WOS is a local method on the boundary of the domain and does not require a structured mesh, and only needs a covering of the domain boundary by patches and a local mesh for each patch for a local BIE. A new version of the BIE-WOS method with second kind integral equations is introduced for better error controls. The effect of errors from the Feynman-Kac formula based path integral WOS method on the overall accuracy of the BIE-WOS method is analyzed for the BIEs, especially in the calculation of the right hand sides of the BIEs. For the special case of flat patches, it is shown that the second kind integral equation of BIE-WOS method can be simplified where the local BIE solutions can be given in closed forms. A key advantage of the parallel BIE-WOS method is the absence of communications during the computation of the DtN mapping on individual patches of the boundary, resulting in a complete independent computation using a large number of cluster nodes. In addition, the BIE-WOS has an intrinsic capability of fault tolerance for exascale computations. The nearly linear scalability of the parallel BIE-WOS method on a large-scale cluster with 6400 CPU cores is verified for computing the DtN mapping of exterior Laplace problems with Dirichlet data for several domains.     

An Energy Regularization for Cauchy Problems of Laplace Equation in Annulus Domain

Detecting corrosion by electrical field can be modeled by a Cauchy problem of Laplace equation in annulus domain under the assumption that the thickness of the pipe is relatively small compared with the radius of the pipe. The interior surface of the pipe is inaccessible and the nondestructive detection is solely based on measurements from the outer layer. The Cauchy problem for an elliptic equation is a typical ill-posed problem whose solution does not depend continuously on the boundary data. In this work, we assume that the measurements are available on the whole outer boundary on an annulus domain. By imposing reasonable assumptions, the theoretical goal here is to derive the stabilities of the Cauchy solutions and an energy regularization method. Relationship between the proposed energy regularization method and the Tikhonov regularization with Morozov principle is also given. A novel numerical algorithm is proposed and numerical examples are given.     

Distributed optimal control of viscous Burgers' equation via a high-order,linearization, integral,nodal discontinuous Gegenbauer-Galerkin method

We developed a novel direct optimization method to solve distributed optimal control of viscous Burgers' equation over a finite-time horizon by minimizing the distance between the state function and a desired target state profile along with the energy of the control. Through a novel linearization strategy, well-conditioned integral reformulations, optimal Gegenbauer barycentric quadratures, and nodal discontinuous Galerkin discretizations, the method reduces such optimal control problems into finite-dimensional, nonlinear programming problems subject to linear algebraic system of equations and discrete mixed path inequality constraints that can be solved easily using standard optimization software. The proposed method produces “an auxiliary control function” that provides a useful model to explicitly define the optimal controller of the state variable. We present an error analysis of the semidiscretization and full discretization of the weak form of the reduced equality constraint system equations to demonstrate the exponential convergence of the method. The accuracy of the proposed method is examined using two numerical examples for various target state functions in the existence/absence of control bounds. The proposed method is exponentially convergent in both space and time, thus producing highly accurate approximations using a significantly small number of collocation points.     

A High Frequency Boundary Element Method for Scattering by Convex Polygons with Impedance Boundary Conditions

We consider scattering of a time harmonic incident plane wave by a convex polygon with piecewise constant impedance boundary conditions. Standard finite or boundary element methods require the number of degrees of freedom to grow at least linearly with respect to the frequency of the incident wave in order to maintain accuracy. Extending earlier work by Chandler-Wilde and Langdon for the sound soft problem, we propose a novel Galerkin boundary element method, with the approximation space consisting of the products of plane waves with piecewise polynomials supported on a graded mesh with smaller elements closer to the corners of the polygon. Theoretical analysis and numerical results suggest that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency of the incident wave.     

Fast Multipole Accelerated Boundary Integral Equation Method for Evaluating the Stress Field Associated with Dislocations in a Finite Medium

In this paper, we develop an efficient numerical method based on the boundary integral equation formulation and new version of fast multipole method to solve the boundary value problem for the stress field associated with dislocations in a finite medium. Numerical examples are presented to examine the influence from material boundaries on dislocations.     

On Time-Splitting Pseudospectral Discretization for Nonlinear Klein-Gordon Equation in Nonrelativistic Limit Regime

In this work, we are concerned with a time-splitting Fourier pseudospectral (TSFP) discretization for the Klein-Gordon (KG) equation, involving a dimensionless parameter ε∈(0,1]. In the nonrelativistic limit regime, the small ε produces high oscillations in exact solutions with wavelength of O(ε²) in time. The key idea behind the TSFP is to apply a time-splitting integrator to an equivalent first-order system in time, with both the nonlinear and linear subproblems exactly integrable in time and, respectively, Fourier frequency spaces. The method is fully explicit and time reversible. Moreover, we establish rigorously the optimal error bounds of a second-order TSFP for fixed ε = O(1), thanks to an observation that the scheme coincides with a type of trigonometric integrator. As the second task, numerical studies are carried out, with special efforts made to applying the TSFP in the nonrelativistic limit regime, which are geared towards understanding its temporal resolution capacity and meshing strategy for O(ε²)-oscillatory solutions when 0 < ε ≪ 1. It suggests that the method has uniform spectral accuracy in space, and an asymptotic O(ε⁻²∆t²) temporal discretization error bound (∆t refers to time step). On the other hand, the temporal error bounds for most trigonometric integrators, such as the well-established Gautschi-type integrator in [6], are O(ε⁻⁴∆t²). Thus, our method offers much better approximations than the Gautschi-type integrator in the highly oscillatory regime. These results, either rigorous or numerical, are valid for a splitting scheme applied to the classical relativistic NLS reformulation as well.     

Numerical Study on Viscous Fingering Using Electric Fields in a Hele-Shaw Cell

We investigate the nonlinear dynamics of a moving interface in a Hele-Shaw cell subject to an in-plane applied electric field. We develop a spectrally accurate numerical method for solving a coupled integral equation system. Although the stiffness due to the high order spatial derivatives can be removed using a small scale decomposition technique, the long-time simulation is still expensive since the evolving velocity of the interface drops dramatically as the interface expands. We remove this physically imposed stiffness by employing a rescaling scheme, which accelerates the slow dynamics and reduces the computational cost. Our nonlinear results reveal that positive currents restrain finger ramification and promote the overall stabilization of patterns. On the other hand, negative currents make the interface more unstable and lead to the formation of thin tail structures connecting the fingers and a small inner region. When no fluid is injected, and a negative current is utilized, the interface tends to approach the origin and break up into several drops. We investigate the temporal evolution of the smallest distance between the interface and the origin and find that it obeys an algebraic law $(t_∗−t)^b,$ where $t_∗$ is the estimated pinch-off time.