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Results for “Initial-boundary value problem”

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At least 19 records

On the stability of Galerkin methods for initial-boundary value problems for hyperbolic systems

The stability of approximating the solution of mixed initial-boundary value problems for hyperbolic systems by semidiscrete Galerkin methods is studied. It is shown that a particular straightforward Galerkin method yields an unstable approximation, and that this numerical instability is caused by an improper treatment of the boundary. Stable schemes are then presented, one of which differs from the unstable scheme only insofar as the treatment of the boundary is concerned. These stable schemes make use of a particular matrix which symmetrizes the differential system. It is therefore shown that the use of this matrix is crucial to the stability of the computations as well as for obtaining a priori bounds on the energy of the continuous system. This symmetrizing matrix is also related to the diagonalizing matrix for the system of hyperbolic equations and to the Liapunov matrix for the system of ordinary differential equations resulting from the application of Galerkin's method.

Gunzburger, M. D.↗

New stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = Au sub x + Bu + f in the quarter plane x greater than or equal to 0, t greater than or equal to 0. The criteria are used to easily establish stability for numerous combinations of well known basic schemes and boundary conditions, thus generalizing many special cases studied in the recent literature. A number of examples are examined, including the unitary unconditionally stable Crank-Nicholson scheme and an almost-dissipative unconditionally stable backward Euler scheme.

Goldberg, M.↗

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided in this paper for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter plane x or = 0, t or = 0. Using the new criteria, stability is easily established for numerous combinations of well known basic schemes and boundary conditions, thus generalizing many special cases studied in recent literature.

Goldberg, M.↗

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided in this paper for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter plane x or = 0, t or = 0. Using the new criteria, stability is easily established for numerous combinations of well known basic schemes and boundary conditins, thus generalizing many special cases studied in recent literature.

Goldberg, M.↗

Evolution of solar magnetic fields - A new approach to MHD initial-boundary value problems by the method of nearcharacteristics

A method of analysis for the MHD initial-boundary problem is presented in which the model's formulation is based on the method of nearcharacteristics developed by Werner (1968) and modified by Shin and Kot (1978). With this method, the physical causality relationship can be traced from the perturbation to the response as in the method of characteristics, while achieving the advantage of a considerable reduction in mathematical procedures. The method offers the advantage of examining not only the evolution of nonforce free fields, but also the changes of physical conditions in the atmosphere accompanying the evolution of magnetic fields. The physical validity of the method is demonstrated with examples, and their significance in interpreting observations is discussed.

Nakagawa, Y.↗

Generalized Du Fort-Frankel methods for parabolic initial-boundary value problems

The Du Fort-Frankel difference scheme is generalized to difference operators of arbitrary high order accuracy in space and to arbitrary order of the parabolic differential operator. Spectral methods can also be used to approximate the spatial part of the differential operator. The scheme is explicit, and it is unconditionally stable for the initial value problem. Stable boundary conditions are given for two different fourth order accurate space approximations.

Gottlieb, D.↗

On some problems in a theory of thermally and mechanically interacting continuous media

Using a linearized theory of thermally and mechanically interacting mixture of linear elastic solid and viscous fluid, we derive a fundamental relation in an integral form called a reciprocity relation. This reciprocity relation relates the solution of one initial-boundary value problem with a given set of initial and boundary data to the solution of a second initial-boundary value problem corresponding to a different initial and boundary data for a given interacting mixture. From this general integral relation, reciprocity relations are derived for a heat-conducting linear elastic solid, and for a heat-conducting viscous fluid. An initial-boundary value problem is posed and solved for the mixture of linear elastic solid and viscous fluid. With the aid of the Laplace transform and the contour integration, a real integral representation for the displacement of the solid constituent is obtained as one of the principal results of the analysis.

Lee, Y. M.↗

On the solution of the generalized wave and generalized sine-Gordon equations

The generalized wave equation and generalized sine-Gordon equations are known to be natural multidimensional differential geometric generalizations of the classical two-dimensional versions. In this paper, a system of linear differential equations is associated with these equations, and it is shown how the direct and inverse problems can be solved for appropriately decaying data on suitable lines. An initial-boundary value problem is solved for these equations.

Ablowitz, M. J.↗

A fast semi-implicit algorithm for problems of mixed type

Certain physical processes are modeled by partial differential equations which are parabolic over part of the domain and elliptic over the remainder. A family of semi-implicit algorithms which are well suited to initial-boundary value problems of this mixed type is discussed. One important feature of these algorithms is the use of an approximate inverse for the solution of the implicit linear system. A strong error analysis results in an estimate of the total error as a function of approximate inverse error e and time step h.

Frederickson, P. O.↗

A reciprocal theorem for a mixture theory

A dynamic reciprocal theorem for a linearized theory of interacting media is developed. The constituents of the mixture are a linear elastic solid and a linearly viscous fluid. In addition to Steel's field equations, boundary conditions and inequalities on the material constants that have been shown by Atkin, Chadwick and Steel to be sufficient to guarantee uniqueness of solution to initial-boundary value problems are used. The elements of the theory are given and two different boundary value problems are considered. The reciprocal theorem is derived with the aid of the Laplace transform and the divergence theorem and this section is concluded with a discussion of the special cases which arise when one of the constituents of the mixture is absent.

Martin, C. J.↗

A highly stable explicit integration technique for computational continuum mechanics

A user-oriented subroutine package is built around a highly stable explicit integration algorithm for solution of large order systems of ordinary differential equations, as result from discretization of initial-boundary value problems in continuum mechanics. Fast and accurate solutions, for problems in laminar and turbulent, two and three-dimensional viscous flow fields and multi-dimensional transient heat transfer, are presented using this algorithm, as embodied within a general purpose finite element computer program.

Baker, A. J.↗

A reciprocal theorem for a mixture of interacting continuous media

Using a linearized theory of interacting continuous media composed of linear elastic solid and linear viscous fluid, a reciprocal theorem is derived which relates the solution of one initial-boundary value problem to another. As an illustration of the reciprocal theorem, we obtain the early time displacement and velocity field of a mixture occupying an infinite region and subjected to an impulsively applied moving point load acting on the solid constituent.

Lee, Y. M.↗

A high order accurate finite element algorithm for high Reynolds number flow prediction

A Galerkin-weighted residuals formulation is employed to establish an implicit finite element solution algorithm for generally nonlinear initial-boundary value problems. Solution accuracy, and convergence rate with discretization refinement, are quantized in several error norms, by a systematic study of numerical solutions to several nonlinear parabolic and a hyperbolic partial differential equation characteristic of the equations governing fluid flows. Solutions are generated using selective linear, quadratic and cubic basis functions. Richardson extrapolation is employed to generate a higher-order accurate solution to facilitate isolation of truncation error in all norms. Extension of the mathematical theory underlying accuracy and convergence concepts for linear elliptic equations is predicted for equations characteristic of laminar and turbulent fluid flows at nonmodest Reynolds number. The nondiagonal initial-value matrix structure introduced by the finite element theory is determined intrinsic to improved solution accuracy and convergence. A factored Jacobian iteration algorithm is derived and evaluated to yield a consequential reduction in both computer storage and execution CPU requirements while retaining solution accuracy.

Baker, A. J.↗

Accuracy and convergence of a finite element algorithm for laminar boundary layer flow

The Galerkin-weighted residuals formulation is employed to derive an implicit finite element solution algorithm for a generally non-linear initial-boundary value problem. Solution accuracy and convergence with discretization refinement are quantized in several error norms, for the non-linear parabolic partial differential equation system governing laminar boundary layer flow, using linear, quadratic and cubic functions. Richardson extrapolation is used to isolate integration truncation error in all norms, and Newton iteration is employed for all equation solutions performed in double-precision. The mathematical theory supporting accuracy and convergence concepts for linear elliptic equations appears extensible to the non-linear equations characteristic of laminar boundary layer flow.

Soliman, M. O.↗

Stability of interfaces with mesh refinement

A study is conducted of the stability of mesh refinement in space and time for several different interface equations and finite-difference approximations. First, a root condition which implies stability for the initial-boundary value problem for this type of interface is derived. From the root condition, the stability of several interface equations is proved, using the maximum principle. In some cases, the final verification steps can be done analytically; in other cases, a simple computer program has been written to check the condition for values of a parameter along the boundary of the unit circle. Using this method, stability for Lax-Wendroff with all the interface conditions considered, and for Leapfrog with interpolation interface conditions when the fine and coarse grids overlap is proved.

Berger, M. J.↗