Problems In Bounded Domains Research Articles

Learning unbounded-domain spatiotemporal differential equations using adaptive spectral methods

AbstractRapidly developing machine learning methods have stimulated research interest in computationally reconstructing differential equations (DEs) from observational data, providing insight into the underlying mechanistic models. In this paper, we propose a new neural-ODE-based method that spectrally expands the spatial dependence of solutions to learn the spatiotemporal DEs they obey. Our spectral spatiotemporal DE learning method has the advantage of not explicitly relying on spatial discretization (e.g., meshes or grids), thus allowing reconstruction of DEs that may be defined on unbounded spatial domains and that may contain long-ranged, nonlocal spatial interactions. By combining spectral methods with the neural ODE framework, our proposed spectral DE method addresses the inverse-type problem of reconstructing spatiotemporal equations in unbounded domains. Even for bounded domain problems, our spectral approach is as accurate as some of the latest machine learning approaches for learning or numerically solving partial differential equations (PDEs). By developing a spectral framework for reconstructing both PDEs and partial integro-differential equations (PIDEs), we extend dynamical reconstruction approaches to a wider range of problems, including those in unbounded domains.

A Non-Traditional Finite Element Method for Scattering by Partly Covered Grooves with Multiple Media

We present a non-traditional finite element method for the electromagnetic scattering of the partly covered groove filled with multiple media. The non-local boundary condition is introduced to make the unbounded scattering into a bounded domain problem. Non-body-fitted mesh is applied to save the cost of discretizing groove domain greatly. In addition, the level set functions are utilized to describe complex media interfaces and boundaries. Numerical tests demonstrate the effectiveness and second-order convergence rate of the proposed method.

The electromagnetic scattering from multiple arbitrarily shaped cavities with inhomogeneous anisotropic media

We study the electromagnetic scattering problem from multiple arbitrarily shaped cavities filled with inhomogeneous anisotropic media. A local-refined Petrov-Galerkin finite element interface (PGFEI) method is developed for solving the scattering problem. By introducing the transparent boundary condition, the unbounded scattering problem can be reduced into bounded domain problem with coupled boundary conditions on the apertures of multiple cavities. The multiple cavity scattering in transverse magnetic (TM) and transverse electric (TE) polarizations are both investigated based on uniform non-body-fitted meshes. We adopt the level-set functions to capture the irregular cavity wall and the interfaces of inhomogeneous media. The special basis is constructed to satisfy the jump conditions across the interfaces of different materials further. The local-refined algorithm is proposed to enhance the accuracy of the solutions around the discontinuous interfaces. The generation of the grid points facilitates a special numbering scheme which enables a stepwise Schur complement decomposition of the discrete linear system derived by the PGFEI method. It could be an alternative method for solving the scattering problems which have similar structures. The proposed method can handle matrix coefficients caused by the permittivity and permeability tensor of anisotropic media. Numerical experiments illustrate the validity and efficiency of the method for solving the scattering from multiple arbitrarily shaped cavities with inhomogeneous anisotropic media in TM and TE polarization.

Efficient lattice Green's function method for bounded domain problems

AbstractThe lattice Green's function method (LGFM) is the discrete counterpart of the continuum boundary element method and is a natural approach for solving intrinsically discrete solid mechanics problems that arise in atomistic‐continuum coupling methods. Here, the LGFM is extended to problems in a bounded domain with applied boundary conditions. An efficient controlled coarse‐graining method is introduced to significantly reduce the number of atomistic degrees of freedom on the outer boundary, and thus the size of the dense Green's function matrices involved while preserving the high accuracy of the solution. The method is demonstrated on various example problems to show reductions in computational costs and errors versus reference solutions.

Analysis and application of a spatial fourth-order finite difference scheme for the Ziolkowski's PML model

Perfectly Matched Layer (PML) technique is an effective tool to reduce the unbounded wave propagation problem to a bounded domain problem. In this paper, we develop and analyze a fourth-order in space finite difference scheme for solving the Ziolkowski's PML model. Though fourth-order in space schemes have been widely used in solving Maxwell's equations, few papers provide a rigorous convergence analysis. One of the major contributions here is to fill this gap by proving the fourth-order pointwise convergence of the scheme. Numerical results are presented to justify our analysis, and demonstrate the effectiveness of this PML model in absorbing outgoing waves.

Fast difference scheme for the reaction-diffusion-advection equation with exact artificial boundary conditions

In this paper, we derive the exact artificial boundary conditions for one-dimensional reaction-diffusion-advection equation on an unbounded domain. By employing the Laplace transform, we reduce the original unbound domain problem into a bounded domain problem. The exact artificial boundary conditions are given by Caputo-tempered fractional derivatives in the reduced initial-boundary value problem. We show that the reduced initial-boundary value problem is stable with the exact artificial boundary conditions. We design a finite difference scheme for the reduced finite domain problem. To save the computational cost, we developed a fast algorithm to solve Caputo-tempered derivatives arise in the boundary conditions. We prove that the present difference schemes are uniquely solvable and unconditionally stable in the energy norm. Finally, we demonstrate the effectiveness of the proposed methods by some numerical examples.

Developing a leap-frog meshless methods with radial basis functions for modeling of electromagnetic concentrator

<abstract><p>The main goal of this paper is to develop a fast and effective meshless method by using radial basis function (RBF) for the time domain model equations of electromagnetic wave concentration device. This is mainly because the complex model equations involve different partial differential equations in different subdomains, which makes the meshless method very attractive and also very challenging. In order to simulate the propagation of electromagnetic waves in the electromagnetic concentrator, perfect matching layer technology was used to reduce an unbounded domain problem into a bounded domain problem. Borrowing the idea of the leap-frog finite-difference time-domain scheme, I develop the leap-frog RBF meshless method to solve the coupled complex modeling equations. The numerical results obtained by using a multiquadric RBF and Gaussian RBF demonstrate that our RBF method is very effective.</p></abstract>

A leap-frog meshless method with radial basis functions for simulating electromagnetic wave splitter and rotator

In this paper, we develop a meshless method by using radial basis functions (RBFs) to solve time domain Maxwell’s equations resulting from simulating wave propagation in electromagnetic wave splitter and rotator devices. To simulate wave propagation in these devices, we introduce a perfectly matched layer (PML) to reduce the unbounded physical domain problem to a bounded domain problem. Using PML leads to a multi-physics problem with different governing equations in different subdomains, which makes the simulation quite challenging. By following the idea of leap-frog FDTD scheme, we develop the leap-frog RBF meshless method to solve these complicated coupled modeling equations. Extensive numerical results by using multiquadric RBF and Gaussian RBF are presented to demonstrate the effectiveness of our meshless method.

Mathematical analysis of Ziolkowski’s PML model with application for wave propagation in metamaterials

In this paper we investigate one Perfectly Matched Layer (PML) model proposed by Ziolkowski in 1999. Various schemes for solving this PML model have been developed and have been shown to be effective in absorbing outgoing waves when the wave propagation in unbounded domain problem is reduced to a bounded domain problem. However, a rigorous analysis of this model is lacking. In this paper we establish the stability of this PML model and propose a fully-discrete finite element scheme to solve this model with edge elements. Discrete stability and optimal error estimate of this scheme are proved. Numerical results justifying the analysis and demonstrating the effectiveness of this PML model are presented.

Fractional Laplacians in bounded domains: Killed, reflected, censored, and taboo Lévy flights.

The fractional Laplacian (-Δ)^{α/2}, α∈(0,2), has many equivalent (albeit formally different) realizations as a nonlocal generator of a family of α-stable stochastic processes in R^{n}. On the other hand, if the process is to be restricted to a bounded domain, there are many inequivalent proposals for what a boundary-data-respecting fractional Laplacian should actually be. This ambiguity not only holds true for each specific choice of the process behavior at the boundary (e.g., absorbtion, reflection, conditioning, or boundary taboos), but extends as well to its particular technical implementation (Dirichlet, Neumann, etc., problems). The inferred jump-type processes are inequivalent as well, differing in their spectral and statistical characteristics, which may strongly influence the ability of the formalism (if uncritically adopted) to provide an unambiguous description of real geometrically confined physical systems with disorder. Specifically that refers to their relaxation properties and the near-equilibrium asymptotic behavior. In the present paper we focus on Lévy flight-induced jump-type processes which are constrained to stay forever inside a finite domain. This refers to a concept of taboo processes (imported from Brownian to Lévy-stable contexts), to so-called censored processes, and to reflected Lévy flights whose status still remains to be unequivocally settled. As a by-product of our fractional spectral analysis, with reference to Neumann boundary conditions, we discuss disordered semiconducting heterojunctions as the bounded domain problem.

Revisiting Kac’s method: A Monte Carlo algorithm for solving the Telegrapher’s equations

In this work, we use Kac’s stochastic model to derive a Monte Carlo (MC) algorithm for the numerical solution of the telegrapher’s equation. The major ideas are to use random values under exponential distribution to facilitate the calculation of the random time, and to accelerate the simulation for multiple points through recycling random time simulation. Compared with the MC method recently proposed by Acebrón and Ribeiro, the Kac’s model based method is able to handle two-dimensional (2-D) and higher-dimensional problems with unbounded domain, and 2-D bounded-domain problems with the homogeneous boundary condition. Moreover, it has an efficient algorithmic implementation. With numerical experiments, we have validated the accuracy and efficiency of the proposed algorithms, and their applicability to some 2-D telegrapher’s equations.

Numerical Solution of the Nonlocal Diffusion Equation on the Real Line

Numerical computation of a nonlocal diffusion equation on the real axis is considered in this paper. We first apply an extensively studied quadrature scheme to obtain a discrete nonlocal diffusion system on an unbounded domain. Then we derive an alternative formulation of the discrete problem based on the spectral analysis of the $z$-transform. This new formulation can be seen as a system defined on a bounded domain with an artificial boundary condition, and it allows us to reformulate the original infinite domain problem into an equivalent bounded domain problem. To numerically implement the exact artificial boundary condition, we apply the trapezoidal quadrature rule to approximate the contour integral induced by the inverse $z$-transform. Numerical examples are presented to demonstrate the effectiveness of our approach.

An efficient finite element method for pricing American multi-asset put options

This paper is devoted to the valuation of American multi-asset put options. It is well known that the American multi-asset put option satisfies a linear complementary problem (LCP) on an unbounded domain. We consider a penalty method in which the LCP could be reformulated into a nonlinear parabolic problem on an unbounded domain. For the unbounded computational domain, a perfectly matched layer (PML) technique is applied to truncate it. As to the resulting bounded domain problem related to the option, we use a semi-implicit finite element method (SIFEM) to solve it. The convergence of this method is analyzed in detail. Finally, we present some numerical simulations to show the validity and efficiency of the theoretical analysis.

Projection and Contraction Method for the Valuation of American Options

AbstractAn efficient numerical method is proposed for the valuation of American options via the Black-Scholes variational inequality. A far field boundary condition is employed to truncate the unbounded domain problem to produce the bounded domain problem with the associated variational inequality, to which our finite element method is applied. We prove that the matrix involved in the finite element method is symmetric and positive definite, and solve the discretized variational inequality by the projection and contraction method. Numerical experiments are conducted that demonstrate the superior performance of our method, in comparison with earlier methods.

Bounded Domain Problem for the Modified Buckley–Leverett Equation

The focus of the present study is the modified Buckley–Leverett (MBL) equation describing two-phase flow in porous media. The MBL equation differs from the classical Buckley–Leverett (BL) equation by including a balanced diffusive–dispersive combination. The dispersive term is a third order mixed derivatives term, which models the dynamic effects in the pressure difference between the two phases. The classical BL equation gives a monotone water saturation profile for any Riemann problem; on the contrast, when the dispersive parameter is large enough, the MBL equation delivers a non-monotone water saturation profile for certain Riemann problems as suggested by the experimental observations. In this paper, we first show that for the MBL equation, the solution of the finite interval $$[0,L]$$ boundary value problem converges to that of the half line $$[0,+\infty )$$ boundary value problem exponentially as $$L\rightarrow +\infty $$ . This result provides a justification for the use of the finite interval in numerical studies for the half line problem [Y. Wang and C.-Y. Kao, Central schemes for the modified Buckley–Leverett equation, J. Comput. Sci. 4(1–2), 12 – 23, 2013]. Furthermore, we numerically verify that the convergence rate is consistent with the theoretical derivation. Numerical results confirm the existence of non-monotone water saturation profiles consisting of constant states separated by shocks.

Optimal Shape Design of a Cavity for Radar Cross Section Reduction

This paper focuses on the reduction of radar cross section (RCS) for a cavity embedded in an infinite ground plane. By introducing a transparent boundary condition, the unbounded scattering problem is reduced to a bounded domain problem. RCS reduction for the cavity is formulated as a shape optimization problem involving the Helmholtz equation. The existence of the minimizer is proved under an appropriate constraint. Descent directions of the objective function with respect to the boundary may be found via the domain derivative. It is used in a gradient-based optimization scheme to find the optimal shape of the cavity. Numerical examples show that the RCS is effectively reduced at different incident frequencies.

A Fast Preconditioned Iterative Algorithm for the Electromagnetic Scattering from a Large Cavity

In this paper, a fast preconditioned Krylov subspace iterative algorithm is proposed for the electromagnetic scattering from a rectangular large open cavity embedded in an infinite ground plane. The scattering problem is described by the Helmholtz equation with a nonlocal artificial boundary condition on the aperture of the cavity and Dirichlet boundary conditions on the walls of the cavity. Compact fourth order finite difference schemes are employed to discretize the bounded domain problem. A much smaller interface discrete system is reduced by introducing the discrete Fourier transformation in the horizontal and a Gaussian elimination in the vertical direction, presented in Bao and Sun (SIAM J. Sci. Comput. 27:553, 2005). An effective preconditioner is developed for the Krylov subspace iterative solver to solve this interface system. Numerical results demonstrate the remarkable efficiency and accuracy of the proposed method.

Stability of the Scattering from a Large Electromagnetic Cavity in Two Dimensions

This work is concerned with a time harmonic scattering problem of electromagnetic waves from a two-dimensional open cavity embedded in the infinite ground plane. Because of the highly oscillatory nature of the solution for large or deep cavity, the model scattering problem is challenging both mathematically and computationally. A variational formulation reduces the scattering problem into a bounded domain (the cavity) problem. The stability of the solution is established for the bounded domain problem in the energy space. Moreover, our stability estimates provide the explicit dependence on the high wave number and the depth of the cavity.

A Fast High Order Method for Electromagnetic Scattering by Large Open Cavities

In this paper, the electromagnetic scattering from a rectangular large open cavity embedded in an infinite ground plane is studied. By introducing a nonlocal artificial boundary condition, the scattering problem from the open cavity is reduced to a bounded domain problem. A compact fourth order finite difference scheme is then proposed to discrete the cavity scattering model in the rectangular domain, and a special treatment is enforced to approximate the boundary condition, which makes truncation errors reach O(h 4 ) in the whole computational domain. A fast algorithm, exploiting the discrete Fourier transformation in the horizontal and a Gaussian elimination in the vertical direction, is employed, which reduces the discrete system to a much smaller interface system. An effective preconditioner is presented for the BICGstab iterative solver to solve this interface system. Numerical results demonstrate the remarkable accuracy and efficiency of the proposed method. In particular, it can be used to solve the cavity model for the large wave number up to 600�.

L∞-Bounds for Solutions of Supercritical Elliptic Problems with Finite Morse Index

Abstract We study here finite Morse index solutions of -∆u = f(u) on the entire space or half space and their application to smooth bounded domain problems when the growth of the non-linearity is faster than the usual Sobolev critical exponent.