First-order Derivative Terms Research Articles

Gravity-induced waveforms in chiral non-periodic waveguides

Transient and time-harmonic waves are analysed for a new class of elongated chiral multi-structures subjected to gravity. The governing equations of motion incorporate a gyroscopic coupling between different displacement components, as well as the first-order derivative terms due to gravity. Examples include the study of waves in a waveguide, referred to as the “chiral rope”. Boundary conditions are presented for the boundary layers, which occur near the end regions of the waveguide. We provide the physical interpretations on the interaction between the chirality and gravity of the multi-scale system. The theoretical findings are accompanied by illustrative computations.

Fitted computational method for singularly perturbed convection-diffusion equation with time delay

A uniformly convergent numerical scheme is proposed to solve a singularly perturbed convection-diffusion problem with a large time delay. The diffusion term of the problem is multiplied by a perturbation parameter, ε. For a small ε, the problem exhibits a boundary layer, which makes it challenging to solve it analytically or using standard numerical methods. As a result, the backward Euler scheme is applied in the temporal direction. Non-symmetric finite difference schemes are applied for approximating the first-order derivative terms, and a higher-order finite difference method is applied for approximating the second-order derivative term. Furthermore, an exponential fitting factor is computed and induced in the difference scheme to handle the effect of the small parameter. Using the discrete maximum principle, the stability of the scheme is examined and analyzed. The developed scheme is parameter-uniform with a linear order of convergence in both space and time. To examine the accuracy of the method, two model examples are considered. Further, the boundary layer behavior of the solutions is given graphically.

Uniform convergence analysis of the BDF2 scheme on Bakhvalov-type meshes for a singularly perturbed Volterra integro-differential equation

A singularly perturbed Volterra integro-differential problem is considered. At first, this problem is discretized by using the variable two-step backward differentiation formula (BDF2) and the trapezoidal formula on a Bakhvalov-type mesh to approximate the first-order derivative term and the integral term, respectively. Then, the stability and convergence analysis of the proposed numerical method are carried out. It is shown that the proposed numerical method is second-order uniformly convergent with respect to perturbation parameter ɛ in the discrete maximum norm. Finally, the theoretical find is illustrated by numerical experiments.

All-order resurgence from complexified path integral in a quantum mechanical system with integrability

We discuss all-order transseries in one of the simplest quantum mechanical systems: a U(1) symmetric single-degree-of-freedom system with a first-order time derivative term. Following the procedure of the Lefschetz thimble method, we explicitly evaluate the path integral for the generating function of the Noether charge and derive its exact transseries expression. Using the conservation law, we find all the complex saddle points of the action, which are responsible for the non-perturbative effects and the resurgence structure of the model. The all-order power-series contributions around each saddle point are generated from the one-loop determinant with the help of the differential equations obeyed by the generating function. The transseries are constructed by summing up the contributions from all the relevant saddle points, which we identify by determining the intersection numbers between the dual thimbles and the original path integration contour. We confirm that the Borel ambiguities of the perturbation series are canceled by the non-perturbative ambiguities originating from the discontinuous jumps of the intersection numbers. The transseries computed in the path-integral formalism agrees with the exact generating function, whose explicit form can be obtained in the operator formalism thanks to the integrable nature of the model. This agreement indicates the non-perturbative completeness of the transseries obtained by the semi-classical expansion of the path integral based on the Lefschetz thimble method.

A new perspective of higher order compact nonuniform Padé approximation based finite difference scheme for solving incompressible flows directly on polar grids

In this paper, we propose a compact scheme directly on polar grid by combine virtues of computing implicit form of first order derivatives on nonuniform grids with variable coefficients and compact discretization of higher-order derivatives in terms of first order derivatives of the unknown variables. Our present scheme is third order accurate in space. We have solved the two dimensional (2D) fluid flow problems in cylindrical polar coordinates on non-uniform grids. The main efforts are focused on curvilinear grids. Our newly developed scheme is used to solve four different problems, namely a problem having analytical solution, Stokes flow in a half filled annulus, the problem of driven polar cavity and finally the flow past an impulsively started circular cylinder problem. The Navier-Stokes (N-S) and the Stokes equations are efficiently solved with Dirichlet as well as Neumann boundary conditions. For all the test cases, detailed comparison data are reproduced by the proposed scheme and compared with analytical as well as established numerical results available in the literature.

Error estimate of BDF2 scheme on a Bakhvalov-type mesh for a singularly perturbed Volterra integro-differential equation

<abstract><p>A singularly perturbed Volterra integro-differential problem is considered. The variable two-step backward differentiation formula is used to approximate the first-order derivative term and the trapezoidal formula is used to discretize the integral term. Then, the stability and convergence analysis of the proposed numerical method are proved. It is shown that the proposed scheme is second-order uniformly convergent with respect to perturbation parameter $ \varepsilon $ in the discrete maximum norm. Finally, a numerical experiment verifies the theoretical results.</p></abstract>

Improved difference model applied in the Fourier-transform-based integration method based on Taylor theory.

The two-dimensional Fourier-transform-based integration algorithm is widely used in shape or wavefront reconstruction from gradients. However, its reconstruction accuracy is limited by the truncation error of the difference model. The truncation error is affected by the distribution of the sampling points. It increases when the sampling points are unevenly distributed and arranged irregularly. For improving, a novel way to calculate the difference is proposed based on Taylor expansion theory of binary functions. The first-order partial derivative terms are used to estimate the second- and third-order partial derivative terms for reducing the truncation error. The proposed difference model is applied to Fourier-transform-based integration. The reconstruction results show that it can get better results when the sampling points are irregularly distributed.

Discrete effects on the forcing term for the lattice Boltzmann modeling of steady hydrodynamics

This work concerns with the clean inclusion of the forcing term in the lattice Boltzmann method (LBM) for the modeling of non-uniform body forces in steady hydrodynamics. The study is conducted for the two-relaxation-time (TRT) scheme. Here, we consider a simple, but yet sufficiently generic, flow configuration driven by a spatially varying body force based on which we derive the analytical solution of the forced LBM-TRT and compare two force strategies set by first- and second-order expansions. This procedure exactly establishes the macroscopic system satisfied by each force formulation at discrete level. The obtained theoretical results are further verified in two distinct benchmark channel flow problems. Overall, this study shows that the spatial discrete effects posed by the LBM modeling of the force term may come in through two sources. The first one is a defect inherent to LBM, arising from the non-local spatial discretization of the forcing term, and given by the discrete Laplacian of the body force. While it corrupts the discrete momentum balance with a non-linear viscosity dependent term in the single-relaxation-time schemes, this inconsistency is avoided with the TRT scheme, through its free-tunable relaxation degree of freedom Λ. The other error source is unique to the use of second-order force expansions, where its non-zero second-order velocity moment interferes with the discrete momentum balance through a spurious first-order derivative term, leading to several forms of inconsistency in the LBM steady solution. For simulations under the convective scaling it makes the LBM scheme a numerical representation of a differential system distinct from the physical one, whereas under the diffusive scaling it leads to viscosity-dependent numerical errors, which corrupt the otherwise consistent structure of TRT steady-state solutions. In contrast, the defects reported herein are absent with the first-order force expansion scheme operated within the scope of the LBM-TRT model for steady hydrodynamics.

An optimized compact reconstruction weighted essentially non-oscillatory scheme for Degasperis-Procesi equation

This article presents a two-step iterative method that uses u – P formulation to study a Degasperis-Procesi (DP) equation, with which the DP equation is decomposed into the nonlinear advection equation and the Helmholtz equation. The first-order derivative terms in the advection equation are approximated by an Optimized Compact Reconstruction Weighted Essentially Non-Oscillatory (OCRWENO) scheme that reduces dispersion and dissipation errors and suppresses oscillation near discontinuities. Besides, high-order symplectic Runge-Kutta scheme is used for time marching. A rigorous analysis of the dispersion and dissipation errors are provided for the OCRWENO scheme. Single smooth soliton solution is investigated to check the accuracy and the order of the proposed method. Peakon, peakon-peakon, peakon-antipeakon and shockpeakon solutions of the DP equation are then predicted. Finally, wave breaking phenomena of smoothed initial condition from the DP equation are addressed. In addition, two conservative quantities associated with the bi-Hamiltonian form of the DP equation are calculated to demonstrate capabilities of the present method.

A Chattering-Free Sliding Mode Filter Enhanced by First Order Derivative Feedforward

Noise reduction is one of the important issues for feedback control systems. Toward this problem, this paper proposes a new sliding mode filter, which is an improvement of Lv et al. 's parabolic sliding mode filter. The proposed filter employs a first-order derivative feed-forward term for increasing both tracking and noise attenuating performances. Its discrete-time algorithm is derived by applying the implicit-Euler discretization, and it realizes exact convergence without producing chattering in discrete-time implementation. The effectiveness of the proposed filter is evaluated through an open-loop and a closed-loop numerical examples.

Noether symmetries in symmetric teleparallel cosmology

We consider a general theory of all possible quadratic, first-order derivative terms of the non-metricity tensor in the framework of Symmetric Teleparallel Geometry. We apply the Noether Symmetry Approach to classify those models that are invariant under point transformations in a cosmological background and we use the symmetries of these models to reduce the dynamics of the system in order to find analytical solutions.

Effective Video Stabilization via Joint Trajectory Smoothing and Frame Warping.

Video stabilization is usually composed of three stages: feature trajectory extraction, trajectory smoothing, and frame warping. Most previous approaches view them as three separate stages. This paper proposes a method combining the last two stages, namely the trajectory smoothing and frame warping stages, into a single optimization framework. The novelty exists in the way of how we combine them: the trajectory smoothing part plays a major role while the frame warping part plays an auxiliary role. With this kind of design, we can conveniently increase the strength of the trajectory smoothing part by a robust first-order derivative term, which makes it possible to produce very aggressive stabilization effects. On the other hand, we adopt adaptive weighting mechanisms in the frame warping part, to follow the smoothed trajectories as much as possible while regularizing other places as similar as possible. Our method is robust to utilize both foreground and background features, and very short trajectories. The utilization of all these information in turn increases the accuracy of the proposed method. We also provide a simplified implementation of our method, which is less accurate but more efficient. Experiments on various kinds of videos demonstrate the effectiveness of our method.

A numerical method for two-dimensional nonlinear modified time-fractional fourth-order diffusion equation

In this paper, we consider the finite element method for two-dimensional nonlinear modified time-fractional fourth-order diffusion equation. In order to avoid using higher order elements, we introduce an intermediate variable [Formula: see text] and translate the fourth-order derivative of the original problem into a second-order coupled system. We discretize the fractional time derivative terms by using the [Formula: see text]-approximation and discretize the first-order time derivative term by using the second-order backward differentiation formula. In the fully discrete scheme, we implement the finite element method for the spatial approximation. Unconditional stability of the fully discrete scheme is proven and its optimal convergence order is obtained. Numerical experiments are carried out to demonstrate our theoretical analysis.

Effect of External Perturbation and System Parameters on Optical Secure Communication Models

Abstract Chaotic signals are regarded as secure carriers for communication due to its high sensitivity to parameter and initial condition perturbations. This paper studies the problem of optical secure communication modeled by the perturbed nonlinear Schrödinger equation. First, we prove that the chaotic signal can be easily produced from the optical soliton signal when external perturbations are executed to the Schrodinger equation. Chaos synchronization is then proved to be accomplished between the derived system and the original system which are different in the first-order derivative terms. Furthermore, we analyze the effects of system parameters on the chaos synchronization. Numerical results show that smaller differences can lead to more rapid synchronization. We also find that changing system parameters can affect the speed of chaos synchronization.

Galerkin spectral method for nonlinear time fractional Cable equation with smooth and nonsmooth solutions

In this work, we study the numerical solutions of the time fractional Cable equations with nonlinear term, where the fractional derivatives are described in Riemann–Liouville sense. An explicit scheme is constructed based upon finite difference method in time and Legendre spectral method in space. Stability and convergence of scheme are proved rigorously. Moreover, an improved algorithm for the problem with nonsmooth solutions is proposed by adding correction terms to the approximations of first-order derivative, fractional derivatives and nonlinear term. Numerical examples are given to support theoretical analysis.

Numerical modeling of lock-exchange gravity/turbidity currents by a high-order upwinding combined compact difference scheme

This study presents two-dimensional direct numerical simulations for sediment-laden current with higher density propagating forward through a lighter ambient water. The incompressible NavierStokes equations including the buoyancy force for the density difference between the light and heavy fluids are solved by a finite difference scheme based on a structured mesh. The concentration transport equations are used to explore such rich transport phenomena as gravity and turbidity currents. Within the framework of an Upwinding Combined Compact finite Difference (UCCD) scheme, rigorous determination of weighting coefficients underlies the modified equation analysis and the minimization of the numerical modified wavenumber. This sixth-order UCCD scheme is implemented in a four-point grid stencil to approximate advection and diffusion terms in the concentration transport equations and the first-order derivative terms in the Navier-Stokes equations, which can greatly enhance convective stability and increase dispersive accuracy at the same time. The initial discontinuous concentration field is smoothed by solving a newly proposed Heaviside function to prevent numerical instabilities and unreasonable concentration values. A two-step projection method is then applied to obtain the velocity field. The numerical algorithm shows a satisfying ability to capture the generation, development, and dissipation of the Kelvin-Helmholz instabilities and turbulent billows at the interface between the current and the ambient fluid. The simulation results also are compared with the data in published literatures and good agreements are found to prove that the present numerical model can well reproduce the propagation, particle deposition, and mixing processes of lock-exchange gravity and turbidity currents.

A combined compact finite difference scheme for predicting the evolution of a mean curvature driven interface

This study is aimed to develop a high-order finite difference scheme to simulate the mean curvature equation for accurately predicting the time-evolving mean curvature driven interface. Within the semi-discretization framework, the optimal third-order accurate temporal scheme is applied for the approximation of the time derivative term. In a three-point grid stencil, a combined compact difference scheme has been developed for offering a fifth-order spatial accuracy for the first-order and second-order derivative terms shown in the level set equation for simulating mean curvature flow. In the simulation of the mean curvature equation, reinitialization procedure has been performed to improve the prediction of curve motion. The aim of this study is to give insights into the issue about “how a mean curvature driven curve is varied with time”. Two mechanisms leading to the change of curve slope are attributed partly to the damping Laplacian operator and partly to the embedded nonlinear differential operator. These mechanisms have been studied in detail with respect to the curvature of curve. The effect of performing reinitialization is also studied numerically.

Numerical solutions to a two-component Camassa–Holm equation

Abstract In the present paper, a three-step iterative algorithm for solving a two-component Camassa–Holm (2CH) equation is presented. In the first step, the time-dependent equation for the horizontal fluid velocity with nonlinear convection is solved. Then an inhomogeneous Helmholtz equation is solved. Finally, the equation for modeling the transport of density is solved in the third step. The differential order of 2CH equation has been reduced in order to facilitate numerical scheme development in a comparatively smaller grid stencil. In this study, a fifth-order spatially accurate upwinding combined compact difference scheme (UCCD5) which differs from that in Sheu et al. (2011) is developed in a four-point grid stencil for approximating the first-order derivative term. For the purpose of retaining long-time Hamiltonians in the 2CH equation, the time integrator (or time-stepping scheme) chosen is symplectic. Various numerical experiments such as the single peakon, peakon–antipeakon interaction and dam-break problems are conducted to illustrate the effectiveness of the proposed numerical method. It is shown that both the Hamiltonians and Casimir functions are conserved well for all problems.

A complex elastographic hyperbolic solver (CEHS) to recover frequency dependent complex shear moduli in viscoelastic models utilizing one or more displacement data-sets

In this paper, we present a linear marching scheme to recover frequency-dependent complex shear moduli in viscoelastic models utilizing two sets of single component displacement data. The proposed method is designed to provide stable and accurate estimation of the tissue viscoelastic stiffness parameters by solving a first-order complex partial differential equation. To control the exponential growth of the numerical error resulting from one of the complex coefficients in the inverse equation, a modified upwind discretization is utilized on the first-order derivative terms of the target parameter. The algorithm is fully stablized when: (1) carefully chosen multiple data-sets are combined to eliminate the remaining complex coefficient that contributes to exponential error growth; and (2) a modified Tikhonov regularization is applied to the inversion method. We obtain the stability result in the norm so that the numerical scheme is convergent at fractional 1 / 2 order. Its performance is compared with the performance of the Algebraic Inversion Model previously investigated. We present shear modulus reconstructions from synthetic data, from laboratory phantom data and match frequency-dependent complex moduli from phantom data to several viscoelastic models. Since we have previously presented phase wave speed images from interference patterns, we exhibit those images here for comparison.

Development of a coupled level set and immersed boundary method for predicting dam break flows

Dam-break flow over an immersed stationary object is investigated using a coupled level set (LS)/immersed boundary (IB) method developed in Cartesian grids. This approach adopts an improved interface preserving level set method which includes three solution steps and the differential-based interpolation immersed boundary method to treat fluid–fluid and solid–fluid interfaces, respectively. In the first step of this level set method, the level set function ϕ is advected by a pure advection equation. The intermediate step is performed to obtain a new level set value through a new smoothed Heaviside function. In the final solution step, a mass correction term is added to the re-initialization equation to ensure the new level set is a distance function and to conserve the mass bounded by the interface. For accurately calculating the level set value, the four-point upwinding combined compact difference (UCCD) scheme with three-point boundary combined compact difference scheme is applied to approximate the first-order derivative term shown in the level set equation. For the immersed boundary method, application of the artificial momentum forcing term at points in cells consisting of both fluid and solid allows an imposition of velocity condition to account for the presence of solid object. The incompressible Navier–Stokes solutions are calculated using the projection method. Numerical results show that the coupled LS/IB method can not only predict interface accurately but also preserve the mass conservation excellently for the dam-break flow.