Local Artificial Boundary Conditions Research Articles

An Efficient Local Artificial Boundary Condition for Infinite Long Finite Element Euler–Bernoulli Beam

To solve the wave propagation problems of the Euler–Bernoulli beam in an unbounded domain effectively and efficiently, a new local artificial boundary condition technology is proposed. It replaces the residual right-hand side of the truncated discrete equation with an equivalent linear algebraic system. First, the equivalent Schrodinger equation is discussed. Its artificial boundary condition is obtained by first rationalizing the Dirichlet-to-Neumann condition in the frequency domain with a Pade approximation and then inverse transforming each Pade term back into the time domain by introducing auxiliary degrees of freedom. Frequency shifting is employed such that it performs better near a prescribed frequency. Then, the artificial boundary condition of the finite element Euler–Bernoulli beam is obtained by simple algebraic manipulations on that of the corresponding Schrodinger equation. This method only makes local changes to the original truncated discrete dynamic system and thus is very efficient and easy to use. The accuracy of the proposed method can be improved by using more Pade terms and a proper shift frequency. The numerical example shows, with only a few additional degrees of freedom, the proposed artificial boundary condition effectively eliminates the spurious reflection. The idea of the proposed method can also be used in other dispersive wave systems.

Artificial boundary condition for Klein-Gordon equation by constructing mechanics structure

An innovative local artificial boundary condition is proposed to numerically solve the Cauchy problem of the Klein-Gordon equation in an unbounded domain. Initially, the equation is considered as the axial wave propagation in a bar supported on a spring foundation. The numerical model is then truncated by replacing the half-infinitely long bar with an equivalent mechanical structure. The effective frequency-dependent stiffness of the half-infinitely long bar is expressed as the sum of rational terms using Pade approximation. For each term, a corresponding substructure composed of dampers and masses is constructed. Finally, the equivalent mechanical structure is obtained by parallelly connecting these substructures. The proposed approach can be easily implemented within a standard finite element framework by incorporating additional mass points and damper elements. Numerical examples show that with just a few extra degrees of freedom, the proposed approach effectively suppresses artificial reflections at the truncation boundary and exhibits first-order convergence.

Numerical solution of coupled nonlinear Klein-Gordon equationson unbounded domains.

The numerical solution of coupled nonlinear Klein-Gordon equationson unbounded domains is considered by applying the artificial boundary method. Based on the unified approach to overcome the coupled nonlinearity, local artificial boundary conditions are designed on the introduced artificial boundaries. The original problem is reduced to an initial boundary value problem on a bounded domain, which can be efficiently solved by the finite difference method. Some numerical examples are provided to verify the accuracy and effectiveness of the proposed method.

A stable implementation measure of multi-transmitting formula in the numerical simulation of wave motion.

The Multi-Transmitting Formula (MTF) proposed by Liao et al. is a local artificial boundary condition widely used in numerical simulations of wave propagation in an infinite medium, while the drift instability is usually caused in its numerical implementation. In view of a physical interpretation of the Gustafsson, Kreiss and Sundström criterion on numerical solutions of initial-boundary value problems in the hyperbolic partial differential equations, the mechanism of the drift instability of MTF was discussed, and a simple measure for eliminating the drift instability was proposed by introducing a modified operator into the MTF. Based on the theory of spherical wave propagation and damping effect of medium, the physical implication on modified operator was interpreted. And the effect of the modified operator on the reflection coefficient of MTF was discussed. Finally, the validity of the proposed stable implementation measure was verified by numerical tests of wave source problem and scattering problem.

Spectral-element formulation of multi-transmitting formula and its accuracy and stability in 1D and 2D seismic wave modeling

Application of local artificial boundary conditions in high-efficient spectral element method (SEM) is a problem that needs further study, where difficulties focus on how to design an appropriate numerical scheme of artificial boundaries that is in good accordance with the unequally-spaced grid nodes and high-order property of the element. Liao's local artificial boundary, i.e. multi-transmitting formula (MTF), provides a convenient way of implementing arbitrary-order displacement-type boundaries because it is defined directly in discrete form and can be transformed into numerical schemes by using merely some interpolation approaches. A new set of numerical schemes of MTF is developed and its accuracy and stability are thoroughly discussed in the application of spectral-element simulation of 1D and 2D seismic wave propagation. The new MTF scheme cannot be written into a binomial form like the traditional one does. This fact has a significant influence on numerical properties of high-order boundary, but merely slightly affects the performance of lower-order boundaries which are daily used in practical simulations. Numerical examples compared with viscous-spring or perfectly matched layer (PML) boundary exhibits that stable and quite good accuracy can be achieved by using the proposed method.

Numerical solution of coupled nonlinear Schrödinger equations on unbounded domains

In this paper, we investigate the numerical solution of general N-coupled nonlinear Schrödinger equations on unbounded domains, that describe the multiple solitary waves in physics. Due to the unboundedness of the physical domain and strong nonlinearity, how to design appropriate numerical approach to obtain the numerical solution and simulate the real physical phenomena is a major challenge. Based on the ideas of artificial boundary method and operator splitting approach, we develop local artificial boundary conditions for the N-coupled nonlinear Schrödinger equations on the introduced artificial boundaries. Then the original initial value problem was reduced into an initial boundary value problem on the truncated computational domain, which can be solved by the finite difference method efficiently. We rigorously prove the stability of the reduced problem by introducing a series of auxiliary variables, which are vital to overcome the difficulty of the mixed partial derivatives in the local artificial boundary conditions. Numerical simulations are also presented to validate accuracy and the stability of our proposed method.

Numerical solution of the regularized logarithmic Schrödinger equation on unbounded domains

The numerical solution of the logarithmic Schrödinger equation on unbounded domains is considered in this paper. It is difficult to develop numerical methods for the logarithmic Schrödinger equation on unbounded domains, due to the blow up of the logarithmic nonlinearity and the unboundedness of the physical domain. Thus, a regularized version of the logarithmic Schrödinger equation on unbounded domains with a small regularization parameter is developed. Then, the local artificial boundary conditions for the regularized logarithmic Schrödinger equation are designed by applying the unified approach, which based on the idea of well-known operator splitting method. The regularized logarithmic Schrödinger equation defined on unbounded domains is reduced to an initial boundary value problem on the bounded computational domain, which can be solved by the finite difference method. The convergence and the stability of the reduced problem are analyzed by introducing some auxiliary variables. In order to choose the optimal absorb parameter in the local artificial boundary conditions, an adaptive algorithm is presented. Numerical results are reported to verify the accuracy and effectiveness of our proposed method.

Direct implementation of high order BGT artificial boundary conditions

Local artificial boundary conditions (ABCs) for the numerical simulation of waves have been successfully used for decades (most notably, the boundary conditions due to Engquist & Majda, Bayliss, Gunzburger & Turkel, and Higdon). The basic idea behind these boundary conditions is that they cancel several leading terms in an expansion of the solution. The larger the number of terms canceled, the higher the order of the boundary condition and, in turn, the smaller the reflection error due to truncation of the original unbounded domain by an artificial outer boundary. In practice, however, the use of local ABCs has been limited to low orders (first and second), because higher order boundary conditions involve higher order derivatives of the solution, which may harm well-posedness and cause numerical instabilities. They are also difficult to implement especially in finite elements. A prominent exception is the development of local high order ABCs based on auxiliary variables.In the current paper, we implement high order Bayliss–Turkel ABCs directly — with no auxiliary variables yet no discrete approximation of the constituent high order derivatives either. Instead, we represent the solution at the boundary as an expansion with respect to a continuous basis. For the spherical artificial boundary, the basis consists of eigenfunctions of the Beltrami operator (spherical harmonics), which enable replacing the high order derivatives in the ABCs with powers of the corresponding eigenvalues. The continuous representation at the boundary is coupled to higher order compact finite differences inside the domain by the method of difference potentials (MDP). It maintains high order accuracy even when the boundary is not aligned with the discretization grid.

A high-order local artificial boundary condition for seepage and heat transfer

A high-order local artificial boundary condition (ABC) with a new approximation scheme is proposed for numerical analyses of seepage and heat transfer in unbounded domains. The proposed ABCs are first derived for a one-dimensional case and then extended to high-dimensional cases and transversely isotropic media. In the derivation, the irrational function in Laplace space with respect to time is approximated through numerical integration. The calculations show that the proposed ABCs provide more satisfactory results than those obtained by using existing approximation methods, especially for long-duration simulations. Moreover, the relation among the calculation accuracy, approximation order, and diffusivity is also investigated.

Numerical Solution of the Time-Fractional Sub-Diffusion Equation on an Unbounded Domain in Two-Dimensional Space

AbstractThe numerical solution of the time-fractional sub-diffusion equation on an unbounded domain in two-dimensional space is considered, where a circular artificial boundary is introduced to divide the unbounded domain into a bounded computational domain and an unbounded exterior domain. The local artificial boundary conditions for the fractional sub-diffusion equation are designed on the circular artificial boundary by a joint Laplace transform and Fourier series expansion, and some auxiliary variables are introduced to circumvent high-order derivatives in the artificial boundary conditions. The original problem defined on the unbounded domain is thus reduced to an initial boundary value problem on a bounded computational domain. A finite difference and L1 approximation are applied for the space variables and the Caputo time-fractional derivative, respectively. Two numerical examples demonstrate the performance of the proposed method.

High-Order Local Artificial Boundary Conditions for the Fractional Diffusion Equation on One-Dimensional Unbounded Domain

High-Order Local Artificial Boundary Conditions for the Fractional Diffusion Equation on One-Dimensional Unbounded Domain

A local artificial boundary for transient seepage problems with unsteady boundary conditions in unbounded domains

AbstractNumerical analysis of transient seepage in unbounded domains with unsteady boundary conditions requires a more sophisticated artificial boundary approach to deal with the infinite character of the domain. To that end, a local artificial boundary is established by simplifying a global artificial boundary. The global artificial boundary conditions (ABCs) at the truncated boundary are derived from analytical solutions for one‐dimensional axisymmetric diffusion problems. By applying Laplace transforms and introducing some specially defined auxiliary variables, the global ABCs are simplified to local ABCs to significantly enhance the computational efficiency. The proposed local ABCs are implemented in a finite element computer program so that the solutions to various seepage problems can be calculated. The proposed approach is first verified by the computation of a one‐dimensional radial flow problem and then tentatively applied to more general two‐dimensional cylindrical problems and planar problems. The solutions obtained using the local ABCs are compared with those obtained using a large element mesh and using a previously proposed local boundary. This comparison demonstrates the satisfactory performance and obvious superiority of the newly established boundary to the other local boundary. Copyright © 2017 John Wiley & Sons, Ltd.

Local artificial boundary conditions for Schrödinger and heat equations by using high-order azimuth derivatives on circular artificial boundary

The aim of the paper is to design high-order artificial boundary conditions for the Schrödinger equation on unbounded domains in parallel with a treatment of the heat equation. We first introduce a circular artificial boundary to divide the unbounded definition domain into a bounded computational domain and an unbounded exterior domain. On the exterior domain, the Laplace transformation in time and Fourier series in space are applied to achieve the relation of special functions. Then the rational functions are used to approximate the relation of the special functions. Applying the inverse Laplace transformation to a series of simple rational function, we finally obtain the corresponding high-order artificial boundary conditions, where a sequence of auxiliary variables are utilized to avoid the high-order derivatives in respect to time and space. Furthermore, the finite difference method is formulated to discretize the reduced initial–boundary value problem with high-order artificial boundary conditions on a bounded computational domain. Numerical experiments are presented to illustrate the performance of our method.

Split Local Artificial Boundary Conditions for the Two-Dimensional Sine-Gordon Equation on R2

AbstractIn this paper the numerical solution of the two-dimensional sine-Gordon equation is studied. Split local artificial boundary conditions are obtained by the operator splitting method. Then the original problem is reduced to an initial boundary value problem on a bounded computational domain, which can be solved by the finite difference method. Several numerical examples are provided to demonstrate the effectiveness and accuracy of the proposed method, and some interesting propagation and collision behaviors of the solitary wave solutions are observed.

A non-deteriorating algorithm for computational electromagnetism based on quasi-lacunae of Maxwell’s equations

The performance of many well-known methods used for the treatment of outer boundaries in computational electromagnetism (CEM) may deteriorate over long time intervals. The methods found susceptible to this undesirable phenomenon include some local low order artificial boundary conditions (ABCs), as well as perfectly matched layers (PMLs). We propose a universal algorithm for correcting this problem. It works regardless of either why the deterioration occurs in each particular instance, or how it actually manifests itself (loss of accuracy, loss of stability, etc.). Our algorithm relies on the Huygens’ principle in the generalized form, when a non-zero electrostatic solution can be present behind aft fronts of the propagating waves, i.e., inside the lacunae of Maxwell’s equations. In this case, we refer to quasi-lacunae as opposed to conventional lacunae, for which the solution behind aft fronts is zero. The use of quasi-lacunae allows us to overcome a key constraint of the previously developed version of our algorithm that was based on genuine lacunae. Namely, the currents that drive the solution no longer have to be solenoidal. Another important development is that we apply the methodology to general non-Huygens’ problems.

Adaptive artificial boundary condition for the two-level Schrödinger equation with conical crossings

In this paper, we present an adaptive approach to design the artificial boundary conditions for the two-level Schrödinger equation with conical crossings on the unbounded domain. We use the windowed Fourier transform to obtain the local wave number information in the vicinity of artificial boundaries, and adopt the operator splitting method to obtain an adaptive local artificial boundary condition. Then reduce the original problem into an initial boundary value problem on the bounded computational domain, which can be solved by the finite difference method. By this numerical method, we observe the surface hopping phenomena of the two-level Schrödinger equation with conical crossings. Several numerical examples are provided to show the accuracy and convergence of the proposed method.

Splitting as an approach to constructing local exact artificial boundary conditions

Abstract We employ the technique of splitting for constructing artificial boundary conditions (ABCs) for the linear advection–diffusion–reaction equation when the computational domain is an nD open set with a piecewise smooth artificial boundary. The splitting is performed both by the physical processes and by coordinates. The former permits to construct ABCs for each of the processes separately, which provides local exact boundary conditions; the latter leads to ABCs much less exigent to the shape of artificial boundary in comparison with many others. We also prove that the corresponding boundary value problems are well-posed, and present results of the numerical experiments that confirm the theoretical study.

Artificial boundary conditions for Petrovsky systems of second order in exterior domains and in other domains of conical type

AbstractThe approximation of solutions to boundary value problems on unbounded domains by those on bounded domains is one of the main applications for artificial boundary conditions. Based on asymptotic analysis, here a new method is presented to construct local artificial boundary conditions for a very general class of elliptic problems where the main asymptotic term is not known explicitly. Existence and uniqueness of approximating solutions are proved together with asymptotically precise error estimates. One class of important examples includes boundary value problems for anisotropic elasticity and piezoelectricity. Copyright © 2004 John Wiley & Sons, Ltd.

Computation of 3D exterior stationary incompressible Navier‐Stokes flowswith non‐zero velocity at infinity

AbstractWe aim to find numerical approximations of stationary incompressible Navier‐Stokes flows in 3D exterior domains. To this end, we consider the Navier‐Stokes system with local artificial boundary conditions on a truncated exterior domain. This boundary value problem is solved approximately by a finite element method. The corresponding error is estimated with respect to the discretisation depth and the size of the truncated exterior domain.

Nonlinear artificial boundary conditions with pointwise error estimates for the exterior three dimensional Navier–Stokes problem

AbstractOn a three–dimensional exterior domain Ω we consider the Dirichlet problem for the stationary Navier–Stokes system. We construct an approximation problem on the domain ΩR, which is the intersection of Ω with a sufficiently large ball, while we create nonlinear, but local artificial boundary conditions on the truncation boundary. We prove existence and uniqueness of the solutions to the approximating problem together with asymptotically precise pointwise error estimates as R tends to infinity.