Pointwise Solutions Research Articles

Walkin’ Robin: Walk on Stars with Robin Boundary Conditions

Numerous scientific and engineering applications require solutions to boundary value problems (BVPs) involving elliptic partial differential equations, such as the Laplace or Poisson equations, on geometrically intricate domains. We develop a Monte Carlo method for solving such BVPs with arbitrary first-order linear boundary conditions---Dirichlet, Neumann, and Robin. Our method directly generalizes the walk on stars (WoSt) algorithm, which previously tackled only the first two types of boundary conditions, with a few simple modifications. Unlike conventional numerical methods, WoSt does not need finite element meshing or global solves. Similar to Monte Carlo rendering, it instead computes pointwise solution estimates by simulating random walks along star-shaped regions inside the BVP domain, using efficient ray-intersection and distance queries. To ensure WoSt produces bounded-variance estimates in the presence of Robin boundary conditions, we show that it is sufficient to modify how WoSt selects the size of these star-shaped regions. Our generalized WoSt algorithm reduces estimation error by orders of magnitude relative to alternative grid-free methods such as the walk on boundary algorithm. We also develop bidirectional and boundary value caching strategies to further reduce estimation error. Our algorithm is trivial to parallelize, scales sublinearly with increasing geometric detail, and enables progressive and view-dependent evaluation.

Numerical Simulations of the Fractional Systems of Volterra Integral Equations within the Chebyshev Pseudo-Spectral Method

In this article, we find the solutions to fractional Volterra-type integral equation nonlinear systems through a Chebyshev pseudo-spectral method (CPM). The fractional derivative is described in the Caputo manner. The suggested method’s accuracy and reliability are confirmed by the results. The proposed method is implemented for solving various nonlinear systems; the results we obtained were compared with the exact solution and other method solutions. The graphical representation and tables show that our method’s error quickly converges as compared to other methods. By comparing the proposed method’s solution with the actual solution and other methods, we can confirm that CPM is more accurate and closer to the exact solution. We display the pointwise solution in the tables, which verifies the proposed method’s accuracy at each point and aids in a better comprehension of the suggested approach. Moreover, the results of using the suggested method at different fractional orders are examined, showing that when a value moves from a fractional order to an integer order, the result is closer to the precise solution. Furthermore, the proposed technique for handling fractional-order linear and non-linear physical problems in science and engineering is straightforward to implement.

Random-walk-path solution of unsteady flow equations for general channel networks

The random walk path method (RWP) is a stochastic model that transforms the solution of the unsteady open channel flow equations into a probability problem. In this paper, this method is introduced to solve the discretized Saint-Venant equations, with probabilistic representation of the water levels at junctions. Different boundary conditions, which specify either water levels or discharge hydrographs, can be implemented by specifying how walkers react when arriving at the boundaries. The pointwise solution at river junctions can be obtained via random walk simulations. The efficacy of the model was verified against the following test cases: (1) a real-world looped channel example documented in the manual of the software Hec-Ras and (2) a hypothetical channel system consisting of dendritic and divergent networks. The number of random simulations is an important aspect of the RWP method and needs to be chosen by considering the trade-off between precision and computational efficiency. The impact of the boundary water level or discharge on the water levels at internal nodes can be quantitatively evaluated by adopting the terminal weights, which present a distinct advantage of the RWP method. This assessment of water levels can serve as a guide in the operation of hydraulic controls, such as dams, sluices and pumps, to effectively regulate the flow in mitigating flood risks.

Evaluation of Fractional-Order Pantograph Delay Differential Equation via Modified Laguerre Wavelet Method

Wavelet transforms or wavelet analysis represent a recently created mathematical tool for assistance in resolving various issues. Wavelets can also be used in numerical analysis. In this study, we solve pantograph delay differential equations using the Modified Laguerre Wavelet method (MLWM), an effective numerical technique. Fractional derivatives are defined using the Caputo operator. The convergence of the suggested strategy is carefully examined. The suggested strategy is straightforward, effective, and simple in comparison with previous approaches. Specific examples are provided to demonstrate the current scenario’s reliability and accuracy. Compared with other methodologies, our results show a higher accuracy level. With the aid of tables and graphs, we demonstrate the effectiveness of the proposed approach by comparing results of the actual and suggested methods and demonstrating their strong agreement. For better understanding of the proposed method, we show the pointwise solution in the tables provided which confirm the accuracy at each point of the proposed method. Additionally, the results of employing the suggested method to various fractional-orders are compared, which demonstrates that when a value shifts from fractional-order to integer-order, the result approaches the exact solution. Owing to its novelty and scientific significance, the suggested technique can also be used to solve additional nonlinear delay differential equations of fractional-order.

Development of the reproducing kernel Hilbert space algorithm for numerical pointwise solution of the time-fractional nonlocal reaction-diffusion equation

It is notable that, the nonlocal reaction-diffusion equation carries math and computational physics to the core of extremely dynamic multidisciplinary studies that emerge from a huge assortment of uses. In this investigation, a totally new methodology for building a locally numerical pointwise solution is given by the agent the reproducing kernel algorithm. This is done utilizing a couple of generalized Hilpert spaces and their corresponding Green functions. The proposed calculation algorithm is applied to certain scalar issues problems to figure the arrangement solutions with Dirichlet constraints. By applying the procedures of the Gram–Schmidt process, orthonormalizing the basis, and truncating the optimized series, the approximate solutions are drawn, tabulated, and sketched. Introduced mathematical outcomes not only show the hidden superiority of the algorithm but also show its accurate efficiency. Finally, focused notes and futures planning works are mentioned with the most-used references.

Nonlinear geometric optics based multiscale stochastic Galerkin methods for highly oscillatory transport equations with random inputs

We develop generalized polynomial chaos (gPC) based stochastic Galerkin (SG) methods for a class of highly oscillatory transport equations that arise in semiclassical modeling of non-adiabatic quantum dynamics. These models contain uncertainties, particularly in coefficients that correspond to the potentials of the molecular system. We first focus on a highly oscillatory scalar model with random uncertainty. Our method is built upon the nonlinear geometrical optics (NGO) based method, developed in Crouseilles et al. [Math. Models Methods Appl. Sci. 23 (2017) 2031–2070] for numerical approximations of deterministic equations, which can obtain accurate pointwise solution even without numerically resolving spatially and temporally the oscillations. With the random uncertainty, we show that such a method has oscillatory higher order derivatives in the random space, thus requires a frequency dependent discretization in the random space. We modify this method by introducing a new "time" variable based on the phase, which is shown to be non-oscillatory in the random space, based on which we develop a gPC-SG method that can capture oscillations with the frequency-independent time step, mesh size as well as the degree of polynomial chaos. A similar approach is then extended to a semiclassical surface hopping model system with a similar numerical conclusion. Various numerical examples attest that these methods indeed capture accurately the solution statistics pointwisely even though none of the numerical parameters resolve the high frequencies of the solution.

Necessary and sufficient conditions for the existence of solution of generalized fuzzy relation equations A ⇔X = B

In 2013 Li and Jin studied a particular type of fuzzy relational equations on finite sets, where the introduced min-bi-implication composition is based on Łukasiewicz equivalence. In this paper such fuzzy relation equations are studied on a more general level, namely complete residuated lattice valued fuzzy relation equations of type ⋀y∈Y(A(x,y)↔X(y)=B(x) are analyzed, and the existence of solutions S is studied. First a necessary condition for the existence of solution is established, then conditions for lower and upper limits of solutions are given, and finally sufficient conditions for the existence of the smallest and largest solutions, respectively, are characterized. If such general or global solutions do not exist, there might still be partial or point wise solutions; this is a novel way to study fuzzy relation equations. Such point wise solutions are studied on Łukasiewicz, Product and Gödel t-norm based residuated lattices on the real unit interval.

On strong solutions of viscoplasticity without safe-load conditions

In this paper we discuss existence of pointwise solutions for dynamical models of viscoplasticity. Among other things, this work answers the question about necessity of safe-load conditions in case of viscoplasticity, which arise in the paper of K. Chełmiński (2001) [11]. We proved that solutions can be obtained without assuming any kind of safe-load conditions. Moreover, in the manuscript we consider much more general model than in the above mentioned paper. Namely, we consider the model with mixed boundary conditions and we allow a possible disturbance of the inelastic constitutive function by a globally Lipschitz function. Presented approach shows that via the same methods one can prove existence of pointwise solutions for: coercive models, self-controlling models, models with polynomial growth (not necessary of single valued) and monotone-gradient type models of viscoplasticity.

Pointwise bounds and blow-up for systems of nonlinear fractional parabolic inequalities

We investigate nonnegative nonlocal solutions u(x,t) and v(x,t) of the nonlinear system of inequalities 0≤(∂t−Δ)αu≤vλ0≤(∂t−Δ)βv≤uσin Rn×R,n≥1satisfying the initial conditions u=v=0in Rn×(−∞,0)where λ,σ,α, and β are positive constants.Specifically, using the definition of the fractional heat operator (∂t−Δ)α given in Taliaferro (2020), we obtain, when they exist, optimal pointwise upper bounds on Rn×(0,∞) for nonnegative nonlocal solutions u and v of this initial value problem with particular emphasis on these bounds as t→0+ and as t→∞.When α=β=1 we compare our results for nonlocal solutions to those of Escobedo and Herrero (1991) for classical pointwise solutions.

The Multilevel Monte Carlo Method for Simulations of Turbulent Flows

Abstract In this paper, the application of the multilevel Monte Carlo (MLMC) method to numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the advantages and disadvantages of each strategy are also discussed. A numerical experiment is carried out using an idealized model for the Antarctic Circumpolar Current (ACC) with uncertain, small-scale bottom topographic features. It is demonstrated that unlike the pointwise solutions, the averaged volume transports are correlated across grid resolutions, and the MLMC method can increase simulation efficiency without losing accuracy in uncertainty assessments.

Random walk path solution to groundwater flow dynamics in highly heterogeneous aquifers

Random walk path methods including walk on spheres and walk on rectangles have been used to solve elliptic and parabolic partial differential equations (PDEs). These methods are able to provide not only the pointwise solutions to the linear PDEs but also contributions of boundaries and all source/sink terms as an analytical solution does. However, due to difficulty in dealing with heterogeneity, these methods cannot be applied to groundwater flow problems in highly heterogeneous aquifers. A novel method called walk on grid (WOG) is proposed based on lattice random walk to overcome the difficulty. WOG algorithm is verified in a 1D homogeneous transient problem, a 1D heterogeneous steady-state problem, a 2D heterogeneous transient problem and a 3D optimization problem. It is demonstrated that WOG is effective in solving groundwater flow problems in highly heterogeneous confined aquifers. Probabilities of walkers arriving at prescribed boundaries (terminal weights) and source counts may be useful for characterization of medium heterogeneity. WOG method sheds a new light on solving the PDEs of complicated groundwater problems in a changing environment and on analyzing medium heterogeneity.

Integral formulation and numerical simulations for the neutron transport equation in X-Y geometry

In this work the Nyström method was used to solve the integral formulation of the neutron transport equation in X-Y geometry. Four quadrature schemes were tested, namely, Gauss–Legendre, Gauss–Lobatto, Simpson, and Boole rules, for the numerical calculation of the integral formulation. Analytical techniques were used to remove singularities in order to accelerate the calculation scheme and to improve numerical accuracy. Explicit expressions were derived for evaluating relevant kernels. In addition to derive solutions for both fixed source and eigenvalue problems, the procedure provides pointwise solutions where ray effects are mitigated leading to numerical results with high order accuracy for two dimensional scalar flux. Numerical results are listed with up to seven correct significant digits.

Stability analysis of finite difference schemes for an advection diffusion equation

The paper studies stability analysis for two standard finite difference schemes FTBSCS (forward time backward space and centered space) and FTCS (forward time and centered space). One-dimensional advection diffusion equation is solved by using the schemes with appropriate initial and boundary conditions. Numerical experiments are performed to verify the stability results obtained in this study. It is found that FTCS scheme gives better point-wise solutions than FTBSCS in terms of time step selection.Bangladesh J. Sci. Res. 29(2): 143-151, December-2016

Stochastic differential equations with sticky reflection and boundary diffusion

We construct diffusion processes in bounded domains $\Omega $ with sticky reflection at the boundary $\Gamma $ in use of Dirichlet forms. In particular, the occupation time on the boundary is positive. The construction covers a static boundary behavior and an optional diffusion along $\Gamma $. The process is a solution to a given SDE for q.e. starting point. Using regularity results for elliptic PDE with Wentzell boundary conditions we show strong Feller properties and characterize the constructed process even for every starting point in $\overline{\Omega } \backslash \Xi $, where $\Xi $ is given explicitly by the involved densities. By a time change we obtain pointwise solutions to SDEs with immediate reflection under weak assumptions on $\Gamma $ and the drift. A non-trivial extension of the construction yields N-particle systems with the stated boundary behavior and singular drifts. Finally, the setting is applied to a model for particles diffusing in a chromatography tube with repulsive interactions.

A deterministic approach to the adapted optode placement for illumination of highly scattering tissue

A novel approach is presented for computing optode placements that are adapted to specific geometries and tissue characteristics, e.g., in optical tomography and photodynamic cancer therapy. The method is based on optimal control techniques together with a sparsity-promoting penalty that favors pointwise solutions, yielding both locations and magnitudes of light sources. In contrast to current discrete approaches, the need for specifying an initial set of candidate configurations as well as the exponential increase in complexity with the number of optodes are avoided. This is demonstrated with computational examples from photodynamic therapy.

GOCE orbit analysis: Long-wavelength gravity field determination using the acceleration approach

The restricted sensitivity of the Gravity field and steady-state Ocean Circulation Explorer (GOCE) gradiometer instrument requires satellite gravity gradiometry to be supplemented by orbit analysis in order to resolve long-wavelength features of the geopotential. For the hitherto published releases of the GOCE time-wise (TIM) and GOCE space-wise gravity field series—two of the official ESA products—the energy conservation method has been adopted to exploit GPS-based satellite-to-satellite tracking information. On the other hand, gravity field recovery from data collected by the CHAllenging Mini-satellite Payload (CHAMP) satellite showed the energy conservation principle to be a sub-optimal choice. For this reason, we propose to estimate the low-frequency part of the gravity field by the point-wise solution of Newton’s equation of motion, also known as the acceleration approach. This approach balances the gravitational vector with satellite accelerations, and hence is characterized by (second-order) numerical differentiation of the kinematic orbit. In order to apply the method to GOCE, we present tailored processing strategies with regard to low-pass filtering, variance–covariance information handling, and robust parameter estimation. By comparison of our GIWF solutions (initials GI for “Geodätisches Institut” and IWF for “Institut für WeltraumForschung”) and the GOCE-TIM estimates with a state-of-the-art gravity field solution derived from GRACE (Gravity Recovery And Climate Experiment), we conclude that the acceleration approach is better suited for GOCE-only gravity field determination as opposed to the energy conservation method.

Overall dynamic constitutive relations of layered elastic composites

A method for the homogenization of a layered elastic composite is presented. It allows direct, consistent, and accurate evaluation of the averaged overall frequency-dependent dynamic material constitutive relations without the need for a point-wise solution of the field equations. When the spatial variation of the field variables is restricted by Bloch-form (Floquet-form) periodicity, then these relations together with the overall conservation and kinematical equations accurately yield the displacement or stress mode-shapes and, necessarily, the dispersion relations. The method can also give the point-wise solution of the elastodynamic field equations (to any desired degree of accuracy), which, however, is not required for the calculation of the average overall properties. The resulting overall dynamic constitutive relations are general and need not be restricted by the Bloch-form periodicity. The formulation is based on micromechanical modeling of a representative unit cell of the composite. For waves in periodic layered composites, the overall effective mass-density and compliance (stiffness) are always real-valued whether or not the corresponding unit cell (representative volume element used as a unit cell) is geometrically and/or materially symmetric. The average strain and linear momentum are coupled and the coupling constitutive parameters are always each others' complex conjugates. We separate the overall constitutive relations, which depend only on the composition and structure of the unit cell, from the overall field equations which hold for any elastic composite; i.e., we use only the local field equations and material properties to deduce the overall constitutive relations. Finally, we present solved numerical examples to further clarify the structure of the averaged constitutive relations and to bring out the correspondence of the current method with recently published results.

A second-order TVD implicit–explicit finite volume method for time-dependent convection-reaction equations

A class of conservative methods is developed in the more general framework of cell-centered upwind differences to approximate numerically the solution of one-dimensional non-linear conservation laws with (possibly) stiff reaction source terms. These methods are based on a non-oscillatory piecewise linear polynomial representation of the discrete solution within any mesh interval to compute pointwise solution values. The piecewise linear approximate solution is obtained by approximating the cell average of the analytical solution and the solution slope in every mesh cell. These two quantities are evolved in time by solving a set of discrete equations that are suitably designed to ensure formal second-order consistency. Several numerical tests which are taken from literature illustrate the performance of the method in solving non-stiff and stiff convection-reaction equations in conservative form.

Least Supersolution Approach to Regularizing Free Boundary Problems

In this paper, we study a free boundary problem obtained as a limit as e → 0 to the following regularizing family of semilinear equations \({\Delta u = \beta_{\varepsilon}(u) F(\nabla u)}\) , where βe approximates the Dirac delta in the origin and F is a Lipschitz function bounded away from 0 and infinity. The least supersolution approach is used to construct solutions satisfying geometric properties of the level surfaces that are uniform in e. This allows to prove that the free boundary of a limit has the “right” weak geometry, in the measure theoretical sense. By the construction of some barriers with curvature, the classification of global profiles of the blow-up analysis is carried out and the limit functions are proven to be viscosity and pointwise solution (\({\mathcal{H}^{n-1}}\) almost everywhere) to a free boundary problem. Finally, the free boundary is proven to be a C1,α surface around \({\mathcal{H}^{n-1}}\) almost everywhere point.

Microstructurally-based homogenization of electromagnetic properties of periodic media

A general method for homogenization of the electromagnetic properties of a heterogeneous periodic medium is developed, based on its microstructure. This method is inspired by micromechanics (Nemat-Nasser and Hori, 1999). Contrary to other conventional techniques, commonly used in electromagnetism to calculate the overall properties of composites, this microstructurally-based method does not require an explicit numerical solution of the Maxwell equations. We define the macroscopic field quantities as volume averages of the spatially variable fields, taken over a representative volume element (RVE), consisting of a unit cell of the periodic medium (Hill, 1963; Willis, 1981; Hashin, 1983; Nemat-Nasser, 1986). The boundary conditions are based on the Bloch representation of wave propagation in the heterogeneous media. Instead of explicitly solving the Maxwell equations, these equations are directly used in the averaging scheme. This distinguishes our method from others, where usually a known point-wise solution is used to obtain the average field quantities. The resulting constitutive relations therefore may be used to directly estimate the response of any heterogeneous periodic assembly of material constituents of given geometry and properties. To cite this article: A.V. Amirkhizi, S. Nemat-Nasser, C. R. Mecanique 336 (2008).